FARR: Forecast-Aware Residual Refinement with Matched Endpoint Evidence for Long-Horizon Time-Series Forecasting
Yiyang ZhangYuli ZhengBin LiMeimei ZhangQiang Sun
Nov 2026
Artificial Intelligence
Abstract
Large language models use auxiliary conditioning to incorporate additional information into time-series forecasts. However, auxiliary conditioning does not consistently improve accuracy and can increase forecasting error when its influence is poorly matched to the observed temporal context. We propose Forecast-Aware Residual Refinement (FARR), which learns to correct forecasts using endpoint evidence. FARR obtains a valid forecast under the standard condition and a null forecast under a predefined null condition. Their difference reveals how conditioning changes the prediction. A shared residual refiner combines this endpoint evidence with historical features to estimate the remaining error of the valid forecast. Horizon-wise gating then controls the contribution of the predicted residual to the final output. Experiments on four long-horizon forecasting benchmarks show that FARR achieves the best dataset-average MSE and MAE among the compared methods. Code will be released at https://github.com/blossomrichzyy-star/farr-forecast-aware-residual-refinement.
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