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Hi @Marco Zucchini! Are you using the AutoNHITS? If so, yes, it is expected.

Hi @Cristian (Nixtla), sorry for late answer: no, I am using NHITS not AutoNHITS: it means for me I have only one model and I have just called the method for cross validation twice however getting different results... does it make sense?

Are you calling them one after the other? if so, the model is continuing the training the second time you are running it