concept:rolling-backtests
Rolling Backtests
Rolling Backtests in the context of production machine-learning systems.
Lessons
Formal explanations, examples, simulations, and checkpoints.
Forecasting & temporal ML
Backtesting without time travel
Use backtesting without time travel to move the forecasting production brief toward a defensible release.
Forecasting & temporal MLStatistical and ML forecasters
Use statistical and ml forecasters to move the forecasting production brief toward a defensible release.
Forecasting & temporal MLIntervals, drift, and forecast operations
Use intervals, drift, and forecast operations to move the forecasting production brief toward a defensible release.
Courses & assignments
Dependency-authoritative learning units.
Casebook
Reported facts and course reconstructions.