Current proper scoring rules in probabilistic electricity price forecasting prioritize sharpness at the expense of calibration, leading to overconfident and unreliable uncertainty estimates.
2022.Forecasting Electricity Prices
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Investigating Calibration Challenges in Probabilistic Electricity Price Forecasting
Current proper scoring rules in probabilistic electricity price forecasting prioritize sharpness at the expense of calibration, leading to overconfident and unreliable uncertainty estimates.