Longer training horizons improve forecast quality but worsen learnability, with loss-landscape roughness growing exponentially for chaotic dynamics and linearly for limit cycles.
A loss discounting framework for model averaging and selection in time series models.International Journal of Forecasting, 2024
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Temporal horizons in forecasting: a performance-learnability trade-off
Longer training horizons improve forecast quality but worsen learnability, with loss-landscape roughness growing exponentially for chaotic dynamics and linearly for limit cycles.