Downside-Controlled Online Forecast Combination under Delayed and Revised Outcomes
Post-hoc correction adjusts a forecaster that cannot be retrained, such as a foundation model, but a correction fitted where errors are stable can hurt where they shift. We aim for downside control: not much worse than the starting forecast. We combine the frozen forecaster, a static corrector and an online corrector o...
Minkyoung Kim, Hyunjung Byun, Yo-Han Lee et al.
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