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Voidly ResearchPublished
Multi-horizon forecast shipped: 1-day, 7-day, 30-day separate models
Voidly's forecast is no longer single-horizon. We trained 3 separate XGBoost + isotonic models (1d, 7d, 30d), all clearing honest thresholds (AUC 0.91 / 0.88 / 0.84 LOCO). Each horizon has its own conformal interval + per-horizon top-5 SHAP features. The drivers differ by horizon: 1d is operational…
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Voidly's forecast is no longer single-horizon. We trained 3 separate XGBoost + isotonic models (1d, 7d, 30d), all clearing honest thresholds (AUC 0.91 / 0.88 / 0.84 LOCO). Each horizon has its own conformal interval + per-horizon top-5 SHAP features. The drivers differ by horizon: 1d is operational telemetry, 7d is political tension (GDELT), 30d is repeat-risk + seasonal. SoTA literature (TFT, Sun et al. spatio-temporal conformal) says multi-horizon beats single. We confirmed and shipped.
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