arXiv Machine Learning By Qipeng Qian, Yuntao Qian

When Does Forecasting Reveal Temporal Structure? A Stability Analysis of Time-Series Structural Selection

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The paper investigates when forecasting accuracy can reliably reveal the underlying temporal structure of a time series. It shows that a small forecast margin does not automatically mean structural ambiguity and introduces a stability-based measure that assesses how well different temporal mechanisms can be distinguished given uncertainty in the selection objective. Experiments demonstrate that this stability metric better predicts when forecast-only structural selection succeeds or fails compared to relying solely on forecast margin.

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