Posts & notes

When does a foundation model used without any training beat a model fitted on the series? What I observed over a year of French electricity load, with interval coverage and not only the mean error, then rebuilding a router between the two on 50 series.

A counterfactual is a forecast. What I observed building one by hand, measuring its coverage on 100 panels with a known truth, planting four violations of the design, and applying it to Volkswagen’s share price after dieselgate.

Accuracy, freshness and stability don’t call for the same retraining frequency. What I observed on a ten-policy bench, an analytical model, the Monash electricity data and a causal simulation.

MinT guarantees coherence, not accuracy, and not calibration. Shown through theory, simulation, French grid data and count sales.