Beyond Model Ranking: Regime Diagnosis for Distributional-Statistical Misspecification in Industrial Time-Series Forecasting
Time-series forecasting models achieve strong benchmark performance but exhibit severe systematic bias in industrial deployments. This train--deploy gap is conventionally attributed to temporal-structural errors or distribution shifts. We characterize a complementary source that these explanations overlook: canonical l...
Peng-Yu Nie, Chen Xu, Yao-Shi Chen et al.
· 0 citations