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. 2020 Aug 25;38(2):423–438. doi: 10.1016/j.ijforecast.2020.08.004

Fig. 3.

Fig. 3

Performance of the same models examined in Fig. 2 in terms of their uncertainty quantification. If a model assessment of uncertainty is accurate, then we would expect 95% of the ground truth values to fall within the 95% prediction interval. Only one of the 4 models (the UT model) approached this level of accuracy.