Epistemic Error Decomposition for Multi-step Time Series Forecasting: Rethinking Bias-Variance in Recursive and Direct Strategies

arXiv — cs.LGMonday, November 17, 2025 at 5:00:00 AM
  • The paper explores the decomposition of multi
  • This development is significant as it offers a nuanced perspective on forecasting strategies, potentially guiding researchers and practitioners in selecting appropriate models based on data characteristics and nonlinearity.
  • While no directly related articles were found, the themes of bias
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