Evaluating probabilistic forecasts with scoringRules
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2019-08-21
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| In: |
Journal of statistical software
Year: 2019, Jahrgang: 90, Heft: 1, Pages: 1-37 |
| ISSN: | 1548-7660 |
| DOI: | 10.18637/jss.v090.i12 |
| Online-Zugang: | Verlag, Volltext: https://doi.org/10.18637/jss.v090.i12 Verlag: https://www.jstatsoft.org/index.php/jss/article/view/v090i12 
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| Verfasserangaben: | Alexander Jordan, Fabian Krüger, Sebastian Lerch |
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| 650 | 4 | |a comparative evaluation | |
| 650 | 4 | |a ensemble forecasts | |
| 650 | 4 | |a out-of-sample evaluation | |
| 650 | 4 | |a predictive distributions | |
| 650 | 4 | |a proper scoring rules | |
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| 650 | 4 | |a score computation | |
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