Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series
路径与时间序列的适当评分规则、梯度、散度和熵
Many forecasts consist not of point predictions but concern the evolution of quantities. For example, a central bank might predict the interest rates during the next quarter, an epidemiologist might predict trajectories of infection rates, a clinician might predict the behaviour of medical markers over the next day, etc. The situation is further complicated since these forecasts sometimes only concern the approximate "shape of the future evolution" or "order of events".…