Evaluating quantile-bounded and expectile-bounded interval forecasts
In many different contexts, decision making is improved by the availability of probabilistic predictions. The accuracy of probabilistic forecasting methods can be compared using scoring functions, and insight provided by calibration tests. These tests evaluate the consistency of predictions with the...
| Main Author: | |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2020
|