This work proposes ECHO, a black-box forecast correction framework that uses AnalogE to assess retrieved historical analogues together with the current context and base forecast, learning transferable corrections through cross-domain pretraining and dynamically combines the two corrections according to their observed forecasting performance.
Abstract
Time Series Foundation Models (TSFMs) provide general-purpose forecasting capabilities, yet their forecasts can remain misaligned with the temporal characteristics of a target domain. This motivates lightweight forecast correction even when only black-box access to the TSFM is available. Our key observation is that two forms of historical information provide complementary correction signals: historical analogues reveal how similar contexts evolved, while past forecast errors reveal a TSFM's characteristic deviations in the target domain. Based on this observation, we propose ECHO, a black-box forecast correction framework that learns from both sources. ECHO uses AnalogE to assess retrieved historical analogues together with the current context and base forecast, learning transferable corrections through cross-domain pretraining. In parallel, RecentE learns target-specific residual corrections from past forecast errors and refines them as causally available feedback accumulates. ECHO dynamically combines the two corrections according to their observed forecasting performance. Across 5 representative TSFMs and 9 real-world datasets, ECHO reduces MSE in all 45 backbone--dataset settings, yielding an average relative reduction of 9.26\% in macro-average MSE. Its gains also extend to long-horizon forecasting.
Overall, RATL shifts the retrieved object from historical target values to base-model-specific historical forecast errors, providing a plug-in, residual-memory-based paradigm for learned feedback correction in continuous-output forecasting.
Yu-Chen He, Yueyang Cang, Zhi-Yuan Ning et al.· 1 citation· ⚡1
Multivariate time series forecasting requires models to infer future values and how the temporal structure evolves beyond the observation boundary. A central challenge is to define this evolution as an intermediate prediction and connect it to value forecasting. We propose explicit future pattern (EFP)-enhanced forecas...
Yao-Kang Li, Yu-Nan Wei, Jing Cai et al.· Entropy· 0 citations
Observational State-Space Models are introduced, a class of recurrent models that interprets the observed input time series as measurements of an underlying autonomous dynamical system and supports a simple principle for recurrent forecasting: observations should correct the estimated latent state, rather than control...
Alexis-Raja Brachet, Guillaume Clavier-Frémond, Abdelhakim Ziani et al.· 0 citations
Time-series foundation models (TSFMs) enable zero-shot forecasting through large-scale cross-domain pretraining, while retrieval augmentation further improves their performance by leveraging historical information. However, existing methods typically correct TSFM forecasts using the ground-truth futures of similar hist...
Xiao-Yun Yu, Xiangfei Qiu, Yong-Gui Huang et al.· 0 citations
Time-series forecasting informs critical decisions in energy dispatch, industrial operations, and environmental monitoring; understanding the patterns models rely on is essential for assessing reliability and identifying failures. Input attribution identifies important variables and time segments but offers limited ins...
We investigate whether the past of an auxiliary time series provides predictive information about a target beyond that contained in the target's own history. We compare matched out-of-sample target-only and target-plus-source forecasts and introduce the forecast-error distribution entropy (FEDE) predictive-causality fr...
Andrei Velichko· 0 citations
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