unified-vs-day-specific-forecasting

unified-vs-day-specific-forecasting is a skill for Claude Code, Codex from topprismdata/cultivating-ml-agent. It costs 101 tokens per session (728 once invoked), scanned A, original, MIT.

A forecasting guide comparing one model for all future days with separate models for each forecast day, including when predictions may be blended.

In plain words
What is it for?
Designing multi-step time-series forecasts and deciding between unified, day-specific, or blended models.
Why use it?
It helps choose a forecasting setup based on shared training data, cross-day patterns, and validation results.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Designing multi-step time-series forecasts and deciding between unified, day-specific, or blended models.

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Install with agentmods
npx agentmods add skills/topprismdata/cultivating-ml-agent/unified-vs-day-specific-forecasting
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add topprismdata/cultivating-ml-agent --skill unified-vs-day-specific-forecasting
Clone the repo
git clone --depth 1 https://github.com/topprismdata/cultivating-ml-agent

Made for: Claude Code, Codex.

Wrote this? Show the measurements

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README.md
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Per session 101 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 728 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00101 $0.00728
Opus 5 $0.00051 $0.00364
Sonnet 5 $0.00020 $0.00146
Haiku 4.5 $0.00010 $0.00073

Measured 7d ago against content hash 987df220af0a, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

unified-vs-day-specific-forecasting scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 7d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/examples/unified-vs-day-specific-forecasting/SKILL.md · 75 lines

How it starts

The opening of the file, as written. The whole thing — 75 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Unified Model vs Day-Specific in Multi-Step Forecasting

The Assumption

Day-specific models (one per horizon day) should outperform a single unified model because:

  • Each model specializes in its specific horizon
  • No need for the model to "figure out" how day offset affects predictions
  • Each model has its full capacity for one task

The Finding

In Kaggle Favorita Store Sales (16-day horizon, 1782 store-family pairs):

Approach CV RMSLE LB
Day-specific (16 models) 0.42567 0.39779
Unified (1 model + target_day_offset) 0.38206 0.38850
Blend 70/30 0.39393
Blend 50/50 ~0.391

Unified model is 0.00929 LB better than day-specific.

Why Unified Wins Here

  1. More training data: Unified sees 16× more samples (46M vs 2.87M per model), giving LightGBM more statistical power to learn rare patterns.

  2. Cross-day generalization: The unified model learns that "sales patterns on Monday" are similar whether predicting day 1 (if target is Monday) or day 8 (if target is Monday). Day-specific models can't share this knowledge.

  3. Rich features encode temporal structure: With YoY, TE, and lag features, the model already has enough information to distinguish between horizons. The target_day_offset feature is sufficient for the model to specialize internally.

  4. Day-specific overfits the fold structure: Each day-specific model trains on the same store-family pairs with very similar time splits, potentially overfitting to the CV fold boundaries.

When Day-Specific Might Still Win

  • Very long horizons (>30 days) where temporal patterns change dramatically
  • When features are minimal (model needs explicit specialization)
  • When different horizons have fundamentally different data availability

Rule of Thumb

  • Rich features + moderate horizon (7-30 days): Try unified first
  • Sparse features + long horizon: Day-specific may be better
  • Always test both and use controlled comparison (not just CV)

Read the full file on GitHub · 75 lines

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 7d ago First seen · 75 lines · 101 tokens per session scan A 987df220af0a

Subscribe to this mod's changes

unified-vs-day-specific-forecasting is a skill published in the GitHub repository topprismdata/cultivating-ml-agent (5 stars, last pushed 14d ago), licensed MIT. It adds 101 tokens to every session and 728 once invoked, about $0.0005 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.

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