Semantics-Enhanced Retrieval-Augmented Time Series Forecasting
arXiv:2606. 14941v1 Announce Type: new Abstract: Time series forecasting models often benefit from historical patterns.
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:2606. 14941v1 Announce Type: new Abstract: Time series forecasting models often benefit from historical patterns.
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:2608. 14054v1 Announce Type: new Abstract: Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities.
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.
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:2610.07834v1 Announce Type: new Abstract: Retrieval-augmented time-series forecasting uses the continuations of historical segments similar to the current context as references for a forecaster...
arXiv:2607. 29459v1 Announce Type: cross Abstract: Large-scale multivariate time series from heterogeneous IoT sensors demand accurate long-term forecasting for resource scheduling and predictive maintenance.
arXiv:2604. 05543v2 Announce Type: replace Abstract: Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows.
arXiv:2609.38058v1 Announce Type: cross Abstract: Time Series Foundation Models (TSFMs) currently provide state-of-the-art results in forecasting tasks. They are available out-of-the-box and rely on...
arXiv:2610.18877v1 Announce Type: new Abstract: Time-series language models typically align numerical signals with language using labels, captions, or question-answer pairs. Although such supervision...
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.
arXiv:2608. 06748v1 Announce Type: cross Abstract: Probabilistic long-term time-series forecasting commonly relies on trained models.