[ENH] Interval width (sharpness) metric #6437
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fkiraly
added
enhancement
fkiraly
requested review from
achieveordie,
benHeid and
yarnabrina
as code owners
benHeid
reviewed
May 19, 2024
| @@ -599,6 +599,70 @@ def get_test_params(self): | |||
| return [params1] | |||
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| class IntervalWidth(_BaseProbaForecastingErrorMetric): | |||
| """Interval width for interval predictions, sometimes also known as calibration. | |||
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Do you mean calibration or sharpness?
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not sure - which one is correct?
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After taking again a look into Gneiting et. al. "Probabilistic forecasts, calibration and sharpness" [1]. I would say that this is sharpness.
[1] https://sites.stat.washington.edu/raftery/Research/PDF/Gneiting2007jrssb.pdf
fkiraly
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benHeid
previously approved these changes
May 20, 2024
sktime/performance_metrics/forecasting/probabilistic/_classes.py
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Interval width metric for interval forecasts, as requeste by @benHeid.