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References from An introduction to multivariate probabilistic forecast evaluation. Local targets link to admitted publications; unresolved targets remain external evidence.
8 forecast evaluation and combination
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An overview of wind power forecasts types and their use in large-scale integration of wind power
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Towards improved understanding of the applicability of uncertainty forecasts in the electric power industry
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Towards the probabilistic earth-system simulator: a vision for the future of climate and weather prediction
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Real-time inflation forecasting in a changing world
10.1080/07350015.2012.727718 · 2013 · External reference
Probabilistic projections of HIV prevalence using Bayesian melding
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Variogram-based proper scoring rules for probabilistic forecasts of multivariate quantities
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Non-parametric probabilistic forecasts of wind power: required properties and evaluation
10.1002/we.230 · 2007 · External reference
Probabilistic forecasting of solar power, electricity consumption and net load: Investigating the effect of seasons, aggregation and penetration on prediction intervals
10.1016/j.solener.2018.06.103 · 2018 · External reference
Multivariate density forecast evaluation and calibration in financial risk management: high-frequency returns on foreign exchange
10.1162/003465399558526 · 1999 · External reference
Evaluating multivariate forecast densities: a comparison of two approaches
10.1016/s0169-2070(01)00126-1 · 2002 · External reference
Multivariate density forecast evaluation: a modified approach
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Unresolved reference
External reference
Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
10.1007/s11749-008-0114-x · 2008 · External reference
Unresolved reference
External reference
Coherent dispersion criteria for optimal experimental design
1999 · External reference
Likelihood-based scoring rules for comparing density forecasts in tails
10.1016/j.jeconom.2011.04.001 · 2011 · External reference
Coupling forecast calibration and data-driven downscaling for generating reliable, high-resolution, multivariate seasonal climate forecast ensembles at multiple sites
10.1002/joc.6346 · 2020 · External reference
Uncertainty quantification in complex simulation models using ensemble copula coupling
2013 · External reference
Wind power ensemble forecasting
2004 · External reference
Unresolved reference
2007 · External reference
Unresolved reference
1986 · External reference
Non-parametric estimation of a multivariate probability density
10.1137/1114019 · 1969 · External reference
Comparison of smoothing parameterizations in bivariate kernel density estimation
10.1080/01621459.1993.10476303 · 1993 · External reference
Kernel estimation of multivariate cumulative distribution function
10.1080/10485250802326391 · 2008 · External reference
Unresolved reference
1987 · External reference
Evaluating raw ensembles with the continuous ranked probability score
10.1002/qj.1891 · 2012 · External reference
Leveraging stochastic differential equations for probabilistic forecasting of wind power using a dynamic power curve
10.1002/we.1988 · 2017 · External reference
Probabilistic forecasts of solar irradiance using stochastic differential equations
10.1002/env.2267 · 2014 · External reference
Differential-space
10.1002/sapm192321131 · 1923 · External reference
Probabilistic forecasts of wind power generation by stochastic differential equation models
10.1002/for.2367 · 2016 · External reference
Robustifying model fitting
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