Forecast production with leakage and drift checks
Uses time-aware evaluation and monitors interval coverage as well as point accuracy. Original worked design example; adapt responsibilities, thresholds and assumptions to your system.
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What this template contains
- Diagram type
- Flowchart
- Source
- 17 lines
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flowchart TD
D[Versioned historical data] --> T[Split by time before feature fitting]
T --> F[Fit transforms on training period]
F --> M[Train baseline and candidate]
M --> B[Backtest rolling windows]
B --> L{Leakage or unavailable feature?}
L -->|Yes| R[Remove feature and rebuild]
R --> F
L -->|No| C[Compare error and interval coverage]
C --> G{Candidate improves agreed objective?}
G -->|No| H[Retain baseline]
G -->|Yes| A[Review operational assumptions]
A --> P[Publish forecast with uncertainty]
P --> O[Monitor realized outcomes]
O --> X{Drift or calibration failure?}
X -->|Yes| T
X -->|No| P