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Walk-Forward Forecast Model Competition

Out-of-sample competition among naive, AR(1) and linear-trend forecasters with deterministic winner selection or inverse-RMSE ensemble weighting.

Model keylq.research.forecast-model-competition
Version1.0.0
Runtimepython-process
Run governed modelTry browser demo
Model contract

Inputs are explicit.

{
    "type": "object",
    "required": [
        "values"
    ],
    "properties": {
        "values": {
            "type": "array",
            "items": {
                "type": "number"
            },
            "minItems": 30
        }
    }
}
Output contract

Outputs are explicit.

{
    "type": "object",
    "required": [
        "evaluation_protocol",
        "candidate_scores",
        "selected_model",
        "ensemble_weights",
        "next_ensemble_forecast",
        "lookahead_guard"
    ]
}
Default parameters
{
    "initial_window": 15,
    "ensemble_method": "inverse_rmse"
}
Example input
{
    "values": [
        100,
        100.400000000000005684341886080801486968994140625,
        100.900000000000005684341886080801486968994140625,
        101.2999999999999971578290569595992565155029296875,
        101.7999999999999971578290569595992565155029296875,
        102.099999999999994315658113919198513031005859375,
        102.7000000000000028421709430404007434844970703125,
        103,
        103.400000000000005684341886080801486968994140625,
        103.900000000000005684341886080801486968994140625,
        104.2000000000000028421709430404007434844970703125,
        104.7999999999999971578290569595992565155029296875,
        105.099999999999994315658113919198513031005859375,
        105.599999999999994315658113919198513031005859375,
        106,
        106.400000000000005684341886080801486968994140625,
        106.900000000000005684341886080801486968994140625,
        107.2999999999999971578290569595992565155029296875,
        107.7999999999999971578290569595992565155029296875,
        108.099999999999994315658113919198513031005859375,
        108.599999999999994315658113919198513031005859375,
        109,
        109.5,
        109.900000000000005684341886080801486968994140625,
        110.400000000000005684341886080801486968994140625,
        110.7999999999999971578290569595992565155029296875,
        111.2999999999999971578290569595992565155029296875,
        111.7000000000000028421709430404007434844970703125,
        112.2000000000000028421709430404007434844970703125,
        112.599999999999994315658113919198513031005859375,
        113.099999999999994315658113919198513031005859375,
        113.5
    ]
}
Capabilities
cpuresearchforecastingensemblemodel-selectionwalk-forwardlqbench
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