Testing the reliability of forecasting systems

DOI10.1080/02664763.2021.1981833MaRDI QIDQ5058228zbMATH OpenOpenAlexFDO

Authors

Publication date 19 December 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/02664763.2021.1981833

zbMATH Keywords

environmental statisticsforecastingidentifiabilityreliability

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites work

• Elicitability and backtesting: perspectives for banking regulation
• scientific article; zbMATH DE number 65176 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Making and evaluating point forecasts
• On Testing the Validity of Sequential Probability Forecasts
• Prequential probability: principles and properties
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Probabilistic Forecasts, Calibration and Sharpness
• Remarks on a Multivariate Transformation
• Scoring Rules for Continuous Probability Distributions
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Tests of Conditional Predictive Ability

Cited in

(3)

• Uniform calibration tests for forecasting systems with small lead time
• Can theories be tested?
• Testing for the usefulness of forecasts

Describes a project that uses

Uses Software

• franz
• GitHub
• Python

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