Computer-implemented systems and methods for performing forecast scoring
based upon time series data that is indicative of a data generation
activity occurring over a period of time. One or more data stores store
historical data and future data. The historical data includes historical
exogenous inputs. The future data includes future exogenous inputs. A
dynamic statistical model receives the historical data and future data
that are stored in the one or more data stores. The dynamic statistical
model is to provide forecast scoring based upon the historical exogenous
inputs and the future exogenous inputs. An optimizer having an objective
function iteratively varies the future data, so that forecasts associated
with the varying future data values are generated by the dynamic
statistical model for evaluation by the objective function.