论文标题

评估R中评分的预测

Evaluating Forecasts with scoringutils in R

论文作者

Bosse, Nikos I., Gruson, Hugo, Cori, Anne, van Leeuwen, Edwin, Funk, Sebastian, Abbott, Sam

论文摘要

评估预测对于理解和改进预测至关重要,并使对决策者有用。各种R软件包提供了各种评分规则,可视化和诊断工具。评分旨在解决的一个特殊挑战是处理评估和比较来自多个维度(例如时间,空间和不同类型的目标)的几个预测者的复杂性。评分来通过提供方便且灵活的数据来扩展现有的格局。用于评估和比较概率预测的基于表的框架(预测以完整的预测分布表示)。值得注意的是,评分是第一个以预测分位数的形式为概率预测提供广泛支持的包装,这种格式目前由几种感染性疾病预测中心使用。该软件包很容易扩展,这意味着用户可以提供自己的评分规则或扩展现有类以处理新类型的预测。评分提供了广泛的功能,可以检查数据和诊断问题,可视化预测和丢失的数据,在得分前转换数据,处理丢失的预测,汇总分数以及可视化评估结果。该论文介绍了包装及其核心功能,并使用有关COVID-19病例的预测数据和提交给欧洲Covid-19预测中心的死亡的示例数据说明了常见的工作流程。

Evaluating forecasts is essential to understand and improve forecasting and make forecasts useful to decision makers. A variety of R packages provide a broad variety of scoring rules, visualisations and diagnostic tools. One particular challenge, which scoringutils aims to address, is handling the complexity of evaluating and comparing forecasts from several forecasters across multiple dimensions such as time, space, and different types of targets. scoringutils extends the existing landscape by offering a convenient and flexible data.table-based framework for evaluating and comparing probabilistic forecasts (forecasts represented by a full predictive distribution). Notably, scoringutils is the first package to offer extensive support for probabilistic forecasts in the form of predictive quantiles, a format that is currently used by several infectious disease Forecast Hubs. The package is easily extendable, meaning that users can supply their own scoring rules or extend existing classes to handle new types of forecasts. scoringutils provides broad functionality to check the data and diagnose issues, to visualise forecasts and missing data, to transform data before scoring, to handle missing forecasts, to aggregate scores, and to visualise the results of the evaluation. The paper presents the package and its core functionality and illustrates common workflows using example data of forecasts for COVID-19 cases and deaths submitted to the European COVID-19 Forecast Hub.

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