## Your Model’s MSE Is Lying to You First in a series on probabilistic forecasting for physical signals. Next: what happens when you roll the forecast forward more than one step. ## Two models, one number, opposite realities Imagine you have a sensor recording something you care about, for example seismic background at a detector site, electrical load on a grid, or strain in a bridge cable, and you've trained a model to forecast the next value. The model looks at the recent history, thinks for a moment, and gives you a single number: 0.50.50.5. There's a threshold τ=1.0\tau = 1.0τ=1.0 that…