Thesis Institute · prediction packs
Versioned inputs for forecast runs
Packs give forecast agents reusable evidence, calibration rules, and checks for a specific kind of forecast update. Each pack page shows the pack's current version, how it is applied, and the runs where it appears.
Selected per forecast run and stored in the prediction record as packId@version.
Designed to be tested against no-pack controls or other pack sets on the same target.
Travels with the run through resolution, scoring, and postmortem analysis.
ASEC income nowcast
Combines real wage, employment, and household-composition signals into a Census ASEC median-income nowcast.
ASEC release calibration
Adds Census ASEC sampling, vintage, and release-table uncertainty to income and poverty forecasts.
Base-rate-first
Forces the agent to anchor on a resolved reference class before applying inside-view adjustments.
BLS employment projections baseline
Adds BLS 2024-2034 occupational employment projections as a long-run baseline for OEWS occupation forecasts.
Cash-income bridge
Maps labor-market and transfer-income signals into the official pretax cash-income poverty measure.
Consumer-spending nowcast
Combines retail control-group momentum, auto sales, gasoline receipts, and card-spending signals before spending releases.
CPI component decomposition
Separates shelter, services ex-shelter, core goods, food, and energy before recombining to headline CPI-U.
Energy price nowcast
Tracks gasoline, crude oil, utilities, and PPI energy signals that move headline inflation before core components react.
Housing activity nowcast
Cross-checks starts, permits, mortgage rates, builder sentiment, and multifamily timing for housing release forecasts.
Labor-market momentum
Combines payrolls, unemployment, claims, openings, and participation signals into a coherent labor-market nowcast.
PCE-CPI bridge
Maps CPI component information into BEA PCE concepts with scope, weight, and source-data adjustments.
Release-vintage calibration
Calibrates uncertainty to first-print release behavior rather than revised historical series alone.
Tariff pass-through
Applies a right-tail adjustment for goods-price pass-through when tariff risk is active.