Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.

Benchmarking seven forecasting approaches on AgriPriceBD — a novel daily agricultural commodity price dataset of five commodities for Bangladesh. Covers BiLSTM, Transformer, Time2Vec ablation, Prophet and Informer failure analysis, with Diebold-Mariano significance testing.

Statistical comparison of forecasting models: Diebold-Mariano, stationary block bootstrap, Giacomini-White, Model Confidence Set, and a forecast stability diagnostic.

End-to-End Python implementation of Shin (2026)'s evaluator-locked agentic loop for transparent empirical research. Combines LLM-driven specification search with immutable evaluation harnesses, penalized regression (peLASSO), and Diebold-Mariano testing on ECB forecast data. Addresses the "garden of forking paths" crisis in AI-driven economics.

Practical primitives for time-series forecasting pipelines: conformal intervals, model comparison, hierarchical reconciliation, tuning, validation, drift detection.