v0.1.0

How to evaluate forecast prediction intervals with the winkler score

🎓 This tutorial aims to introduce the Winkler Score (also called the interval score) for evaluating forecast prediction intervals. By following the tutorial you will:

• ✅ Gained practical experience of using the winkler score to evaluate 1-step and h-step forecasts
• ✅ Understood how to implement the winkler score method in Python
• 🎁 Bonus: Gained expertise of using the winkler score to evaluate ARIMA prediction intervals.

🌱 v0.1.0

• Cloned from https://github.com/TheOpenScienceNerd/tosn_python_template

Added

• Repository essentials: CHANGELOG, CITATION, README, binder/environment.yml
• 01_winkler_score.ipynb: tutorial notebook for winkler score
• ts_utility.py: supporting module