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Evaluating Density Forecasting Models

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Figure

Fig. 1. The left plot depicts a sample predicted density. The right plot shows the NLL for a targetat each point on the x axis for the given sample density
Fig. 2. The left plot in this figure is the predicted probability density function for some regressiontask
Fig. 3. Shows the area of the distribution that is considered by the Wilson Score ±∆t
Fig. 4. The top row of plots shows the true or target generating distribution (N(0,1)) and thepredicted distributions
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