Cross-calibration of probabilistic forecasts
نویسندگان
چکیده
منابع مشابه
Probabilistic forecasts, calibration and sharpness
Probabilistic forecasts of a continuous variable take the form of predictive densities or predictive cumulative distribution functions. We propose a diagnostic approach to the evaluation of predictive performance that is based on the paradigm of maximizing the sharpness of the predictive distributions subject to calibration. Calibration refers to the statistical consistency between the distribu...
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Cool season precipitation plays an important role in freshwater supply over the Southwest United States, which is marked by heterogeneous topographic and hydrologic scenarios. More accurate precipitation prediction is highly desirable for both the public and hydrological model users. Numerous studies indicate that ensemble forecasting provides more skillful weather forecasts than a single deter...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2017
ISSN: 1935-7524
DOI: 10.1214/17-ejs1244