RACE: Residual-Aware Test-Time Adaptation for Neighbor-Rich Time-Series Foundation Model Forecasting
Time-series foundation models (TSFMs) perform strongly across forecasting tasks, but their per-series inference is ill-suited to neighbor-rich forecasting, where each query has access to related but nonidentical historical series. Continuous glucose monitoring (CGM) and Web/cloud workloads exemplify this setting: CGM trajectories share physiological patterns but vary across individuals, devices, and conditions, while Web/cloud workloads combine common operating regimes with non-stationarity, heavy tails, and bursts. These histories share useful structure, yet neighbors are not equally relevant. Existing methods either fine-tune TSFMs for each target domain, incurring additional costs and offering limited transferability across backbones, or append retrieved series without verifying whether they support the current forecast. The key challenges are conflicting residual evidence from neighboring series and residual patterns that vary across TSFMs and forecasting tasks. We formulate test-time neighborhood scaling: using same-domain neighbor evidence without modifying the backbone. We propose RACE (Residual-Aware Correction of Forecasting Errors), a two-stage framework for using…
- arXiv
- 2610.00405
- Authors
- Hao-Nan Shi, Tong Wu, Chen-Cong Sun, Yuan Jiang, Han-Jia Ye and 1 more
- Categories
- cs.LG · stat.ML