Graph explorer

Forking-Sequences

While accuracy is a critical requirement for time series forecasting, an equally important desideratum is forecast stability across forecast creation dates (FCDs). Even highly accurate models can produce erratic revisions between FCDs, disrupting downstream decision-making. To improve forecast stability of such revisions, several state-of-the-art models including MQCNN, MQT, and SPADE employ a powerful yet underexplored neural network architectural design known as forking-sequences. This architectural design jointly encodes and decodes the entire time series across all FCDs, producing an entire multi-horizon forecast grid in a single forward pass. This approach contrasts with conventional neural forecasting methods that process FCDs independently, generating only a single multi-horizon forecast per forward pass. In this work, we formalize the forking-sequences design and motivate its broader adoption by introducing a metric for quantifying excess volatility in forecast revisions and by providing theoretical and empirical analysis. We theoretically motivate three key benefits of forking-sequences: (i) increased forecast stability through ensembling; (ii) gradient variance reduction,