Probabilistic Forecasts, Calibration and Sharpness

Gneiting, T., Balabdaoui, F., & Raftery, A. E. (2007). Probabilistic Forecasts, Calibration and Sharpness. Journal of the Royal Statistical Society Series B: Statistical Methodology, 69(2), 243-268.

Type

Journal article

Intellectual base

Primary research

Year

2007

DOI

10.1111/j.1467-9868.2007.00587.x

Link

https://doi.org/10.1111/j.1467-9868.2007.00587.x

Cited by

2 citations across 2 artifacts.

Each citation links to the sentence it supports in the citing article.

Domain-specific

• Scoring Rule
  • Sharpness is desirable only subject to calibration.

Mechanisms

• Horizon Forecast-Error Trigger and Adaptation Audit
  • Its strength is that it is the only mechanism that keeps the whole horizon loop honest over time, turning misses and false alarms into recalibrated margins and better indicators; sound forecast calibration

    This sourceDefines forecast calibration through consistency between predictive distributions and observations, including agreement between nominal and empirical prediction-interval coverage.

Verification

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Registry ID ref:2fc103dbc922 · see in the full table