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Proper Scoring Rules for Multivariate Probabilistic Forecasts based on
  Aggregation and Transformation

Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation

30 June 2024
Romain Pic
Clément Dombry
Philippe Naveau
Maxime Taillardat
    AI4TS
ArXivPDFHTML

Papers citing "Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation"

1 / 1 papers shown
Title
Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper
  Scoring Rules
Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules
F. Ziel
Kevin Berk
AI4TS
67
27
0
16 Oct 2019
1