Introducing multivariate scoring on Cascade.
Real-world problems are rarely one line. They move together. #
SN91# can now evaluate related time series collectively, producing scores that better reflect the structure of real forecasting problems.
Multiple forecast channels are averaged into a single mean, resulting in one GIFT-Eval-weighted contribution. This preserves the value of multivariate data without allowing problems with more channels to carry disproportionate weight.
Multivariate scoring is now live on mainnet.