Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions
Maxime Taillardat, Anne-Laure Fougères, Philippe Naveau, Raphaël de Fondeville
| Year of publication: |
2023
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|---|---|
| Authors: | Taillardat, Maxime ; Fougères, Anne-Laure ; Naveau, Philippe ; Fondeville, Raphaël de |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1448-1459
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| Subject: | Calibration | CRPS | Extreme events | Probabilistic forecasting | Scoring rules | Verification | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Verteilung | Statistical distribution | 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.2022.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465293