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
A faithful backtest is a replay of past information states, not merely a sorted split.
Forecasting & temporal MLStatistical and ML forecasters
Choose a forecaster and a multi-step strategy together; the estimator alone does not define the forecast.
Forecasting & temporal MLIntervals, drift, and forecast operations
Forecast reliability is the joint discipline of calibrated ranges, drift evidence, and a usable fallback.
Courses & assignments
Dependency-authoritative learning units.
Casebook
Reported facts and course reconstructions.