Check Forecast accuracy with scripted field

Hmm, so I think you should only need one transform. In that transform you should use your "real" data index, then add a lookup runtime field that queries your "forecast" index.

Maybe something like;

PUT _transform/asdf
{
  "source": {
    "index": [
      "metrics-kubernetes.container-private.kubernetes.development"
    ],
    "runtime_mappings": {
      "ml_forecast": {
	  	"type": "lookup",
	  	"target_index": ".ml-anomalies-custom-kubernetes_container_resource_regressions_development",
	  	"input_field": "kubernetes.pod.name"
	  	"target_field": "kubernetes.pod.name",
	  	"fetch_fields": ["forecast_*"]
	  }
    }
  },
  "pivot": {
    "group_by": {
      "kubernetes.pod.name": {
        "terms": {
          "field": "kubernetes.pod.name"
        }
      },
      "kubernetes.container.name": {
        "terms": {
          "field": "kubernetes.container.name"
        }
      },
      "ml_forecast": {
        "terms": {
          "field": "ml_forecast"
        }
      }
    },
    "aggregations": {
      "kubernetes.container.cpu.usage.nanocores.avg": {
        "avg": {
          "field": "kubernetes.container.cpu.usage.nanocores"
        }
      }
    }
  },
  "dest": {
    "index": "asdf"
  },
  "sync": {
    "time": {
      "field": "@timestamp"
    }
  }
}

This is just a theoretical example, I'm not 100% sure it will work. Just more to demonstrate the idea.

Note, it looks like you can't add lookup runtimes via the Kibana UI, I opened this issue about it. So, you'll need to create the transform via the Elasticsearch API.