The paper introduces Forecast‑Aware Residual Refinement (FARR), a method that refines long‑horizon time‑series forecasts by learning to correct predictions using endpoint evidence. FARR generates a valid forecast under normal conditions and a null forecast under a predefined null condition; the difference between these forecasts indicates how auxiliary conditioning affects the prediction. A shared residual refiner then combines this endpoint evidence with historical features to estimate the remaining error, and horizon‑wise gating controls the contribution of the predicted residual to the final output. Experiments on four long‑horizon benchmarks demonstrate that FARR achieves the best average MSE and MAE among compared methods.
By Yiyang Zhang, Yuli Zheng, Bin Li, Meimei Zhang, Qiang Sun
ROAR is a Retrieval Opportunity-Aware Refinement framework designed for zero-shot time series forecasting. It enhances predictions by weighting queries according to base-forecast difficulty and the improvement potential of retrieved historical candidates, then learning a gate to control correction strength. The method jointly calibrates the forecasting module and gate, anchoring the final prediction to an initial refined output, and achieves the lowest average MSE across seven benchmarks compared to other methods.
By Jinjin Chi, Lei Feng, Yiming Wang, Lulu Zhang, Yongcheng Jing, Chenyi Li, Ximing Li
arXiv:2602. 02288v3 Announce Type: replace Abstract: Current time-series forecasting models are primarily based on transformer-style neural networks.
By Zheng Li, Jerry Cheng, Huanying Gu
arXiv:2610.07834v1 Announce Type: new
Abstract: Retrieval-augmented time-series forecasting uses the continuations of historical segments similar to the current context as references for a forecaster...
By Chao He, Jianyu Xu, Xinyi Guo, Ruiqi Liu, Haobin Ding, Ruiqi He, Dongqing Song
arXiv:2609.39789v1 Announce Type: cross
Abstract: Real-world time series forecasting systems operate under non-stationary data streams, where forecasting performance may degrade over time. Although r...
By Yeryeong Kwak, Yoo-Min Jung, Jonghun Park
Dual-Context Analog Retrieval for Time Series Forecasting (DuoTS) introduces a two-stage forecasting approach that first generates a base forecast and then refines it patch by patch. Each refinement step fuses a current context, which focuses on recent tokens, with a detail context that incorporates retrieved analogs and their subsequent trajectories. Experiments on real-world datasets demonstrate that DuoTS achieves state‑of‑the‑art performance, and ablation studies confirm the importance of both contexts and the refinement mechanism.
By Jung Min Choi, Ngoc Son Le, Ibram Abdelmalak, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme