Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation

Code of the simulations and case study of "Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation" by R. Pic, C. Dombry, P. Naveau, and M. Taillardat (doi:10.5194/ascmo-11-23-2025).

Resources

• RandomFields
• scoringRules
• MultivCalibration
• EUPPBench

Citation

@Article{Pic2025Aggregation,
      AUTHOR = {Pic, R. and Dombry, C. and Naveau, P. and Taillardat, M.},
      TITLE = {Proper scoring rules for multivariate probabilistic forecasts based on aggregation and transformation},
      JOURNAL = {Advances in Statistical Climatology, Meteorology and Oceanography},
      VOLUME = {11},
      YEAR = {2025},
      NUMBER = {1},
      PAGES = {23--58},
      URL = {https://ascmo.copernicus.org/articles/11/23/2025/},
      DOI = {10.5194/ascmo-11-23-2025}
}