COSA: Context-aware Output-Space Adapter for Test-Time Adaptation in Time Series Forecasting

Deployed time-series forecasters suffer performance degradation under non-stationarity and distribution shifts. Test-time adaptation (TTA) for time-series forecasting differs from vision TTA because ground truth becomes observable shortly after prediction. Existing time-series TTA methods typically employ dual input/output adapters that indirectly modify data distributions, making their effect on the frozen model difficult to analyze. We introduce the Context-aware Output-Space Adapter (COSA), a minimal, plug-and-play adapter that directly corrects predictions of a frozen base model. COSA performs residual correction modulated by gating, utilizing the original prediction and a lightweight context vector that summarizes statistics from recently observed ground truth. At test time, only the adapter parameters (linear layer and gating) are updated under a leakage-free protocol, using observed ground truth with an adaptive learning rate schedule for faster adaptation. Across diverse scenarios, COSA demonstrates substantial performance gains versus baselines without TTA (13.91$\sim$17.03\%) and SOTA TTA methods (10.48$\sim$13.05\%), with particularly large improvements at long horizons, while adding a reasonable level of parameters and negligible computational overhead. The simplicity of COSA makes it architecture-agnostic and deployment-friendly. Source code: https://github.com/bigbases/COSA_ICLR2026