# Variability Aware Recursive Neural Network (VARNN): A Residual-Memory Model for Capturing Temporal Deviation in Sequence Regression Modeling

arXiv: https://arxiv.org/abs/2510.08944 · HTML: https://mlsanity.com/paper/2510.08944/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 25 references that are in the map.
- First posted on arXiv 10 Oct 2025.

## Builds on (most cited first, 10 of 10)

- [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)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [On the Properties of Neural Machine Translation: Encoder-Decoder Approaches](https://mlsanity.com/paper/1409.1259/) (2014)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [Time Series Forecasting With Deep Learning: A Survey](https://mlsanity.com/paper/2004.13408/) (2020)
- [A Critical Review of Recurrent Neural Networks for Sequence Learning](https://mlsanity.com/paper/1506.00019/) (2015)
- [A Comprehensive Survey of Deep Learning for Time Series Forecasting: Architectural Diversity and Open Challenges](https://mlsanity.com/paper/2411.05793/) (2024)
- [Modern strategies for time series regression](https://mlsanity.com/paper/2010.15997/) (2020)

## Built on by (most cited first, 1 of 1)

- [StateFlow: Dual-State Recurrent Modeling for Long-Horizon Time Series Forecasting](https://mlsanity.com/paper/2607.00197/) (2026)

## Abstract (arXiv)

Real-world time-series regression often involves non-stationarity, heteroscedasticity, and regime changes, under which recent prediction errors may contain structured information about local temporal mismatch between model predictions and observations. Learning how to represent and reuse these errors can therefore provide useful information for subsequent prediction. We introduce the Variability-Aware Recursive Neural Network (VARNN), a residual-aware architecture for supervised time-series regression that learns an explicit residual-memory state from recent prediction errors and uses it to condition subsequent predictions. Specifically, VARNN maps scalar prediction innovations into a learned nonlinear, vector-valued residual representation over a short context. Across nine datasets spanning energy, healthcare, and environmental domains, VARNN achieves lower test MSE than the compared static, lag-based, and sequence-model baselines. Targeted ablations further show that learned projected residual memory improves predictive accuracy over direct scalar residual feedback, supporting the benefit of a learned nonlinear representation of prediction deviations.