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Facets of forecast evaluation

Jordan, Alexander


Forecasts are issued as point or probabilistic predictions, and their performance is measured using consistent scoring functions or proper scoring rules. We identify classes of elementary members of these performance measures and develop diagnostic tools to assist in the ranking of forecasters. Rankings are subject to the choice of evaluation criterion and the sampling variability. We also provide guidance in the computation of a particular scoring rule, the continuous ranked probability score.

Volltext §
DOI: 10.5445/IR/1000063629
Cover der Publikation
Zugehörige Institution(en) am KIT Institut für Stochastik (STOCH)
Publikationstyp Hochschulschrift
Publikationsjahr 2016
Sprache Englisch
Identifikator urn:nbn:de:swb:90-636291
KITopen-ID: 1000063629
Verlag Karlsruher Institut für Technologie (KIT)
Umfang XII, 112 S.
Art der Arbeit Dissertation
Fakultät Fakultät für Mathematik (MATH)
Institut Institut für Stochastik (STOCH)
Prüfungsdaten 23.11.2016
Schlagwörter Mixture representations, Murphy diagrams, ranking stability, CRPS
Referent/Betreuer Gneiting, T.
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