Temporal Predictive Multiplicity: Equally Accurate Time Series Models Yield Different Forecast Trajectories

תקציר מקורי באנגליתarXiv:2610.09994v1 Announce Type: new Abstract: Models with near-identical predictive performance can yield substantially different predictions, a phenomenon known as predictive multiplicity. Prior work has mostly studied this at the level of individual scalar outputs. In time-series forecasting, however, predictions across horizons jointly define a trajectory, and horizon-wise comparisons can hide important differences in predictive behavior. To address this problem, we introduce temporal predictive multiplicity, a framework that characterizes disagreement over complete forecast trajectories among models with near-identical predictive performance. We show that constraining predictive performance alone can still admit a broad range of different trajectories. We further show that constraini