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Beyond a Universal Forecasting Selector: Demand-Conditioned Model Selection across Demand Patterns and Horizons

arXiv · AI, language, vision and robotics · article · Sep 3, 2026 · UTC

Forecasting-model selection remains difficult in heterogeneous demand because the most suitable decision rule may vary with demand structure, data availability, and forecasting horizon. This study examines whether the selector itself should be treated as a context-dependent component of the forecasting process. Five selection mechanisms - RMSSE, ERA, OWA, CCG-AHSC, and CCG-AHSCD - are compared across 24 optimized forecasting models, nine datasets, three training-testing partitions, and horizons from 1 to 12 cycles. Selector performance is evaluated ex post using Global Relative Accuracy (GRA),

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