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math.ST2026
How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression
Blanka Horvath, Wen Su, Wu Su +2
Many prediction and decision-making problems in operations research involve path-valued covariates -- data that evolve over time -- for which path signatures have become a canonica…
cs.LG2026
Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains
Raeid Saqur, Christoph Bergmeir, Blanka Horvath +3
We argue that the current practice of evaluating AI/ML time-series forecasting models, predominantly on benchmarks characterized by strong, persistent periodicities and seasonaliti…