Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval

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Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval

11 July 2020

Jonas R. Brehmer

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Papers citing "Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval"

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Title
Efficient distributional regression trees learning algorithms for calibrated non-parametric probabilistic forecasts Duchemin Quentin Obozinski Guillaume 501 0 0 07 Feb 2025
Forecasting: theory and practice F. Petropoulos D. Apiletti Vassilios Assimakopoulos M. Z. Babai Devon K. Barrow ... J. Arenas Xiaoqian Wang R. L. Winkler Alisa Yusupova F. Ziel AI4TS 138 378 0 04 Dec 2020
The Efficiency Gap Timo Dimitriadis Tobias Fissler J. Ziegel 87 22 0 27 Oct 2020
Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals Tobias Fissler Rafael Frongillo Jana Hlavinová Birgit Rudloff 49 18 0 16 Oct 2019