Weighted scoringRules: Emphasizing Particular Outcomes When Evaluating Probabilistic Forecasts

When predicting future events, it is common to issue forecasts that are probabilistic, in the form of probability distributions over the range of possible outcomes. Such forecasts can be evaluated using proper scoring rules. Proper scoring rules condense forecast performance into a single numerical...

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Bibliographic Details
Main Author: Sam Allen
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2024-09-01
Series:Journal of Statistical Software
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/5028
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