CRPS-based online learning for nonlinear probabilistic forecast combination
Dennis van der Meer, Pierre Pinson, Simon Camal, Georges Kariniotakis
| Year of publication: |
2024
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|---|---|
| Authors: | Meer, Dennis van der ; Pinson, Pierre ; Camal, Simon ; Kariniotakis, Georges |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 4, p. 1449-1466
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| Subject: | Beta-transform | Continuous ranked probability score | Linear opinion pool | Online convex optimization | Post-processing | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | E-Learning | E-learning | Lernprozess | Learning process | Mathematische Optimierung | Mathematical programming | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015438423