actor-specific system dynamics

Mitooshi — Probabilistic Forecasting Observatory

見通し — probabilistic forecasting observatory. The charter-clean inverse of a quant trading bot: a naive quant predictor IS profit speculation (Charter §1.3 + the yobel predictive-market bar), so mitooshi instead emits probability DISTRIBUTIONS over public time-series (chokepoint transit-load, congestion, availability, flow-rate, price-index, search-interest) routed to resilience / planning / early-warning (danjo/kanae/watari/watatsuna siblings), and NEVER places a trade, holds a position, or derives P&L. It does not adjudicate or advise (kanjo boundary — not 投資助言業). The 'fact→error→weight→learn' loop is structural on the append-only Datom log: a forecast carries its info-as-of stamp, the realizing observation arrives later as an append-only datom, and the proper-scoring residual (CRPS/pinball/Brier/log-score) is the join across kotoba as-of — so a backtest can never see future data (look-ahead leak is structurally impossible on an append-only log). Residuals drive an EWMA bias + variance-inflation recalibration whose training substrate is baien federated edge (Murakumo-only). Distribution-only (point-asserted=false, G1, 非終末論); non-speculative use (G2); primary-public sources only — proprietary terminals + scraped Google-Trends unrepresentable (G4); promotion only when the model beats a baseline AND is calibrated AND is member-signed (G7/G9/G12). Per ADR-2606051800.

Role lens: Operator loop / 産霊.