EPOC: Endpoint-Preserving Online Correction With Compressed Residual State for Multi-Horizon Time Series Forecasting
Completed forecasts provide residual feedback, 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. Each channel shares the endpoint across component-wise online ridge regressions using current-forecast coefficients. We evaluate eight multivariate series, DLinear and PatchTST, three seeds, and two training variants: 96 matched fixed-base conditions at a 24-step horizon. EPOC achieves mean condition-wise reductions in mean squared error (MSE) and mean absolute error (MAE) of 1...
| Authors | Takumi Fujimoto, Hiroaki Nishi |
|---|---|
| Primary category | cs.LG |
| Published | 25 September 2026 |
| Last updated at source | 5 October 2026 |
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