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

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Showing 2017Show all

2 papers · 1 filter

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…