Improve statistical forecasting validation, selection, and monitoring - #61
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bmfmancini
commented
Sep 5, 2026
- Prevent leakage and require complete common rolling-origin validation
- Reserve final holdouts for evaluating the selected procedure
- Unify fitting and fallback selection across forecasting models
- Improve prediction intervals and residual diagnostics
- Compare ensembles, transformations, and recent training windows
- Add dynamic regression, intermittent demand, and quantile forecasting
- Preserve calendar gaps and support explicit aggregation
- Store issued forecasts and monitor accuracy against actuals
- Add documentation, reproducible benchmarks, and regression tests
- Prevent leakage and require complete common rolling-origin validation - Reserve final holdouts for evaluating the selected procedure - Unify fitting and fallback selection across forecasting models - Improve prediction intervals and residual diagnostics - Compare ensembles, transformations, and recent training windows - Add dynamic regression, intermittent demand, and quantile forecasting - Preserve calendar gaps and support explicit aggregation - Store issued forecasts and monitor accuracy against actuals - Add documentation, reproducible benchmarks, and regression tests
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