The paper introduces CASP-LLM, a coverage‑aware semantic prompting framework that mitigates bias toward dominant temporal patterns in prompt‑based time series forecasting. Unlike traditional similarity‑based retrieval that selects top‑K candidates by cosine similarity, CASP‑LLM uses usage‑tracking and a saturating‑gate regularizer to diversify prompt selection without adding learnable parameters. Experiments on six long‑term and the M4 short‑term benchmarks show that CASP‑LLM matches or outperforms similarity‑based LLM forecasters in most settings, with failures traced to cross‑batch usage rather than within‑retrieval redundancy.
arXiv:2606. 04135v1 Announce Type: new Abstract: Time series forecasting relies on historical patterns, but real-world series often exhibit non-stationarity and regime shifts that challenge fully parametric forecasters.
The paper investigates which historical examples are most useful for time‑series forecasting by defining predictive relevance as the expected future utility conditioned on inference‑time information. It introduces a two‑stage approach: a normalized‑pattern retriever generates a coarse candidate set, and a lightweight MLP reranks these candidates using future‑supervised relevance while keeping inference strictly past‑only. Experiments on six benchmarks show that this reranker improves pattern retrieval and outperforms a matched‑protocol baseline, revealing that historical relevance is structured, domain‑dependent, and not governed by a single universal retrieval rule.
arXiv:2603. 14709v2 Announce Type: replace Abstract: Retrieval-augmented generation (RAG) enhances zero-shot time series (TS) forecasting by leveraging external knowledge bases, yet existing approaches overlook input-level relevance when fusing retrieved samples with the query.
arXiv:2608. 06223v1 Announce Type: new Abstract: While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited.
arXiv:2607. 17632v1 Announce Type: cross Abstract: Time series data play a pivotal role across numerous domains, including healthcare and manufacturing.
arXiv:2510. 16882v4 Announce Type: replace-cross Abstract: Supervised fine-tuning (SFT) is a commonly used technique to adapt large language models (LLMs) to downstream tasks.
arXiv:2606. 06320v1 Announce Type: new Abstract: Machine unlearning aims to remove targeted knowledge from a trained model while preserving its general capabilities.
NeST is a framework that adapts large language models (LLMs) for continuous time‑series forecasting by creating neighborhood‑aware text prototypes and aligning them with temporal representations through a nearest‑neighbor contrastive objective. It retrieves the most relevant prototypes and uses them to conditionally modulate time‑series features, enabling more effective integration of textual and temporal information. Experiments show that NeST outperforms state‑of‑the‑art methods on eight benchmarks, reduces MSE by 1.2% for long‑term forecasting, improves zero‑shot forecasting by 4.9%, and boosts R² by 3.3% on a real‑world photovoltaic power forecasting task.
arXiv:2606. 08601v1 Announce Type: new Abstract: Large Language Models (LLMs) have recently demonstrated impressive potential for time series forecasting.
The paper introduces ORDER, a task‑conditioned retrieval‑augmented generation framework that dynamically adapts both indexing and retrieval strategies to each incoming query. It first clusters questions to learn cluster‑specific chunking, metadata filtering, and reranking settings, then routes queries to the appropriate pre‑built index via nearest‑centroid assignment. Additionally, a supervised query router predicts relevant collections and a Uniform Multi‑source Sampler distributes the retrieval budget evenly across selected sources, yielding superior performance on heterogeneous historical archives compared to existing RAG systems.
While deep learning models, particularly transformer-based architectures, have shown impressive performance in time series forecasting, the application of retrieval-augmented generation (RAG) in this domain remains limited. Since RAG has proven effective in enhancing the capabilities of large language models by incorporating relevant external information, retrieving similar time series sequences as references might also improve accuracy in time series forecasting tasks.
arXiv:2606. 00432v1 Announce Type: new Abstract: As retrieval-augmented generation (RAG) systems scale, it becomes increasingly challenging to ensure faithful grounding in external evidence.