Empirical next-value interval
forecast_nextEstimate a series' next value from its last reading plus adaptive error quantiles, returning an empirical interval and coverage. Use for one-step uncertainty; needs 11+ chronological readings.
Instructions
Estimate the next observation of one numeric series using the last value as a point forecast and adaptive historical absolute-error quantiles for an empirical interval. Use for a one-step baseline or uncertainty display; choose score_forecasts to check this same method on historical prefixes before relying on it. At least 11 chronological readings are required; shorter valid histories return ok=false with reading. Successful results contain ok=true, forecast, interval [lower, upper], nominal_coverage, adaptive_alpha and error_history_size. Forecast and bounds use the input's units; the horizon is one supplied observation, not a timestamp or market session. Coverage is a target, not a next-step or changing-market guarantee. This does not fetch prices or train a custom model. Example: {"values":[10,11,10,12,11,13,12,13,14,13,15],"nominal":0.8}.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| values | Yes | One to 2048 finite chronological observations, oldest first, in consistent units and cadence. At least 11 readings are needed for ten prior one-step errors; no missing values, date interpolation or resampling. | |
| nominal | No | Target empirical interval coverage as a fraction strictly between 0 and 1; default 0.80 means 80%, not 80. The adaptive feedback does not guarantee the next observation is covered. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ok | No | False denotes insufficient history; forecast or scoring fields are then absent. | |
| error | No | Validation or computation failure message; inspect MCP isError or the HTTP status. | |
| method | No | Shared forecast issuance and scoring method. | |
| caveats | No | Ordered statements or identifiers. | |
| reading | No | Result interpretation or minimum-history requirement. | |
| forecast | No | One-step random-walk point forecast in input units. | |
| interval | No | Lower and upper bounds, in that order. | |
| validity | No | Coverage is empirical only. | |
| guarantee | No | No statistical or market-performance guarantee is made. | |
| adaptive_alpha | No | Clipped adaptive miscoverage parameter as a fraction. | |
| nominal_coverage | No | Requested target coverage as a fraction, not a guarantee. | |
| error_history_size | No | Historical absolute errors used before issuing this forecast. |