# Reviving Error Correction in Modern Deep Time-Series Forecasting

arXiv: https://arxiv.org/abs/2605.21088 · HTML: https://mlsanity.com/paper/2605.21088/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 24 references that are in the map.
- First posted on arXiv 20 May 2026.

## Builds on (most cited first, 16 of 16)

- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [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)
- [TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis](https://mlsanity.com/paper/2410.16032/) (2024)
- [TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting](https://mlsanity.com/paper/2410.04442/) (2024)
- [Forecasting Economics and Financial Time Series: ARIMA vs. LSTM](https://mlsanity.com/paper/1803.06386/) (2018)
- [A Comprehensive Survey of Regression Based Loss Functions for Time Series Forecasting](https://mlsanity.com/paper/2211.02989/) (2022)
- [Spectral Text Fusion: A Frequency-Aware Approach to Multimodal Time-Series Forecasting](https://mlsanity.com/paper/2602.01588/) (2026)
- [Difference Attention Based Error Correction LSTM Model for Time Series Prediction](https://mlsanity.com/paper/2003.13616/) (2020)
- [Accelerating Long-Term Molecular Dynamics with Physics-Informed Time-Series Forecasting](https://mlsanity.com/paper/2510.01206/) (2025)

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

- [Expert-Guided Forecast Editing for Time-Series Foundation Models](https://mlsanity.com/paper/2607.19659/) (2026)

## Abstract (arXiv)

Modern deep-learning models have achieved remarkable success in time-series forecasting. Yet, their performance degrades in long-term prediction due to error accumulation in autoregressive inference, where predictions are recursively used as inputs. While classical error correction mechanisms (ECMs) have long been used in statistical methods, their applicability to deep learning models remains limited or ineffective. In this work, we revisit the error accumulation problem in deep time-series forecasting and investigate the role and necessity of ECMs in this new context. We propose a simple, architecture-agnostic error correction model that can be integrated with any existing forecaster without requiring retraining. By explicitly decomposing predictions into trend and seasonal components and training the corrector to adjust each separately, we introduce the Universal Error Corrector with Seasonal-Trend Decomposition (UEC-STD), which significantly improves correction accuracy and robustness across 4 backbones and 10 datasets. Our findings provide a practical tool for enhancing forecasts while offering new insights into mitigating autoregressive errors in deep time-series models. Code is available at https://github.com/DA2I2-SLM/UEC-STD.