Browsing Bergen Open Research Archive by Author "Grindheim, Therese"
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Time Series: Forecasting and Evaluation Methods With Concentration On Evaluation Methods for Density Forecasting
Grindheim, Therese (Master thesis, 2018-06-06)The main focus of this thesis are density forecasts and the corresponding evaluation methods. A density forecast is an estimate of the probability density of predicted values. Density forecasts and the related evaluation ...