How can i evaluate probabilistic forecast results?

4 次查看（过去 30 天）
israt fatema
israt fatema 2021-8-23
评论： israt fatema 2021-8-29
How can i evaluate prediction interval or density forecast result like reliabilty, skill or sharpness? Few papers i read used prediction interval coverage probability (PICP) and the mean prediction interval width (MPIW) can be used for prediction interval or CRPS but i am not sure how to interpret the results, since i am trying to use point forecast's error distribution. Thanks
  7 个评论
显示 5更早的评论
Adam Danz
Adam Danz 2021-8-27
编辑：Adam Danz 2021-8-27
C(i) is 1 when yi in the interval [Li, Ui] and 0 if it's not in that interval.

请先登录，再进行评论。

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Sequence and Numeric Feature Data Workflows 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by