Extending Extended Logistic Regression for Ensemble Post-Processing: Extended vs. Separate vs. Ordered vs. Censored
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References listed on IDEAS
- James E. Matheson & Robert L. Winkler, 1976. "Scoring Rules for Continuous Probability Distributions," Management Science, INFORMS, vol. 22(10), pages 1087-1096, June.
- Thordis L. Thorarinsdottir & Tilmann Gneiting, 2010. "Probabilistic forecasts of wind speed: ensemble model output statistics by using heteroscedastic censored regression," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(2), pages 371-388.
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Keywordsprobabilistic forecasting; extended logistic regression; ordered logistic regression; heteroscedasticity;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-16 (All new papers)
- NEP-DCM-2013-11-16 (Discrete Choice Models)
- NEP-FOR-2013-11-16 (Forecasting)
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