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Add PICP and PINAW metrics #107

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dplarson opened this issue Oct 25, 2019 · 0 comments

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dplarson commented Oct 25, 2019

Somehow two probabilistic forecast metrics were mistakenly not added to the metrics page during previous PRs:

prediction interval coverage probability (PICP)
prediction interval normalized average width (PINAW)

These two should be added to the metrics page, with a separate issue/PR open on the core code repo for implementing the functions themselves.

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