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Create function as_point() that converts sample- or quantile-based forecasts into point forecasts #432

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nikosbosse opened this issue Nov 14, 2023 · 1 comment
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help wanted Extra attention is needed

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@nikosbosse
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nikosbosse commented Nov 14, 2023

Meta-issue: #433. Next issue: #434

We would like to be able to compute point forecasts for quantile- and sample-based forecasts. The cleanest way to do this would be to have a function that converts the forecast into a point forecasts and then you can score it again.
Something like:

example_continuous |>
  as_point(statistic = "median") |>
  score()

Additional considerations:
For sample-based forecasts that would be quite similar to summarise_scores(data, fun = median). For quantile scores passing in your own function maybe makes less sense as there is not much you can do except the median. (see discussion in #340.

@seabbs
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seabbs commented Nov 27, 2023

As suggested I think this is good to push into nice to have vs do now.

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