Overlay\_dx - Automating forecasting evaluation
Traditional evaluation metrics provides numerical values but often lack comprehensibility, hindering effective differentiation of model performances. Our work addresses this challenge by introducing overlay\_dx, a novel evaluation metric measuring the performance of time series prediction models. Overlay\_dx is a visual metric that represents the percentage of predictions falling within a confidence interval around actual values. Additionally, once evaluation results are plotted, overlay\_dx computes the area under the overlay curve, providing a quantitative measure of alignment between predicted and actual values across different thresholds and predictions. Through extensive experiments,...
| Authors | Long Ngo, Mohammed Amine Chamli, Jonathan Rivalan et al. |
|---|---|
| Primary category | cs.LG |
| Published | 21 September 2026 |
| Last updated at source | 21 September 2026 |
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