arXiv AI
22h ago

FARR: Forecast-Aware Residual Refinement with Matched Endpoint Evidence for Long-Horizon Time-Series Forecasting

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
arXiv AI
Oct 9

ROAR: Retrieval Opportunity-Aware Refinement for Zero-Shot Time Series Forecasting

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 Machine Learning
Oct 5

Dual-Context Analog Retrieval for Time Series Forecasting

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