feat: add regression coverage score metric - #1068
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Signed-off-by: Max Polak <maxpolak97@gmail.com>
Signed-off-by: Max Polak <maxpolak97@gmail.com>
Signed-off-by: Max Polak <maxpolak97@gmail.com>
Signed-off-by: Max Polak <maxpolak97@gmail.com>
lschilders
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Aug 20, 2026
…quantile metrics into a helper function Signed-off-by: Max Polak <maxpolak97@gmail.com>
egordm
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Aug 25, 2026
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Code looks great now! Thanks for your contribution.
Merging.
lschilders
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Aug 25, 2026
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Nice improvement, LGTM!
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What does this PR do?
Adds the Regression Coverage Score (RCS) metric to
openstef-beamfor evaluating probabilistic forecast interval calibration.RCS measures the fraction of observed values that fall within a predicted quantile interval, such as P10-P90. The metric is implemented as
rcs(...)in the deterministic metrics module, exported throughopenstef_beam.metrics, and exposed throughRCSProviderfor evaluation pipelines. The provider follows the same symmetric quantile-pair logic asRIQDProvider.Closes #1064
Type of change
Breaking changes checklist
_migrate_statemigration patternMigration path for existing users (e.g. "old pickled
XScalerobjects auto-migrate on load", "users must now passXexplicitly"):AI disclosure
Assisted-by: <tool name>)Checklist
poe all --checkpasses locallygit commit -s)feat: ...,fix: ...,feat!: ...for breaking changes)