A cost-sensitive trigger using specification debt for deciding when to re-specify forecasting model forms, shown on M4 data to match full-update accuracy at 28% of the compute cost.
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When Should Forecasting Models Be Re-Specified? A Cost-Sensitive Trigger for Adaptive Model-Form Updating
A cost-sensitive trigger using specification debt for deciding when to re-specify forecasting model forms, shown on M4 data to match full-update accuracy at 28% of the compute cost.