Point forecasting and forecast evaluation with generalized Huber loss (Q2136606)
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scientific article; zbMATH DE number 7524928
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Point forecasting and forecast evaluation with generalized Huber loss |
scientific article; zbMATH DE number 7524928 |
Statements
Point forecasting and forecast evaluation with generalized Huber loss (English)
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11 May 2022
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consistent scoring function
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decision theory
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forecast ranking
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economic utility
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elicitability
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expectile
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Huber loss
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quantile
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robust forecast verification
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0.7980608344078064
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0.7564554214477539
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0.7420845627784729
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0.7382532358169556
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