Testing the reliability of forecasting systems

DOI10.1080/02664763.2021.1981833OpenAlexW3202398651MaRDI QIDQ5058228

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Publication date: 19 December 2022

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

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

zbMATH Keywords

reliabilityenvironmental statisticsforecastingidentifiability

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

Uniform calibration tests for forecasting systems with small lead time

Uses Software

• Python
• GitHub
• franz

Cites Work

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• Making and Evaluating Point Forecasts
• Prequential probability: principles and properties
• Elicitability and backtesting: perspectives for banking regulation
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Scoring Rules for Continuous Probability Distributions
• On Testing the Validity of Sequential Probability Forecasts
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Tests of Conditional Predictive Ability
• Probabilistic Forecasts, Calibration and Sharpness
• Remarks on a Multivariate Transformation

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