Random Noise vs. State-of-the-Art Probabilistic Forecasting Methods: A Case Study on CRPS-Sum Discrimination Ability
The recent developments in the machine-learning domain have enabled the development of complex multivariate probabilistic forecasting models. To evaluate the predictive power of these complex methods, it is pivotal to have a precise evaluation method to gauge the performance and predictability power...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-05-01
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| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2076-3417/12/10/5104 |