score_forecasts
Assess forecast accuracy by scoring each past prediction using only contemporaneous data, then report calibration and biggest misses.
Instructions
How good would these forecasts actually have been? Grades every prediction the tool would have made over the history, using only what was known at the time, and reports calibration plus the worst misses.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| values | Yes | the metric's history, oldest first | |
| nominal | No | range coverage, default 0.8 |