activity
20162026
most citedFrom point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting

42 citations · 84 across the 8 of their papers we have counts for

collaborators

10 papers

cs.AI2026

SEISMO: Explanation-Aware, Trajectory-Conditioned LLM Agents for Sample-Efficient Molecular Optimisation

Fabian P. Krüger, Andrea Hunklinger, Adrian Wolny +3

Optimizing molecules to achieve desired properties is a central bottleneck across the chemical sciences, particularly in the pharmaceutical industry, where it underlies the discove…

stat.AP2024★ 1 cited

Simplifying Random Forests' Probabilistic Forecasts

Nils Koster, Fabian Krüger

Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observatio…

stat.AP2024★ 1 cited

Simple Macroeconomic Forecast Distributions for the G7 Economies

Friederike Becker, Fabian Krüger, Melanie Schienle

We present a simple method for predicting the distribution of output growth and inflation in the G7 economies. The method is based on point forecasts published by the International…

stat.AP2023

Direction Augmentation in the Evaluation of Armed Conflict Predictions

Johannes Bracher, Lotta Rüter, Fabian Krüger +2

In many forecasting settings, there is a specific interest in predicting the sign of an outcome variable correctly in addition to its magnitude. For instance, when forecasting arme…

stat.OT2022

Learning to forecast: The probabilistic time series forecasting challenge

Johannes Bracher, Nils Koster, Fabian Krüger +1

We report on a course project in which students submit weekly probabilistic forecasts of two weather variables and one financial variable. This real-time format allows students to…

econ.EM2022★ 1 cited

Prediction intervals for economic fixed-event forecasts

Fabian Krüger, Hendrik Plett

The fixed-event forecasting setup is common in economic policy. It involves a sequence of forecasts of the same (`fixed') predictand, so that the difficulty of the forecasting prob…

econ.EM2022★ 42 cited

From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting

Oliver Grothe, Fabian Kächele, Fabian Krüger

Modeling price risks is crucial for economic decision making in energy markets. Besides the risk of a single price, the dependence structure of multiple prices is often relevant. W…

stat.CO2017★ 39 cited

Evaluating probabilistic forecasts with scoringRules

Alexander Jordan, Fabian Krüger, Sebastian Lerch

Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demograph…

math.ST2017

Forecast dominance testing via sign randomization

Werner Ehm, Fabian Krüger

We propose randomization tests of whether forecast 1 outperforms forecast 2 across a class of scoring functions. This hypothesis is of applied interest: While the prediction contex…

stat.ME2016

Predictive Inference Based on Markov Chain Monte Carlo Output

Fabian Krüger, Sebastian Lerch, Thordis L. Thorarinsdottir +1

In Bayesian inference, predictive distributions are typically in the form of samples generated via Markov chain Monte Carlo (MCMC) or related algorithms. In this paper, we conduct…