Closed CRiesewijk closed 3 months ago
Hi @CRiesewijk thanks for getting in touch. I'm not sure I'm getting it right, but in essence I'd say that we have a minimal implementation of the crps that cover our use case (that is, ensemble forecasting). If you need a more extensive set of methods, I suggest that you look into more specialized packages. For example, I would strongly recommend this excellent library mantained by @frazane https://github.com/frazane/scoringrules.
Hope this helps. I'll close this issue, feel free to reopen it if you feel this needs more inputs from our side.
Hi,
For my master thesis, I am investigating what the potential added value is of probabilistic forecasting in inventory management. I now made a probabilistic forecast with the Kernel Density Estimation, and want to measure the accuracy of this pdf with pysteps - CRPS.
However, the CRPS package does this: pysteps.verification.probscores.CRPS(X_f, X_o)
X_f (array_like) – Array of shape (k,m,n,…) containing the values from an ensemble forecast of k members with shape (m,n,…). X_o (array_like) – Array of shape (m,n,…) containing the observed values corresponding to the forecast.
But, I want to calculate the accuracy of one point, so then you have one observed value, and a forecasted pdf at that point (with quantities and densities). I think its is strange that you don't include the densities of the pdf in this package.
Therefore, I did some coding myself
CRPS
I was wondering if I interpret the CRPS package wrong and/or how the CRPS package work for my case. Hope you can help me, since I think there must be an appropriate package for it.