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03/22/2021
Using scoring functions to evaluate point process forecasts
Point process models are widely used tools to issue forecasts or assess ...
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07/11/2020
Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval
We consider different types of predictive intervals and ask whether they...
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05/10/2019
Why scoring functions cannot assess tail properties
Motivated by the growing interest in sound forecast evaluation technique...
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06/19/2018
Properization: Constructing Proper Scoring Rules via Bayes Acts
Scoring rules serve to quantify predictive performance. A scoring rule i...
research
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06/19/2018