Simplifying Random Forests’ Probabilistic Forecasts

DOI10.1080/00031305.2025.2552284MaRDI QIDQ7257305zbMATH OpenFDO

Authors Fabian Krüger

Publication date 4 June 2026

Published in The American Statistician (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/00031305.2025.2552284

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A random forest guided tour
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• Hierarchical probabilistic forecasting of electricity demand with smart meter data
• Node harvest
• Predictive learning via rule ensembles
• Quantile regression forests
• Random forests
• Random Forests and Adaptive Nearest Neighbors
• Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination
• Scikit-learn: machine learning in Python
• Scoring rules and the evaluation of probabilities. (With discussion)
• Scoring Rules for Continuous Probability Distributions
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Surveying business uncertainty
• The Elements of Statistical Learning
• Use and communication of probabilistic forecasts
• Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts

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