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Forecast verification for extreme value distributions with an application to probabilistic peak wind prediction

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  • Petra Friederichs
  • Thordis L. Thorarinsdottir

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  • Petra Friederichs & Thordis L. Thorarinsdottir, 2012. "Forecast verification for extreme value distributions with an application to probabilistic peak wind prediction," Environmetrics, John Wiley & Sons, Ltd., vol. 23(7), pages 579-594, November.
    • Handle: RePEc:wly:envmet:v:23:y:2012:i:7:p:579-594
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    Cited by:

    1. Taillardat, Maxime & Fougères, Anne-Laure & Naveau, Philippe & de Fondeville, Raphaël, 2023. "Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1448-1459.
    2. Sándor Baran & Patrícia Szokol & Marianna Szabó, 2021. "Truncated generalized extreme value distribution‐based ensemble model output statistics model for calibration of wind speed ensemble forecasts," Environmetrics, John Wiley & Sons, Ltd., vol. 32(6), September.
    3. Sigauke, Caston & Bere, Alphonce, 2017. "Modelling non-stationary time series using a peaks over threshold distribution with time varying covariates and threshold: An application to peak electricity demand," Energy, Elsevier, vol. 119(C), pages 152-166.
    4. Jorge Castillo-Mateo & Jesús Asín & Ana C. Cebrián & Jesús Mateo-Lázaro & Jesús Abaurrea, 2023. "Bayesian Variable Selection in Generalized Extreme Value Regression: Modeling Annual Maximum Temperature," Mathematics, MDPI, vol. 11(3), pages 1-19, February.
    5. Silius M. Vandeskog & Sara Martino & Daniela Castro-Camilo & Håvard Rue, 2022. "Modelling Sub-daily Precipitation Extremes with the Blended Generalised Extreme Value Distribution," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(4), pages 598-621, December.
    6. Igba, Joel & Alemzadeh, Kazem & Durugbo, Christopher & Eiriksson, Egill Thor, 2016. "Analysing RMS and peak values of vibration signals for condition monitoring of wind turbine gearboxes," Renewable Energy, Elsevier, vol. 91(C), pages 90-106.
    7. Axel Gandy & Kaushik Jana & Almut E. D. Veraart, 2022. "Scoring predictions at extreme quantiles," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 527-544, December.
    8. Sebastian Funk & Anton Camacho & Adam J Kucharski & Rachel Lowe & Rosalind M Eggo & W John Edmunds, 2019. "Assessing the performance of real-time epidemic forecasts: A case study of Ebola in the Western Area region of Sierra Leone, 2014-15," PLOS Computational Biology, Public Library of Science, vol. 15(2), pages 1-17, February.
    9. Pic, Romain & Dombry, Clément & Naveau, Philippe & Taillardat, Maxime, 2023. "Distributional regression and its evaluation with the CRPS: Bounds and convergence of the minimax risk," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1564-1572.
    10. Jonas R. Brehmer & Tilmann Gneiting, 2020. "Properization: constructing proper scoring rules via Bayes acts," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 659-673, June.

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