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TEFL: Prediction-Residual-Guided Rolling Forecasting for Multi-Horizon Time SeriesXiannan Huang, Shen Fang, Shuhan Qiu et al.
Time series forecasting plays a critical role in domains such as transportation, energy, and meteorology. Despite their success, modern deep forecasting models are typically trained to minimize point-wise prediction loss without leveraging the rich information contained in past prediction residuals from rolling forecasts - residuals that reflect persistent biases, unmodeled patterns, or evolving dynamics. We propose TEFL (Temporal Error Feedback Learning), a unified learning framework that explicitly incorporates these historical residuals into the forecasting pipeline during both training and evaluation. To make this practical in deep multi-step settings, we address three key challenges: (1) selecting observable multi-step residuals under the partial observability of rolling forecasts, (2) integrating them through a lightweight low-rank adapter to preserve efficiency and prevent overfitting, and (3) designing a two-stage training procedure that jointly optimizes the base forecaster and error module. Extensive experiments across 10 real-world datasets and 5 backbone architectures show that TEFL consistently improves accuracy, reducing MAE by 5-10% on average. Moreover, it demonstrates strong robustness under abrupt changes and distribution shifts, with error reductions exceeding 10% (up to 19.5%) in challenging scenarios. By embedding residual-based feedback directly into the learning process, TEFL offers a simple, general, and effective enhancement to modern deep forecasting systems.
CONTINA: Confidence Interval for Traffic Demand Prediction with Coverage GuaranteeChao Yang, Xiannan Huang, Shuhan Qiu et al.
Accurate short-term traffic demand prediction is critical for the operation of traffic systems. Besides point estimation, the confidence interval of the prediction is also of great importance. Many models for traffic operations, such as shared bike rebalancing and taxi dispatching, take into account the uncertainty of future demand and require confidence intervals as the input. However, existing methods for confidence interval modeling rely on strict assumptions, such as unchanging traffic patterns and correct model specifications, to guarantee enough coverage. Therefore, the confidence intervals provided could be invalid, especially in a changing traffic environment. To fill this gap, we propose an efficient method, CONTINA (Conformal Traffic Intervals with Adaptation) to provide interval predictions that can adapt to external changes. By collecting the errors of interval during deployment, the method can adjust the interval in the next step by widening it if the errors are too large or shortening it otherwise. Furthermore, we theoretically prove that the coverage of the confidence intervals provided by our method converges to the target coverage level. Experiments across four real-world datasets and prediction models demonstrate that the proposed method can provide valid confidence intervals with shorter lengths. Our method can help traffic management personnel develop a more reasonable and robust operation plan in practice. And we release the code, model and dataset in \href{ https://github.com/xiannanhuang/CONTINA/}{ Github}.