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Overlay\_dx - Automating forecasting evaluation

arXiv · AI, language, vision and robotics · article · Sep 21, 2026 · UTC

Traditional evaluation metrics provides numerical values but often lack comprehensibility, hindering effective differentiation of model performances. Our work addresses this challenge by introducing overlay\_dx, a novel evaluation metric measuring the performance of time series prediction models. Overlay\_dx is a visual metric that represents the percentage of predictions falling within a confidence interval around actual values. Additionally, once evaluation results are plotted, overlay\_dx computes the area under the overlay curve, providing a quantitative measure of alignment between predic

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