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v0.12.0

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@github-actions github-actions released this 30 May 18:00
· 20 commits to main since this release

Forecast model → v1.2

  • The projection interval was over-spread - the complement of the v0.11.1
    fix, not a reversal.
    That release corrected an under-spread interval by
    widening the rate-uncertainty term. This one corrects a different
    component, the path-noise term: its §5 calibration fit the variance with
    an unweighted regression of squared errors, which is heteroskedastic, so the
    few long-horizon points dominated the fit and inflated it (and the
    over-subtraction silently pinned the rate prior). On real data the over-spread
    was path-dominated, so the two fixes touch orthogonal terms of the same
    interval. v1.2 weights that regression by 1/Δt², calibrating the spread and
    reviving the prior; net, out-of-sample coverage converges toward its 80%
    target. The v1.1 spec is preserved under
    internal/forecast/archive/v1.1/; the
    math is documented in
    internal/forecast/CHANGELOG.md.

  • Removed the Low/Medium/High confidence badge. It scored how much recent
    data the forecast had, not how reliable the forecast actually was, so it
    could read "High" next to a wide interval and was uncorrelated with real
    accuracy. The 80% CI already conveys the uncertainty.

New: claumon bench

  • An out-of-sample benchmark for the forecast model: leave-one-session-out and
    temporal-holdout protocols, CRPS/pinball proper scoring with coverage, MAE,
    and bias breakdowns, segmented by engagement and horizon. Datasets are
    reproducible: frozen fixtures exported from any device's store
    (claumon bench export --db ...) and seeded synthetic regimes. A development
    and validation tool; it does not affect the dashboard.