EPOC: Endpoint-Preserving Online Correction With Compressed Residual State for Multi-Horizon Time Series Forecasting

תקציר מקורי באנגליתarXiv:2609.30929v1 Announce Type: new Abstract: Completed multi-horizon forecasts provide residual feedback for a fixed forecaster, but retaining full residual blocks increases auxiliary state. We propose Endpoint-Preserving Online Correction (EPOC) with a compressed residual state. It stores low-order discrete cosine transform (DCT) coefficients and the final value of the preceding residual block. Within each channel, the endpoint is shared across component-wise online ridge regressions that also use current-forecast coefficients. The fitted DCT correction is blended with the base forecast. We evaluate eight multivariate series with DLinear and PatchTST, three seeds, and two training variants, yielding 96 matched fixed-base conditions at a 24-step horizon. EPOC achieves mean condition-wis