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Combining probability forecasts

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Linear pooling is by far the most popular method for combining probability forecasts. However, any non-trivial weighted average of two or more distinct, calibrated probability forecasts is necessarily uncalibrated and lacks sharpness. In view of this, linear pooling requires recalibration, even in t...

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Main Authors: Ranjan, Roopesh (Author) , Gneiting, Tilmann (Author)
Format: Article (Journal)
Language:English
Published: 06 January 2010
In: Journal of the Royal Statistical Society. Series B, Statistical methodology
Year: 2010, Volume: 72, Issue: 1, Pages: 71-91
ISSN:1467-9868
DOI:10.1111/j.1467-9868.2009.00726.x
Online Access:Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1111/j.1467-9868.2009.00726.x
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Author Notes:Roopesh Ranjan and Tilmann Gneiting
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Combining probability forecasts by Ranjan, Roopesh (Author) , Gneiting, Tilmann (Author) ,


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