@article{forecastingmultivariatetimeseriesunderpr,
  title = {Forecasting Multivariate Time Series under Predictive Heterogeneity: A Validation-Driven Clustering Framework},
  author = {Ziling Ma and Ángel López Oriona and Hernando Ombao and Ying Sun},
  year = {2026},
  eprint = {2604.13748},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2604.13748},
}