When the Martingale Never Stops Firing: Anytime-Valid Gating on Real Forecast Streams

arXiv:2608.30502 · cs.LG, stat.ME, stat.ML · Submitted 2026-08-31 · Read on arXiv

cs.LG, stat.ME, stat.ML

Submitted: 2026-08-31

Updated: 2026-08-31

Terminology

• Calibration — 5× in this paper · explained in 7 episodes
• Exchangeability — 5× in this paper · explained in 2 episodes
• Trace — 5× in this paper · explained in 2 episodes
• Adaptation — 3× in this paper · explained in 1 episode
• Foundation Model — 3× in this paper · explained in 3 episodes
• Ablation — 2× in this paper · explained in 1 episode
• Degeneracy — 2× in this paper · explained in 3 episodes
• Foundation Models — 2× in this paper · explained in 7 episodes
• Transformer — 2× in this paper · explained in 2 episodes
• Accuracy — 1× in this paper · explained in 1 episode
• Adam — 1× in this paper · explained in 2 episodes
• Benchmark — 1× in this paper · explained in 2 episodes
• Distribution Shift — 1× in this paper · explained in 5 episodes
• In-Context Learning — 1× in this paper · explained in 4 episodes
• Robustness — 1× in this paper · explained in 5 episodes

Sources

• Chronos-2: From Univariate to Universal Forecasting
• TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning

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