CRPS-based online learning for nonlinear probabilistic forecast combination
Dennis van der Meer, Pierre Pinson, Simon Camal, Georges Kariniotakis
Topics & Concepts
Hindsight biasProbabilistic logicProbabilistic forecastingSeries (stratigraphy)Component (thermodynamics)Computer scienceNonlinear systemConsensus forecastEconometricsMathematical optimizationMathematicsArtificial intelligenceGeologyPhysicsQuantum mechanicsPsychologyThermodynamicsPaleontologyCognitive psychologyEnergy Load and Power ForecastingAdvanced Bandit Algorithms ResearchMeteorological Phenomena and Simulations