Comparative evaluation of point process forecasts

DOI10.1007/S10463-023-00875-5MaRDI QIDQ6138752zbMATH OpenFDO

Authors Jonas R. Brehmer, Tilmann Gneiting, Marcus Herrmann, Warner Marzocchi, M. Schlather, Kirstin Strokorb

Publication date 16 January 2024

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.11884

zbMATH Keywords

elicitabilityproper scoring ruleforecast evaluationstatistical seismologyconsistent scoring function

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: Point process models are widely used tools to issue forecasts or assess risks. In order to check which models are useful in practice, they are examined by a variety of statistical methods. We transfer the concept of consistent scoring functions, which are principled statistical tools to compare forecasts, to the point process setting. The results provide a novel approach for the comparative assessment of forecasts and models and encompass some existing testing procedures.

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