Combining Probability Forecasts

DOI10.1111/J.1467-9868.2009.00726.XzbMath1411.62270OpenAlexW2053589029MaRDI 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

zbMATH Keywords

reliabilitycalibrationresolutionsharpnessmodel averagingprobability forecastingforecast aggregationlinear opinion poolcoherent combination formula

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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