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Improve statistical forecasting validation, selection, and monitoring - #61

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bmfmancini merged 1 commit into
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statistical_improvements
Sep 5, 2026
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Improve statistical forecasting validation, selection, and monitoring#61
bmfmancini merged 1 commit into
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statistical_improvements

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@bmfmancini

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  • 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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✅ No vulnerabilities or license issues or OpenSSF Scorecard issues found.

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Quality Gate Failed Quality Gate failed

Failed conditions
D Security Rating on New Code (required ≥ A)
C Reliability Rating on New Code (required ≥ A)

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@bmfmancini
bmfmancini merged commit 0f5b14e into dev Sep 5, 2026
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@bmfmancini
bmfmancini deleted the statistical_improvements branch September 5, 2026 05:24
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