arXiv Machine Learning

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.

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
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 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
arXiv Machine Learning
23h ago

Continuous Evolution Pool: Taming Recurring Concept Drift in Online Time Series Forecasting

arXiv:2506. 14790v3 Announce Type: replace Abstract: Recurring concept drift is pervasive in real-world online time series, where the underlying data-generating process repeatedly alternates between a small set of regimes, most notably daily or seasonal cycles that dominate energy, traffic, and weather patterns, and is therefore a central obstacle to reliable long-horizon forecasting.

By Tianxiang Zhan, Ming Jin, Yuanpeng He, Yuxuan Liang, Shirui Pan
arXiv AI
1d ago

Adapting LLMs to Time Series Forecasting via Temporal Heterogeneity Modeling and Representation Alignment

arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.

By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu