Abstract: First, weather forecast uncertainty is discussed from the perspective of epistemology, namely, deterministic and probabilistic theory.Today, subjective forecast is increasingly replaced by the numerical weather prediction(NWP), but statistical forecasting is still irreplaceable.In terms of methodology, statistical forecasting is objective induction.Statistical prediction is not limited by predictability of NWP in theory.Statistical forecasting has a correlation or similar method; rare event related with extreme weather can be forecasted in similar method.Ensemble prediction method is a combination of deterministic and probabilistic methods, and is the development direction of the current weather forecast.Finally, there are limitations on statistical prediction itself, and statistical forecasting must be also verified by the effect in the forecast practice.