arXiv Machine Learning

Model-agnostic Retrieval-Augmented Extended Forecasting for time series

arXiv:2608. 14054v1 Announce Type: new Abstract: Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities.

arXiv Machine Learning
Jun 4

Stationarity-Aware Retrieval-Augmented Time Series Forecasting

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.

By Shiqiao Zhou, Holger Sch\"oner, Zipeng Wu, Edouard Fouch\'e, IAG Wilson, Shuo Wang
arXiv Machine Learning
Jun 16

Not All Retrievals are Useful: Cross-Attention for Input-Aware RAG in Time Series Forecasting

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.

By Seunghan Lee, Jaehoon Lee, Jun Seo, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, SoonYoung Lee, Wonbin Ahn
Hugging Face Trending Papers
Aug 6

TS-RAG: Retrieval Augmented Generation for Time Series Forecasting

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 Machine Learning
Jun 19

Spectral Retrieval-Augmented Time-Series Forecasting

arXiv:2606. 19412v1 Announce Type: new Abstract: Time series forecasting leverages historical patterns to predict future values, but traditional methods face challenges when dealing with complex, non-stationary patterns that are difficult to memorize during training.

By Huu Hiep Nguyen, Minh Hoang Nguyen, Dung Nguyen, Hung Le
arXiv Machine Learning
Jul 28

Foundation Models and Fine-Tuning: Toward a New Generation of Models for Time Series Forecasting

arXiv:2607. 23146v1 Announce Type: new Abstract: Inspired by recent breakthroughs in large language models for natural language processing, foundation models have emerged as a promising paradigm for zero-shot time series forecasting, enabling accurate predictions on datasets never seen during pre-training.

By Morad Laglil, Bertrand Pracca, Emilie Devijver, Eric Gaussier