Comparative evaluation of point process forecasts

DOI10.1007/s10463-023-00875-5arXiv2103.11884MaRDI QIDQ6138752

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

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

forecast evaluationstatistical seismologyelicitabilityproper scoring ruleconsistent scoring function

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Power-law models for infectious disease spread
• Making and Evaluating Point Forecasts
• Residual analysis methods for space-time point processes with applications to earthquake forecast models in California
• Space-time point-process models for earthquake occurrences
• A review of self-exciting spatio-temporal point processes and their applications
• Elicitability and backtesting: perspectives for banking regulation
• Focusing on regions of interest in forecast evaluation
• Forecaster's dilemma: extreme events and forecast evaluation
• Coherent dispersion criteria for optimal experimental design
• Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts
• Scalable high-resolution forecasting of sparse spatiotemporal events with kernel methods: a winning solution to the NIJ ``Real-time crime forecasting challenge
• A recursive point process model for infectious diseases
• Theory and applications of proper scoring rules
• Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
• Statistical Rules of Thumb, Second Edition
• Stochastic Declustering of Space-Time Earthquake Occurrences
• Performance of information criteria for selection of Hawkes process models of financial data
• An Introduction to the Theory of Point Processes
• Scoring probability forecasts for point processes: the entropy score and information gain
• Elicitation complexity of statistical properties
• A construction principle for proper scoring rules
• Self-Exciting Point Process Modeling of Crime
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Determinantal Point Process Models and Statistical Inference
• Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings
• Statistical Analysis and Modelling of Spatial Point Patterns
• Residual Analysis for Spatial Point Processes (with Discussion)
• Convex Analysis
• Proper Scores for Probability Forecasters
• Elicitation of Personal Probabilities and Expectations
• Assessment of point process models for earthquake forecasting

This page was built for publication: Comparative evaluation of point process forecasts