Overview of the Delphi-RF framework.
<p>(A) Preparatory step: early exploration of historical revisions to define the target lag <i>L</i> before model training and forecasting. (B) Data structure in the report date–reference date space. Data above the lag = 0 diagonal correspond to revisions that are available (or wil...
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2025
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| Summary: | <p>(A) Preparatory step: early exploration of historical revisions to define the target lag <i>L</i> before model training and forecasting. (B) Data structure in the report date–reference date space. Data above the lag = 0 diagonal correspond to revisions that are available (or will become available). The light blue region shows revisions with lag greater than the target lag, which are excluded from Delphi-RF. The blue parallelogram marks revisions with the target lag available, which are used for training. The green triangular region indicates the most recent revisions, where the target lag is not yet available. (C) Workflow of Delphi-RF: revisions with target lag available are used for training (small lags trained independently, large lags trained in groups). Saved models are then applied to real-time revisions for forecasting. <i>L</i> days later, predictions are evaluated using the Weighted Interval Score (WIS).</p> |
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