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ForecastingArchived project

DSC MCF ITB 2025

Claims forecasting where leakage control, lag correctness, and chronological evaluation matter more than adding another model.

Forecasting2026-08-29
DSC MCF ITB 2025
4.08%historical MAPE
3material pipeline defects
3model families
Project snapshot graphic, not a product screenshot
Quick read

Project summary

Problem

Time-series accuracy is meaningless if a pipeline can see the future or if lag logic silently changes which periods are evaluated.

My role

I reviewed the historical forecasting workflow and identified target-equivalent leakage, lag-propagation defects, and row loss that must be removed before a rebuild result can be compared fairly.

Result

Historical MAPE 4.08%, retained as a historical result until a leakage-safe rebuild proves comparable validity.

Stack

LightGBM · Prophet · Holt-Winters ETS · time-series validation

Status

Archived project

Historical result4.08%

historical MAPE

Recorded competition result, not promoted as rebuild evidence.

Review evidence3

material pipeline defects

Leakage, lag propagation, and row-loss issues identified in review.

Historical scope3

model families

LightGBM, Prophet, and Holt-Winters ETS.

Overview

This case study is framed as a forecasting validation lesson, not as a leaderboard trophy. The key evidence is the discovery of defects that can invalidate otherwise attractive accuracy numbers.

Problem

Time-series accuracy is meaningless if a pipeline can see the future or if lag logic silently changes which periods are evaluated.

Why it matters

A strong forecasting score is not credible if features can see the future or lag logic changes which periods are evaluated. Chronology has to be proven before accuracy is promoted.

My role

I reviewed the historical forecasting workflow and identified target-equivalent leakage, lag-propagation defects, and row loss that must be removed before a rebuild result can be compared fairly.

Product

The original competition workflow combined LightGBM, Prophet, and Holt-Winters ETS for claims forecasting. The portfolio focuses on the validation lessons from reviewing that workflow.

Data

Competition data is treated as restricted and remains outside the public portfolio until redistribution rights are confirmed.

Method

The review requires every feature and lag to be available before forecast time, and ensemble weights must not be optimized on the final holdout.

  • Block features that recreate the target directly or indirectly.
  • Build every lag only from observations available before forecast time.
  • Prevent lag handling from dropping periods that do not require an unavailable lag.
  • Keep final holdout evaluation separate from ensemble-weight tuning.

Results

Historical MAPE of 4.08% is retained as historical evidence. It is not relabeled as leakage-safe rebuild performance.

  • Three material defects were identified: target-equivalent leakage, incorrect lag propagation, and row loss caused by lag handling.
  • The historical workflow used LightGBM, Prophet, and Holt-Winters ETS.

Validation

A publishable rebuild must prove chronological feature availability before any accuracy comparison is accepted.

Architecture

The next architecture separates feature-availability rules, lag construction, training, ensemble tuning, and final holdout evaluation so temporal leakage can be tested directly.

  1. Feature availability rulesOnly information known before forecast time
  2. Lag constructionChronology-safe feature generation
  3. Model trainingLightGBM, Prophet, and Holt-Winters paths
  4. Ensemble tuningSeparate from the final holdout
  5. Chronological holdoutFinal leakage-safe evaluation gate

Tradeoffs

Keeping restricted competition data private reduces public reproducibility today, but it is preferable to publishing data without confirmed redistribution rights.

Limitations

The 4.08% MAPE cannot be treated as comparable rebuild evidence until the historical defects are removed and chronology is retested.

Live Product

There is no live product link in this case study. The value of the case is the validation review and the plan for a legally publishable rebuild.

Source

Restricted competition data and unverified source remain outside the public portfolio. This case study publishes only the reviewed claims that can be stated without exposing restricted material.

Technical status: Recorded competition project

Repository status: Restricted competition data and unverified source remain outside the public portfolio.

Next milestone

Reconstruct a legally publishable, leakage-safe forecasting path with feature-availability documentation, safe fixtures, model adapters, regression tests for the three historical defects, and chronological evaluation.

Verified project screenshot