Using scoring functions to evaluate point process forecasts

03/22/2021 ∙ by Jonas Brehmer, et al. ∙ 0

Point process models are widely used tools to issue forecasts or assess risks. In order to check which models are useful in practice, they are examined by a variety of statistical methods. We transfer the concept of consistent scoring functions, which are principled statistical tools to compare forecasts, to the point process setting. The results provide a novel approach for the comparative assessment of forecasts and models and encompass some existing testing procedures.

READ FULL TEXT
POST COMMENT

Comments

There are no comments yet.

Authors

page 31

This week in AI

Get the week's most popular data science and artificial intelligence research sent straight to your inbox every Saturday.