About: Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval

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About: Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval Goto Sponge NotDistinct Permalink

An Entity of Type : schema:ScholarlyArticle, within Data Space : covidontheweb.inria.fr associated with source document(s)

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type	Academic Article research paper schema:ScholarlyArticle
isDefinedBy	Covid-on-the-Web dataset
title	Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval
Creator	Brehmer, Jonas
source	ArXiv
abstract	We consider different types of predictive intervals and ask whether they are elicitable, i.e. are unique minimizers of a loss or scoring function in expectation. The equal-tailed interval is elicitable, with a rich class of suitable loss functions, though subject to either translation invariance, or positive homogeneity and differentiability, the Winkler interval score becomes a unique choice. The modal interval also is elicitable, with a sole consistent scoring function, up to equivalence. However, the shortest interval fails to be elicitable relative to practically relevant classes of distributions. These results provide guidance in interval forecast evaluation and support recent choices of performance measures in forecast competitions.
has issue date	2020-07-11(xsd:dateTime)
has license	arxiv
sha1sum (hex)	08364df3cf47cf5dcd3b53413615fc568fbae254
resource representing a document's title	Scoring Interval Forecasts: Equal-Tailed, Shortest, and Modal Interval
resource representing a document's body	covid:08364df3cf47cf5dcd3b53413615fc568fbae254#body_text
is schema:about of	named entity 'intervals' named entity 'differentiability' named entity 'unique' named entity 'interval' named entity 'quantile' »more»

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