TailFix: Mitigating Error Accumulation and Correcting Tail Deterioration in Long-Horizon Forecasting
Abstract
Long-term time-series forecasting (LTSF) underpins applications such as energy-load prediction and traffic-flow forecasting, yet model performance often deteriorates as the horizon extends. In particular, errors accumulate with lead time and systematically amplify toward the end of the predicted sequence, a phenomenon known as tail deterioration. We posit that this instability is driven by weakly constrained fusion of cross-temporal and cross-scale context: aggressive mixing can propagate noise and early-stage bias into distant horizons, ultimately degrading tail accuracy. To address this issue, we propose TailFix, a controllable cross-scale mixing framework for long-horizon forecasting. TailFix selectively gates interactions among multi-scale representations, derives scale-level correction terms from contextual summaries, and injects them via gated residual connections to suppress error diffusion and improve long-horizon stability. We further incorporate adaptive channel enhancement and a lightweight tail-correction module to explicitly refine the error-prone tail region. Finally, we introduce the Tail Amplification Factor (TAF) to quantify tail error amplification relative to the early portion of the sequence. Across diverse benchmarks, TailFix consistently mitigates tail error amplification and improves performance on multiple long-horizon forecasting tasks.