run_ts_validation
Validates time-series forecasts with rolling-origin out-of-sample folds, benchmarks against naive/drift/moving-average baselines, and checks interval coverage to promote reliable models.
Instructions
時間序列模型 rolling-origin OOS 驗證(V1.1 pipeline)。
- 多 rolling origins、no look-ahead、每 fold 預測下一 bar
- 比較 last-price naive / drift / moving-average baselines(MAE/RMSE/MASE)
- interval coverage:p10-p90 nominal 80% 的實測覆蓋率 + calibration error
- deterministic promotion(services/validation.PROMOTION_RULES),結果持久化
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| model | No | chronos-2 | |
| period | No | 1y | |
| symbol | No | ^N225 | |
| n_folds | No |