Forecasting Software
Time-series prediction, and the intervals that should come with it.
A forecasting tool is judged here on its intervals as much as its point forecasts. A narrow interval is a claim, and claims are checkable.
What we assess
- Seasonality: multiple periods, and amplitude that changes with level
- Changepoint and structural-break handling
- Backtesting design, and whether it respects time order
- Interval calibration against held-out data
- Handling of gaps, irregular spacing and exogenous variables
Background reading: Time Series and How Automated Time-Series Analysis Works.