Krüger, Fabian
- Evaluating Probabilistic Forecasts with scoringRules
2017/09/14 by Alexander I. Jordan, Jordan, Alexander, Fabian Krüger +3 · 11 citations
Earth and Planetary Sciences · Environmental Science · #Applications (stat.AP) #Climate variability and models #Computation (stat.CO) #FOS: Computer and information sciences #Hydrology and Drought Analysis #Meteorological Phenomena and Simulations
- Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet\n Representations, and Forecast Rankings
2015/03/27 by Werner Ehm, Ehm, Werner, Tilmann Gneiting +5 · 6 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Mathematics #Forecasting Techniques and Applications #Machine Learning (stat.ML) #Methodology (stat.ME) #Monetary Policy and Economic Impact #Statistics Theory (math.ST)
- Prediction intervals for economic fixed-event forecasts
2022/10/24 by Krüger, Fabian, Plett, Hendrik · 2 citations
#Econometrics (econ.EM) #FOS: Economics and business
- Score-based calibration testing for multivariate forecast distributions
2022/11/29 by Knüppel, Malte, Krüger, Fabian, Pohle, Marc-Oliver · 1 citation
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
- Learning to Forecast: The Probabilistic Time Series Forecasting Challenge
2022/11/29 by Johannes Bracher, Nils Köster, Bracher, Johannes +5 · 1 citation
Mathematics · Social Sciences · #Statistics Education and Methodologies #Innovations in Educational Methods