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A review of predictive uncertainty estimation with machine learning
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References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 2006Another look at measures of forecast accuracy5,736 cited
  • 2010To Explain or to Predict?2,974 cited
  • 2017Forecasting at Scale2,900 cited
  • 2019DeepAR: Probabilistic forecasting with autoregressive recurrent networks2,726 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
  • 2004CAViaR2,210 cited
  • 2005Gaussian Markov Random Fields1,826 cited
  • 2007Probabilistic Forecasts, Calibration and Sharpness1,774 cited
  • 2021Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN)1,463 cited
  • 1962Applied Statistical Decision Theory.1,443 cited
  • 2020Recurrent Neural Networks for Time Series Forecasting: Current status and future directions1,367 cited
  • 2011Making and Evaluating Point Forecasts1,159 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 1986Combining Probability Distributions: A Critique and an Annotated Bibliography

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