# EPOC: Endpoint-Preserving Online Correction With Compressed Residual State for Multi-Horizon Time Series Forecasting

arXiv: https://arxiv.org/abs/2609.30929 · HTML: https://mlsanity.com/paper/2609.30929/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 21 references that are in the map.
- First posted on arXiv 25 Sep 2026.

## Builds on (most cited first, 12 of 12)

- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [OneNet: Enhancing Time Series Forecasting Models under Concept Drift by Online Ensembling](https://mlsanity.com/paper/2309.12659/) (2023)
- [Learning Fast and Slow for Online Time Series Forecasting](https://mlsanity.com/paper/2202.11672/) (2022)
- [Battling the Non-stationarity in Time Series Forecasting via Test-time Adaptation](https://mlsanity.com/paper/2501.04970/) (2025)
- [Calibration of Time-Series Forecasting: Detecting and Adapting Context-Driven Distribution Shift](https://mlsanity.com/paper/2310.14838/) (2023)
- [Lightweight Online Adaption for Time Series Foundation Model Forecasts](https://mlsanity.com/paper/2502.12920/) (2025)
- [Accurate Parameter-Efficient Test-Time Adaptation for Time Series Forecasting](https://mlsanity.com/paper/2506.23424/) (2025)
- [The Forecast After the Forecast: A Post-Processing Shift in Time Series](https://mlsanity.com/paper/2601.20280/) (2026)
- [Residual Correction in Real-Time Traffic Forecasting](https://mlsanity.com/paper/2209.05406/) (2022)
- [Towards Principled Test-Time Adaptation for Time Series Forecasting](https://mlsanity.com/paper/2605.17250/) (2026)
- [Recursive Least Squares with Variable-Direction Forgetting -- Compensating for the loss of persistency](https://mlsanity.com/paper/2003.03523/) (2020)
- [TEFL: Prediction-Residual-Guided Rolling Forecasting for Multi-Horizon Time Series](https://mlsanity.com/paper/2602.22520/) (2026)

## Abstract (arXiv)

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 15.40% and 9.35% from the uncorrected base, respectively, with a median of 6,352 B in retained auxiliary arrays. EPOC also outperforms the δ-Adapter, COSA, FAC, and OMPB in paired MSE on most conditions while retaining less state. Full ELF achieves the largest mean MSE reduction, 19.29%, but its median retained state is 474,048 B (×75 relative to EPOC). Equal-size summary controls favor the endpoint by 1.65--2.20% in paired MSE; a coefficient-reconstructed endpoint yields similar accuracy to the observed endpoint, highlighting its role as a shared input. Increasing the retained DCT component count from 4 to 8 adds 1.00 percentage point of MSE reduction for 5,728 B. On jointly trained bases, EPOC lowers MSE by 16.69--20.15% relative to globally blended TEFL-style adapters applied to the same base. Code and numerical records are available at [https://github.com/keiotakmin/endpoint-preserving-residual-correction](https://github.com/keiotakmin/endpoint-preserving-residual-correction).