Reviving Error Correction in Modern Deep Time-Series Forecasting

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.

Spectral Text Fusion: A Frequency-Aware Approach to Multimodal Time-Series Forecasting

Multimodal time series forecasting is crucial in real-world applications, where decisions depend on both numerical data and contextual signals. The core challenge is to effectively combine temporal numerical patterns with the context embedded in other modalities, such as text. While most existing methods align textual features with time-series patterns one step at a time, they neglect the multiscale temporal influences of contextual information such as time-series cycles and dynamic shifts. This mismatch between local alignment and global textual context can be addressed by spectral decomposition, which separates time series into frequency components capturing both short-term changes and long-term trends. In this paper, we propose SpecTF, a simple yet effective framework that integrates the effect of textual data on time series in the frequency domain. Our method extracts textual embeddings, projects them into the frequency domain, and fuses them with the time series' spectral components using a lightweight cross-attention mechanism. This adaptively reweights frequency bands based on textual relevance before mapping the results back to the temporal domain for predictions. Experimental results demonstrate that SpecTF significantly outperforms state-of-the-art models across diverse multi-modal time series datasets while utilizing considerably fewer parameters. Code is available at https://github.com/hiepnh137/SpecTF.