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 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.
#methodology#ml#forecast#multi-horizon#shap#conformal