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Calibration Drift

Calibration drift is a change in calibration over time, where probability buckets no longer match observed frequencies. It often follows base-rate shifts or regime changes.

Definition

Calibration drift happens when a previously calibrated forecasting process becomes miscalibrated over time. For example, your 70% bucket used to resolve near 70% but now resolves near 55%.

Why it happens

Base rate shift

Regime change

• Changes in question mix or difficulty

How to detect it

• Track rolling window calibration curves.

• Monitor bucket realized frequencies over time.

Related

Calibration drift is a specific form of forecast drift and is reflected in miscalibration.