forecast-evaluation

Introduction to time series preprocessing and forecasting in Python using AR, MA, ARMA, ARIMA, SARIMA and Prophet model with forecast evaluation.

scores: Metrics for the verification, evaluation and optimisation of forecasts, predictions or models.

Utilities for Scoring and Assessing Predictions

AI-assisted XAUUSD daily research workflow with Research Skill, Agent Harness, LangGraph, Tool Calling, and free public data sources.

TSFM-MRE: Risk-aware evaluation of probabilistic forecasts for time-series foundation models in finance

Comparing sequential forecasters via confidence sequences & e-processes

A verification pipeline for evaluating models and forecasts.

Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.

ARGOS — evidence-driven Polymarket probability intelligence research core. No execution surface.

Multi Horizon Superior Predictive Ability (SPA) test proposed by Quaedvlieg (2021)

This code mainly computes the forecast of headline inflation using different aproaches. Likewise presents the forecast evaluation for each model along different points in a span period.

Pre-registered, read-only research instrument measuring whether model forecasts beat prediction-market prices (Polymarket, Kalshi) after resolution. Append-only ledger, hash-committed nightly. No execution code. MIT.

Measurement instrument for the paper After the Programmer Divide

Temporal adaptation of the gamma index for time series forecast evaluation under joint amplitude and timing tolerances, with applications to renewable energy forecasting.

Replication package for "Comparing predictive ability in presence of instability over a very short time" by Iacone F., Rossini L., & Viselli A. (The Econometrics Journal, 2025). Includes files to replicate the Monte Carlo experiments and US SPF application.

USDA Food Price Outlook forecast evaluation using CPI data, analyzing forecast accuracy, category-level errors, and long-term food inflation relative to overall CPI trends.

Standalone AR forecasting workflow for the Sentiment–Volatility Ratio capstone project, using UMCSI and VIX data with expanding-window evaluation.

Nowcasting Italian quarterly GDP growth: pseudo real-time backtest with a frozen protocol, mixed-frequency dynamic factor model, Streamlit dashboard.

Reference implementation of the Relative Utility Value metric for forecast value assessment

Scoring an 80% band around USDA's August corn yield against the January final, 2004–2025, as of each release.