Definition
Forecast backtesting
Repeatedly training on historical cutoffs and evaluating later periods to estimate how a forecasting system will behave in production.
Why it matters
The practical consequence.
A model that fits all available history can still fail on future decisions. Backtesting reproduces that future-facing constraint.
Example
How it appears in a system.
A demand model can be trained through each month and evaluated on the following four weeks across several years.
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