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stat.ME2026
Aggregate Calibration Can Mask Stress-State Undercoverage: Bounded-Memory Forecast Intervals under Recurrent Financial Stress
Ruihang Han, Li-Hsiang Lin
Sequential forecast intervals are often evaluated by aggregate coverage even when calibration memory is bounded. This can be misleading when economically important states recur aft…
stat.ME2026
Similarity-Based Prediction for Digital Twins: Panel Data, Theory, and Applications
Ruihang Han, Li-Hsiang Lin
Prediction from sequential panel data is central to digital-twin modeling, where new panels arrive over time and the predictive system is updated sequentially. Existing methods oft…