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EPOC: Endpoint-Preserving Online Correction With Compressed Residual State for Multi-Horizon Time Series Forecasting
Completed multi-horizon forecasts provide residual feedback for a fixed forecaster, 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
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