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News/Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility
arxiv
PublishedJuly 13, 2026 at 4:00 AM
—neutral

Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility

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Publisher summary· verbatim

arXiv:2510.04487v5 Announce Type: replace Abstract: While accuracy is a critical requirement for time series forecasting, an equally important desideratum is reasonable forecast volatility across forecast creation dates (FCDs). Even highly accurate models can produce erratic revisions between FCDs,

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