Decision-focused forecast evaluation

The central test for decision-focused forecast evaluation is whether it generalizes across time and operating conditions. Use rolling evaluation and compare against a simple, defensible baseline.

Practitioner lens

Model decision-focused forecast evaluation at the granularity the business needs, but inspect whether reconciliation or aggregation changes bias, variance or the shape of the predictive distribution.

First experiment

Check calibration and decision impact separately; sharp intervals are useful only when they cover at the promised rate.

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