Risk Forecast
“How likely is demand above capacity?” is a question about a region of the distribution. A point forecast has no way to answer it.
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Probabilistic Forecasts
A point forecast is one summary of this. Once you keep the whole distribution, the decision can pick the summary it actually needs.
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Continuous Ranked Probability Score (CRPS)
CRPS reads like a weighted absolute error computed from the entire distribution, so it rewards being both accurate and appropriately confident.