Horizon-weighted forecast loss

Advanced forecasting should be judged by horizon, segment and decision value—not one aggregate score. This note examines horizon-weighted forecast loss with that evaluation discipline.

Practitioner lens

Operational monitoring for horizon-weighted forecast loss should track residual patterns, input drift, interval coverage and performance by lifecycle state—not only a global score.

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.