Evaluating Beyond Forecast Accuracy

We explore how to evaluate temporal models beyond a single forecast score, including their behavior under uncertainty and changing conditions.

Research note
Evaluating Beyond Forecast Accuracy
Examining uncertainty, robustness and decision relevance

Accuracy is a starting point

A forecast score captures one part of model behavior. It may leave open questions about uncertainty, robustness to change and whether a representation supports useful reasoning.

We are exploring evaluation that examines these capabilities together, while keeping the conditions of each test visible.

Testing a changing world

Evaluation can include unfamiliar regimes, missing data and shifts in the relationships between variables. These settings help reveal where a model depends on patterns that do not persist.

Making evaluation reproducible

A useful evaluation records the dataset, split, baseline, measurement conditions and assumptions behind a result. We would compare capabilities separately so a strong average score does not conceal a failure under a specific condition.