Combining Probability Forecasts
From MaRDI portal
Publication:4632621
DOI10.1111/j.1467-9868.2009.00726.xzbMath1411.62270MaRDI QIDQ4632621
Tilmann Gneiting, Roopesh Ranjan
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2009.00726.x
reliability; calibration; resolution; sharpness; model averaging; probability forecasting; forecast aggregation; linear opinion pool; coherent combination formula
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics