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

This repo publishes a daily forecast of how volatile BTC-USD (Bitcoin priced in US dollars) will likely be over the next 24 hours, and scores that forecast against reality.

Time series forecasting building blocks and a configuration-driven backtesting system for cross-validated forecast evaluation.

Streamlit app to evaluate time-series forecasts: MAPE by group and period, residual analysis and comparison with a benchmark forecast

Auditable forecasting framework for human, quantitative, and AI signals, with frozen evidence, probability scoring, and verifiable run bundles.

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

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.