Forking-Sequences — Part II: Multi-Horizon Forecast Ensembling with Reduced Volatility
Based on: Potosnak, W., Wolff, M., Cao, M., Ma, R., Konstantinova, T., Efimov, D., Mahoney, M.W., Oreshkin, B., & Olivares, K.G. "Forking-Sequences: Statistically and Computationally Efficient Multi-Horizon Forecasting with Reduced Volatility." Transactions on Machine Learning Research, 2026. (Disclaimer: Code implementation not used in the paper; not affiliated with Amazon — provided as a…
We haven't written up this one. Machine Learning @ CMU has the full story — the link below goes straight to it.
