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Making and Evaluating Point Forecasts

4 December 2009

Papers citing "Making and Evaluating Point Forecasts"

50 / 127 papers shown

Title
Probabilistic measures afford fair comparisons of AIWP and NWP model output T. Gneiting Tobias Biegert Kristof Kraus Eva-Maria Walz Alexander I. Jordan Sebastian Lerch 88 0 0 04 Jun 2025
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Shanyu Han Yang Liu Xiang Yu 92 0 0 07 May 2025
Proper scoring rules for estimation and forecast evaluation Kartik Waghmare Johanna Ziegel AI4TS 250 2 0 02 Apr 2025
Machine learning-based probabilistic forecasting of solar irradiance in Chile Sándor Baran Julio C. Marín Omar Cuevas Mailiu Díaz Marianna Dinyáné Szabó Orietta Nicolis Mária Lakatos 31 0 0 17 Nov 2024
Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis J. Hau Erick Delage Esther Derman Mohammad Ghavamzadeh Marek Petrik 52 1 0 31 Oct 2024
The Credibility Transformer Ronald Richman Salvatore Scognamiglio M. Wüthrich 78 1 0 25 Sep 2024
Robust Reinforcement Learning with Dynamic Distortion Risk Measures Anthony Coache S. Jaimungal 99 1 0 16 Sep 2024
Evaluating Posterior Probabilities: Decision Theory, Proper Scoring Rules, and Calibration Luciana Ferrer Daniel Ramos UQCV 66 4 0 05 Aug 2024
Point Prediction for Streaming Data Aleena Chanda N. V. Vinodchandran Bertrand Clarke 25 0 0 02 Aug 2024
Kullback-Leibler Barycentre of Stochastic Processes S. Jaimungal Silvana M. Pesenti 105 1 0 05 Jul 2024
Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation Romain Pic Clément Dombry Philippe Naveau Maxime Taillardat AI4TS 77 0 0 30 Jun 2024
ElicitationGPT: Text Elicitation Mechanisms via Language Models Yifan Wu Jason D. Hartline 67 5 0 13 Jun 2024
Bootstrapping Expectiles in Reinforcement Learning Pierre Clavier Emmanuel Rachelson E. L. Pennec Matthieu Geist OffRL 79 0 0 06 Jun 2024
Learning Latent Graph Structures and their Uncertainty A. Manenti Daniele Zambon Cesare Alippi BDL 164 1 0 30 May 2024
Efficient mid-term forecasting of hourly electricity load using generalized additive models Manuel Kansy F. Ziel AI4TS 79 3 0 27 May 2024
Random Pareto front surfaces Ben Tu N. Kantas Robert M. Lee B. Shafei 92 2 0 02 May 2024
Elicitability and identifiability of tail risk measures Tobias Fissler Fangda Liu Ruodu Wang Linxiao Wei 82 2 0 22 Apr 2024
Maximally Forward-Looking Core Inflation Philippe Goulet Coulombe Karin Klieber Christophe Barrette Maximilian Goebel 131 2 0 08 Apr 2024
Coherent forecasting of NoGeAR(1) model Divya Kuttenchalil Andrews N. Balakrishna 23 1 0 01 Mar 2024
Decision Theoretic Foundations for Experiments Evaluating Human Decisions Jessica Hullman Alex Kale Jason D. Hartline 52 2 0 25 Jan 2024
Set-valued expectiles for ordered data analysis Ha Thi Khanh Linh Andreas H Hamel 28 2 0 15 Dec 2023
What's in a Prior? Learned Proximal Networks for Inverse Problems Zhenghan Fang Sam Buchanan Jeremias Sulam 84 12 0 22 Oct 2023
Invariant Probabilistic Prediction Alexander Henzi Xinwei Shen Michael Law Peter Bühlmann OOD 126 0 0 18 Sep 2023
Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding? W. Nitka R. Weron 58 12 0 29 Aug 2023
Isotonic conditional laws Sebastian Arnold J. Ziegel 33 2 0 18 Jul 2023
Ensemble learning for blending gridded satellite and gauge-measured precipitation data Georgia Papacharalampous Hristos Tyralis N. Doulamis Anastasios Doulamis 91 8 0 09 Jul 2023
