Variogram-Based Proper Scoring Rules for Probabilistic Forecasts of Multivariate Quantities*
By Michael Scheuerer, Thomas M. Hamill. 2015
193 citations recorded by the source corpus.
Subfields: Environmental Engineering, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/27e24b7bd3c7fd3e3aa112744be63eb14e023930
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Environmental Engineering
- Sebastian Lerch
- Thordis Linda Thorarinsdottir
- Christoph Bergmeir
- Alexander I. Jordan
- Tim Januschowski
- Pierre Pinson
- Ricardo J. Bessa
- Florian Ziel
In Global and Planetary Change
- Sebastian Lerch
- Fotios Petropoulos
- Nikolaos Kourentzes
- Thordis Linda Thorarinsdottir
- Spyros Makridakis
- Devon K. Barrow
- Vassilios Assimakopoulos
- Konstantinos Nikolopoulos
Citations in the corpus
- Evaluating Probabilistic Forecasts with scoringRules (2017, methodology): “The CDFs for the two-piece normal distribution are given by Gneiting and Thorarinsdottir (2010) give an explicit CRPS formula.”
- Generation and evaluation of space–time trajectories of photovoltaic power (2016, background): “Variogram-based score Due to the limitations of ES on detecting misspecified dependence structures between elements of a multivariate quantity, Variogram-based Score (VS) as a proper score is introduced in [23].”
- Forecasting: theory and practice (2020, background): “, the variogram score (Scheuerer and Hamill, 2015) which is not strictly proper.”