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Backtest Scores

Pool matched forecast rows across origins into per-variable and per-lead-time accuracy.

Cuts an already-scored comparison every way an accuracy review asks for.

It computes no forecast and fetches no actuals — it takes the comparison frame a backtest or a scoring emitted and re-aggregates it, which is why the same port id appears on both sides: the frame passes through unchanged beside the cuts.

At a glance

Module type

BacktestScores

Category

Intelligence

Default tier

durable

Runs on

reactive, durable

Starts a flow

no

Holds a body

no

Keeps state between runs

no

Available in

every application type

Parameters

metrics

string[] · optional · defaults to ["mape","wmape","mae","mse","rmse","bias","coverage"]

Which accuracy metrics to compute: mape, wmape, mae, mse, rmse, bias, coverage.

primaryMetric

string · optional · defaults to "wmape"

The one a KPI tile and the trend read; must be in metrics.

Inputs

Port
Kind
Required
Description

on

event

no

Implicit on every module that does not itself start a flow: wire an event here to make this module the start of what that event runs.

comparison

dataframe

yes

Forecast rows beside their actuals, from ForecastBacktest or ScoreForecast.

Outputs

Port
Kind
Connects to
Description

comparison

dataframe

dataframe, signal

The input frame, passed through so the cuts and their source stay wireable together.

byVariable

dataframe

dataframe, signal

Accuracy per forecast variable.

byHorizonVariable

dataframe

dataframe, signal

Accuracy per variable and lead time.

byHorizon

dataframe

dataframe, signal

Accuracy per lead time.

byOrigin

dataframe

dataframe, signal

Accuracy per forecast origin — which vintage of forecast was any good.

byEnvironment

dataframe

dataframe, signal

Accuracy per environment, for a panel twin.


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