arXiv Machine Learning

SteerCast: Retrieval-Based Latent Steering for Decoder-Only Time Series Forecasting

SteerCast is a retrieval‑based latent steering technique that enhances decoder‑only time‑series forecasters during inference without updating model parameters. It builds a database from the training set, storing each history window’s representation and a steering vector that captures the difference between the model’s prediction and the ground‑truth continuation in latent space. During testing, SteerCast retrieves nearest neighbors, aggregates their steering vectors, and injects the resulting signal into the forecaster’s hidden states at each autoregressive step, guiding predictions toward trajectories seen in similar training cases. Experiments on diverse multivariate benchmarks and multiple horizons demonstrate consistent accuracy improvements over fine‑tuned backbones and other retrieval‑based baselines, all while requiring no additional training beyond the original fine‑tuning and using only the training set as a retrieval corpus.

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
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
Sep 29

WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting

WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.

By Yuhan Zhu, Xiangfei Qiu, Hanyin Cheng, Wangmeng Shen, Chenjuan Guo, Bin Yang, Jilin Hu, Christian S. Jensen