Forecasting Resources

The Brier Score

A brief document outlining the basic mathematics of the Brier score.

Accompanying the above document is an interactive Scratch program that show the Brier Score is a proper scoring rule. That is, to optimize your Brier Score you must bet your true belief!

Forecasting Random Walks

A document that poses some scenarios for consideration about modeling time series data, and includes links to code to simulate and explore different kinds of change.


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