SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Scoring interval forecasts: Equal-tailed, shortest, and modal interval
16 references·1 citing·27 second hopsampled
Scoring interval forecasts: Equal-tailed, shortest, and modal interval (2021)Scoring interval forecasts: Equal-tailed,…The M4 Competition: 100,000 time series and 61 forecasting methods (2019)The M4 Competition: 100,000 t…On the Comparison of Interval Forecasts (2018)On the Comparison of Interval…Elicitability and backtesting: Perspectives for banking regulation (2017)Elicitability and backtesting…Higher order elicitability and Osband’s principle (2016)Higher order elicitability an…Evaluating predictive count data distributions in retail sales forecasting (2016)Evaluating predictive count d…A discussion on: Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Ranking, by W. Ehm, T. Gneiting, A. Jordan, and A. Krueger (2016)A discussion on: Of Quantiles…Probabilistic Forecasting (2014)Probabilistic ForecastingElicitation and Identification of Properties (2014)Elicitation and Identificatio…Making and Evaluating Point Forecasts (2011)Making and Evaluating Point F…Quantiles as optimal point forecasts (2010)Quantiles as optimal point fo…Eliciting truthful answers to multiple-choice questions (2009)Eliciting truthful answers to…Eliciting properties of probability distributions (2008)Eliciting properties of proba…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Probabilistic Forecasts, Calibration and Sharpness (2007)Probabilistic Forecasts, Cali…Evaluating the Bank of England Density Forecasts of Inflation (2004)Evaluating the Bank of Englan…Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsForecasting: theory and practice (2022)Forecasting: theory and pract…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CoVaR (2016)Applied Statistical Decision Theory (1962)Coherent Measures of Risk (1999)Retail forecasting: Research and practice (2019)Comparing Predictive Accuracy (1995)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Modelling Extremal Events (1997)Modelling Volatility of Cryptocurrencies Using Markov-Switching GARCH Models (2018)Dynamic semiparametric models for expected shortfall (and Value-at-Risk) (2019)Regression-Based Expected Shortfall Backtesting (2020)Time Series Analysis Forecasting and Control. (1971)Another look at measures of forecast accuracy (2006)Forecast evaluation for data scientists: common pitfalls and best practices (2022)M5 accuracy competition: Results, findings, and conclusions (2022)Elicitation of Personal Probabilities and Expectations (1971)Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (2017)Fuzzy sets (1965)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)User Acceptance of Computer Technology: A Comparison of Two Theoretical Models (1989)Deep Learning for Time Series Forecasting: Tutorial and Literature Survey (2022)Forecast combinations: An over 50-year review (2022)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Evaluating Probabilistic Forecasts with scoringRules (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,848 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 2007Probabilistic Forecasts, Calibration and Sharpness1,793 cited
  • 2011Making and Evaluating Point Forecasts1,159 cited
  • 2019The M4 Competition: 100,000 time series and 61 forecasting methods1,068 cited
  • 2014Probabilistic Forecasting924 cited
  • 2016Higher order elicitability and Osband’s principle465 cited
  • 2010Quantiles as optimal point forecasts217 cited
  • 2017Elicitability and backtesting: Perspectives for banking regulation204 cited
  • 2016A discussion on: Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Ranking, by W. Ehm, T. Gneiting, A. Jordan, and A. Krueger171 cited
  • 2016Evaluating predictive count data distributions in retail sales forecasting155 cited
  • 2008Eliciting properties of probability distributions146 cited
  • 2004Evaluating the Bank of England Density Forecasts of Inflation124 cited
  • 2018On the Comparison of Interval Forecasts53 cited
  • 2014Elicitation and Identification of Properties49 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2009
Eliciting truthful answers to multiple-choice questions
48 cited

Cited by

  • 2022Forecasting: theory and practice1,041 cited