Table 2.
Model comparison of PN regression under each combination of (n, τ2, ρ): general PN Σ ≠ I (left column) and displaced normal Σ = I (right column)
(n, τ2, ρ) | (60, 1, 0.4) | (60, 2.56, 0.4) | ||
---|---|---|---|---|
|
|
|||
PLSL | 121.89 | 122.70 | 183.65 | 171.45 |
average CRPS | 0.2511 | 0.2531 | 0.3124 | 0.3129 |
average length of predictive CI | 1.88 | 1.92 | 2.20 | 3.74 |
percentage (%) | 98 | 94 | 95 | 98 |
(n, τ2, ρ) | (200, 1, 0.4) | (200, 2.56, 0.4) | ||
---|---|---|---|---|
|
|
|||
PLSL | 106.64 | 117.09 | 148.35 | 164.50 |
average CRPS | 0.2421 | 0.2444 | 0.2997 | 0.3072 |
average length of predictive CI | 1.68 | 2.15 | 2.08 | 2.94 |
percentage (%) | 98 | 100 | 96 | 100 |