Evaluating probabilistic forecasts of extremes using continuous ranked
probability score distributions

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Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions

10 May 2019

Maxime Taillardat

Anne-Laure Fougères

Philippe Naveau

Raphaël de Fondeville

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Papers citing "Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions"

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Title
Enforcing tail calibration when training probabilistic forecast models Jakob Benjamin Wessel Maybritt Schillinger F. Kwasniok Sam Allen AI4TS 24 0 0 16 Jun 2025
Improving probabilistic forecasts of extreme wind speeds by training statistical post-processing models with weighted scoring rules Jakob Benjamin Wessel Christopher A. T. Ferro Gavin R. Evans F. Kwasniok 132 3 0 22 Jul 2024
Precipitation Downscaling with Spatiotemporal Video Diffusion Prakhar Srivastava Ruihan Yang Gavin Kerrigan Gideon Dresdner Jeremy McGibbon Christopher S. Bretherton Stephan Mandt DiffM 111 5 0 11 Dec 2023
Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts Helga Kristin Olafsdottir Holger Rootzén David Bolin 33 2 0 26 Jun 2023
Weighted scoringRules: Emphasising Particular Outcomes when Evaluating Probabilistic Forecasts S. Allen AI4TS 36 2 0 12 May 2023
Additive Covariance Matrix Models: Modelling Regional Electricity Net-Demand in Great Britain V. Gioia Matteo Fasiolo J. Browell R. Bellio 51 5 0 14 Nov 2022
Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk Romain Pic Clément Dombry Philippe Naveau Maxime Taillardat 102 5 0 09 May 2022
Local scale invariance and robustness of proper scoring rules David Bolin J. Wallin 33 19 0 11 Dec 2019