Proper scoring rules, gradients, divergences, and entropies for paths and time series
Many forecasts consist not of point predictions but concern the evolution of quantities. For example, a central bank might predict the interest rates during the next quarter, an epidemiologist might predict trajectories of infection rates, a clinician might predict the behaviour of medical markers o...
| Hlavní autoři: | , |
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| Médium: | Internet publication |
| Jazyk: | English |
| Vydáno: |
2021
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