Deep Huber quantile regression networks Hristos Tyralis Georgia Papacharalampous N. Dogulu Kwok-Pan Chun UQCV 143 2 0 17 Jun 2023
Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions Baishuai Zuo C. Yin Jing Yao 20 3 0 16 May 2023
Equalised Odds is not Equal Individual Odds: Post-processing for Group and Individual Fairness Edward A. Small Kacper Sokol Daniel Manning Flora D. Salim Jeffrey Chan FaML 103 8 0 19 Apr 2023
Long-term Forecasting with TiDE: Time-series Dense Encoder Abhimanyu Das Weihao Kong Andrew B. Leach Shaan Mathur Rajat Sen Rose Yu AI4TS 116 278 0 17 Apr 2023
Estimation of extreme $L^1$ -multivariate expectiles with functional covariates Elena Di Bernardino Thomas Laloe Cambyse Pakzad 13 0 0 29 Mar 2023
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices Jonathan Berrisch F. Ziel 63 12 0 17 Mar 2023
The Scope of Multicalibration: Characterizing Multicalibration via Property Elicitation Georgy Noarov Aaron Roth 63 4 0 16 Feb 2023
Merging satellite and gauge-measured precipitation using LightGBM with an emphasis on extreme quantiles Hristos Tyralis Georgia Papacharalampous N. Doulamis Anastasios Doulamis 70 8 0 02 Feb 2023
Conditional generalized quantiles based on expected utility model and equivalent characterization of properties Qinyu Wu Fan Yang Ping Zhang 13 1 0 29 Jan 2023
From Classification Accuracy to Proper Scoring Rules: Elicitability of Probabilistic Top List Predictions Johannes Resin 20 3 0 27 Jan 2023
Isotonic Recalibration under a Low Signal-to-Noise Ratio M. Wüthrich Johanna Fasciati-Ziegel 39 13 0 06 Jan 2023
Comparison of tree-based ensemble algorithms for merging satellite and earth-observed precipitation data at the daily time scale Georgia Papacharalampous Hristos Tyralis Anastasios Doulamis N. Doulamis 106 11 0 31 Dec 2022
Comparison of machine learning algorithms for merging gridded satellite and earth-observed precipitation data Georgia Papacharalampous Hristos Tyralis Anastasios Doulamis N. Doulamis 68 15 0 17 Dec 2022
Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors Xuming He Kean Ming Tan Wen-Xin Zhou 46 8 0 11 Dec 2022
Retire: Robust Expectile Regression in High Dimensions Rebeka Man Kean Ming Tan Zian Wang Wen-Xin Zhou 55 9 0 11 Dec 2022
Criteria for Classifying Forecasting Methods Tim Januschowski Jan Gasthaus Bernie Wang David Salinas Valentin Flunkert Michael Bohlke-Schneider Laurent Callot AI4TS 81 179 0 07 Dec 2022
Extreme expectile estimation for short-tailed data, with an application to market risk assessment A. Daouia S. Padoan Gilles Stupfler 36 1 0 05 Oct 2022
Robust leave-one-out cross-validation for high-dimensional Bayesian models Luca Silva Giacomo Zanella 45 8 0 19 Sep 2022
A review of predictive uncertainty estimation with machine learning Hristos Tyralis Georgia Papacharalampous UD UQCV 222 47 0 17 Sep 2022
Building Robust Machine Learning Models for Small Chemical Science Data: The Case of Shear Viscosity Nikhil V. S. Avula S. K. Veesam Sudarshan Behera S. Balasubramanian 55 8 0 23 Aug 2022
Characterizing M-estimators Timo Dimitriadis Tobias Fissler J. Ziegel 64 9 0 17 Aug 2022
Osband's Principle for Identification Functions Timo Dimitriadis Tobias Fissler J. Ziegel 66 7 0 16 Aug 2022
Model selection with Gini indices under auto-calibration Mario V. Wuthrich 63 9 0 28 Jul 2022
Estimating value at risk: LSTM vs. GARCH Weronika Ormaniec Marcin Pitera Sajad Safarveisi Thorsten Schmidt AIFin 56 1 0 21 Jul 2022