# DeepBooTS: Dual-Stream Residual Boosting for Drift-Resilient Time-Series Forecasting

arXiv: https://arxiv.org/abs/2511.06893 · HTML: https://mlsanity.com/paper/2511.06893/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 58 references that are in the map.
- First posted on arXiv 10 Nov 2025.

## Builds on (most cited first, 27 of 27)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [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)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Temporal Convolutional Networks: A Unified Approach to Action Segmentation](https://mlsanity.com/paper/1608.08242/) (2016)
- [Dynamic Graph Convolutional Recurrent Network for Traffic Prediction: Benchmark and Solution](https://mlsanity.com/paper/2104.14917/) (2021)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (2023)
- [OneNet: Enhancing Time Series Forecasting Models under Concept Drift by Online Ensembling](https://mlsanity.com/paper/2309.12659/) (2023)
- [BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis](https://mlsanity.com/paper/2310.20496/) (2023)
- [Learning Robust Spectral Dynamics for Temporal Domain Generalization](https://mlsanity.com/paper/2505.12585/) (2025)
- [Drift-aware Collaborative Assistance Mixture of Experts for Heterogeneous Multistream Learning](https://mlsanity.com/paper/2508.01598/) (2025)
- [Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals](https://mlsanity.com/paper/2402.02332/) (2024)
- [Handling Concept Drifts in Regression Problems -- the Error Intersection Approach](https://mlsanity.com/paper/2004.00438/) (2020)
- [Act Now: A Novel Online Forecasting Framework for Large-Scale Streaming Data](https://mlsanity.com/paper/2412.00108/) (2024)
- [Does Long-Term Series Forecasting Need Complex Attention and Extra Long Inputs?](https://mlsanity.com/paper/2306.05035/) (2023)
- [DistPred: A Distribution-Free Probabilistic Inference Method for Regression and Forecasting](https://mlsanity.com/paper/2406.11397/) (2024)

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

- [FreKoo++: Learning Continuous Spectral Dynamics for Temporal Domain Generalization](https://mlsanity.com/paper/2608.22224/) (2026)

## Abstract (arXiv)

Time-Series (TS) exhibits pronounced non-stationarity. Consequently, most forecasting methods display compromised robustness to concept drift, despite the prevalent application of instance normalization. We tackle this challenge by first analysing concept drift through a bias-variance lens and proving that weighted ensemble reduces variance without increasing bias. These insights motivate DeepBooTS, a novel end-to-end dual-stream residual-decreasing boosting method that progressively reconstructs the intrinsic signal. In our design, each block of a deep model becomes an ensemble of learners with an auxiliary output branch forming a highway to the final prediction. The block-wise outputs correct the residuals of previous blocks, leading to a learning-driven decomposition of both inputs and targets. This method enhances versatility and interpretability while substantially improving robustness to concept drift. Extensive experiments, including those on large-scale datasets, show that the proposed method outperforms existing methods by a large margin, yielding an average performance improvement of 15.8% across various datasets, establishing a new benchmark for TS forecasting.