Add to ORKGThe paper explores probability theory foundations behind evaluation of probabilistic forecasts. The emphasis is on a situation when the forecast examiner possesses only partially the information which was available and was used to produce a forecast. We argue that in such a situation forecasts should be judged by their conditional auto-calibration. Necessary and sufficient conditions of auto-calibration are discussed and expressed in the form of testable moment conditions. The paper also analyzes relationships between forecast calibration and forecast efficiency
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
Probabilistic forecasts are becoming more and more available. How should they be used and communicat...
In this article, we develop and study methods for evaluating forecasters and forecasting questions i...
The paper explores theoretical foundations behind evaluation of probabilistic forecasts. The emphasi...
The paper provides an overview of probabilistic forecasting and discusses a theoretical framework fo...
This work is concerned with evaluating the performance of forecasts. Various types of forecast are s...
We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarit...
This is a comment on Mitchell and Wallis (2011) which in turn is a critical reaction to Gneiting et ...
Predictions about the future are commonly evaluated through statistical tests. As shown by recent li...
In this paper I formulate an approach for evaluating probabilistic forecasts in terms of signal dete...
We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarit...
Probabilistic forecasts of variables measured on a categorical or ordinal scale, such as precipitati...
This thesis consists in three essays on predictive distributions, in particular their combination, c...
Evaluation of forecast optimality in economics and finance has almost exclusively been conducted on ...
This note gives an easily verified necessary and sufficient condition for one probability forecaster...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
Probabilistic forecasts are becoming more and more available. How should they be used and communicat...
In this article, we develop and study methods for evaluating forecasters and forecasting questions i...
The paper explores theoretical foundations behind evaluation of probabilistic forecasts. The emphasi...
The paper provides an overview of probabilistic forecasting and discusses a theoretical framework fo...
This work is concerned with evaluating the performance of forecasts. Various types of forecast are s...
We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarit...
This is a comment on Mitchell and Wallis (2011) which in turn is a critical reaction to Gneiting et ...
Predictions about the future are commonly evaluated through statistical tests. As shown by recent li...
In this paper I formulate an approach for evaluating probabilistic forecasts in terms of signal dete...
We consider tests of forecast encompassing for probability forecasts, for both quadratic and logarit...
Probabilistic forecasts of variables measured on a categorical or ordinal scale, such as precipitati...
This thesis consists in three essays on predictive distributions, in particular their combination, c...
Evaluation of forecast optimality in economics and finance has almost exclusively been conducted on ...
This note gives an easily verified necessary and sufficient condition for one probability forecaster...
The evaluation of forecast performance plays a central role both in the interpretation and use of fo...
Probabilistic forecasts are becoming more and more available. How should they be used and communicat...
In this article, we develop and study methods for evaluating forecasters and forecasting questions i...