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When using a probabilistic framework to assess the quality of a predicted sequence of five future values, y^i+1,y^i+2,,y^i+5\hat{y}_{i+1}, \hat{y}_{i+2}, \dots, \hat{y}_{i+5}, the most comprehensive approach is to calculate the probability of each value separately and then average the results.

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Updated 2025-10-06

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