# Improving Time Series Forecasting via Instance-aware Post-hoc Revision

arXiv: https://arxiv.org/abs/2505.23583 · HTML: https://mlsanity.com/paper/2505.23583/

## Key facts

- Cited by 15 papers in the map (data through 14 Oct 2026).
- Builds on 31 of its 54 references that are in the map.
- First posted on arXiv 29 May 2025.

## Builds on (most cited first, 30 of 31)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [A Multi-Horizon Quantile Recurrent Forecaster](https://mlsanity.com/paper/1711.11053/) (2017)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [A review on outlier/anomaly detection in time series data](https://mlsanity.com/paper/2002.04236/) (2020)
- [Spatio-Temporal Graph Neural Networks for Predictive Learning in Urban Computing: A Survey](https://mlsanity.com/paper/2303.14483/) (2023)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting](https://mlsanity.com/paper/2302.14829/) (2023)
- [Context is Key: A Benchmark for Forecasting with Essential Textual Information](https://mlsanity.com/paper/2410.18959/) (2024)
- [Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx](https://mlsanity.com/paper/2104.05522/) (2021)
- [Retrieval Augmented Time Series Forecasting](https://mlsanity.com/paper/2411.08249/) (2024)
- [TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked Autoencoders](https://mlsanity.com/paper/2303.00320/) (2023)
- [Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling](https://mlsanity.com/paper/2402.12694/) (2024)
- [Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators](https://mlsanity.com/paper/2401.17548/) (2024)
- [Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant Learning](https://mlsanity.com/paper/2406.09130/) (2024)

## Built on by (most cited first, 15 of 15)

- [AutoSOTA: An End-to-End Automated Research System for State-of-the-Art AI Model Discovery](https://mlsanity.com/paper/2604.05550/) (2026)
- [AlphaCast: A Human Wisdom-LLM Intelligence Co-Reasoning Framework for Interactive Time Series Forecasting](https://mlsanity.com/paper/2511.08947/) (2025)
- [Position: Beyond Model-Centric Prediction -- Agentic Time Series Forecasting](https://mlsanity.com/paper/2602.01776/) (2026)
- [Stationarity-Aware Retrieval-Augmented Time Series Forecasting](https://mlsanity.com/paper/2606.04135/) (2026)
- [CastFlow: Learning Role-Specialized Agentic Workflows for Time Series Forecasting](https://mlsanity.com/paper/2604.27840/) (2026)
- [Causality-Inspired Safe Residual Correction for Multivariate Time Series](https://mlsanity.com/paper/2512.22428/) (2025)
- [StaTS: Spectral Trajectory Schedule Learning for Adaptive Time Series Forecasting with Frequency Guided Denoiser](https://mlsanity.com/paper/2603.00037/) (2026)
- [Dual-Prototype Disentanglement: A Context-Aware Enhancement Framework for Time Series Forecasting](https://mlsanity.com/paper/2601.16632/) (2026)
- [Hedging Memory Horizons for Non-Stationary Prediction via Online Aggregation](https://mlsanity.com/paper/2605.06541/) (2026)
- [Online Irregular Multivariate Time Series Forecasting via Uncertainty-Driven Dual-Expert Calibration](https://mlsanity.com/paper/2605.28603/) (2026)
- [UniWind: Day-Ahead Wind Power Forecasting via Physics-Informed State Routing](https://mlsanity.com/paper/2607.01670/) (2026)
- [Which Histories Matter for Time Series Forecasting? Learning Predictive Relevance with Future Supervision](https://mlsanity.com/paper/2608.23221/) (2026)
- [Downside-Controlled Online Forecast Combination under Delayed and Revised Outcomes](https://mlsanity.com/paper/2609.29096/) (2026)
- [JudgeCast: Time Series Forecasting with Experience-Informed Covariate Judgements](https://mlsanity.com/paper/2609.36966/) (2026)
- [TIMBRE: Teaching Time Series Forecasters to Read, Remember, and Reconcile](https://mlsanity.com/paper/2610.04795/) (2026)

## Abstract (arXiv)

Time series forecasting plays a vital role in various real-world applications and has attracted significant attention in recent decades. While recent methods have achieved remarkable accuracy by incorporating advanced inductive biases and training strategies, we observe that instance-level variations remain a significant challenge. These variations--stemming from distribution shifts, missing data, and long-tail patterns--often lead to suboptimal forecasts for specific instances, even when overall performance appears strong. To address this issue, we propose a model-agnostic framework, PIR, designed to enhance forecasting performance through Post-forecasting Identification and Revision. Specifically, PIR first identifies biased forecasting instances by estimating their accuracy. Based on this, the framework revises the forecasts using contextual information, including covariates and historical time series, from both local and global perspectives in a post-processing fashion. Extensive experiments on real-world datasets with mainstream forecasting models demonstrate that PIR effectively mitigates instance-level errors and significantly improves forecasting reliability.