For a subclass of models, a finite number of densities suffice.

Multivariate time series (MTS) forecasting has shown great importance in numerous industries.

Hardware-specific optimizations in machine learning (ML) frameworks can cause numerical deviations of inference results. Quite surprisingly, despite using a fixed trained model and fixed input data, inference results are not consistent across platforms, and sometimes not even deterministic on the same platform. We study the causes of these numerical deviations for convolutional neural networks (CNN) on realistic end-to-end inference pipelines and in isolated experiments. Results from 75 distinct platforms suggest that the main causes of deviations on CPUs are differences in SIMD use, and the selection of convolution algorithms at runtime on GPUs. We link the causes and propagation effects to properties of the ML model and evaluate potential mitigations. We make our research code publicly available.