Rolling-origin backtesting

Forecast uncertainty needs to be measured and carried into downstream decisions. This technical note frames rolling-origin backtesting as part of that full planning chain.

Practitioner lens

A useful technical report on rolling-origin backtesting includes the baseline, backtest design, feature cutoff, uncertainty measure and compute burden so another team can reproduce the comparison.

First experiment

Use rolling-origin backtests, horizon-specific losses and interval coverage; keep feature availability time-correct.

This is an original educational brief. It is a starting point for discussion, not a claim that one technique fits every supply chain.