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twcrps for ensembles #629

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nicholasloveday opened this issue Aug 9, 2024 · 1 comment
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twcrps for ensembles #629

nicholasloveday opened this issue Aug 9, 2024 · 1 comment
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new metric Adding a new metric or score

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@nicholasloveday
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nicholasloveday commented Aug 9, 2024 •
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Currently we only have twCRPS for CDFs. We should also add twCRPS for ensembles.

Relevant papers are https://doi.org/10.1016/j.ijforecast.2022.07.003 and https://doi.org/10.1137/22M1532184
@nicholasloveday nicholasloveday added the new metric Adding a new metric or score label Aug 12, 2024
@tennlee tennlee mentioned this issue Sep 6, 2024
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tennlee commented Sep 11, 2024

Implemented in #644

@tennlee tennlee closed this as completed Sep 11, 2024
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