The paper introduces REVA, a method for compressing retrieval-augmented generation (RAG) prompts by aggregating historical query–document–model interactions into reusable evidence views. REVA mines attention traces from the target generator, maps token-level attention to readable words, aggregates importance across repeated document accesses, and produces budget‑specific plain‑text views that maintain document order and the standard RAG interface. Experiments on four benchmarks with modern LLMs show that REVA improves generation quality by 1.0–5.8 points over existing compressors while reducing compression overhead by 5.3 to 15.6 times and adding less than 40 ms of latency.
By Tuan Nguyen, Qiran Hu, Banruo Liu, Khoa D. Doan, Kok-Seng Wong, Fan Lai
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.
By Yixiong Xiao, Congxi Xiao, Jingbo Zhou
arXiv:2602. 11550v2 Announce Type: replace-cross Abstract: Time Series Foundation Models (TSFMs) achieve strong zero-shot forecasting through large-scale pre-training, but adapting them to downstream domains under distribution shift remains challenging.
By Sisuo Lyu, Siru Zhong, Tiegang Chen, Weilin Ruan, Qingxiang Liu, Taiqiang Lv, Qingsong Wen, Raymond Chi-Wing Wong, Yuxuan Liang
arXiv:2607. 14161v1 Announce Type: cross Abstract: Pinterest is where people turn inspiration into action as users browse ideas, then take steps toward realization, often by discovering shoppable content.
By Junpeng Hou, XianXing Zhang, Sai Xiao, Derek Cheng, Darren Reger, Olafur Gudmundsson, Mehdi Ben Ayed, Zhiqing Rao, Huizhong Duan
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:2609.40265v1 Announce Type: new
Abstract: Real-world time-series applications increasingly require models that can handle time series forecasting, context-conditioned prediction, and language-b...
By Tony Chen, Timo Stoffregen, Maxwell Xu, Thomas Kaar, Martin Maritsch, Geremia Pompei, Nicolas Zumarraga, Robert Jakob, Paul Schmiedmayer, Patrick Langer, Juncheng Liu
D-TAIA is a framework that adapts large language models for multi‑task predictive process monitoring, jointly predicting the next activity and remaining time of ongoing cases. It uses domain‑aware triplet loss pre‑training, FAISS‑based nearest‑neighbor retrieval for time estimation, and a TAIA inference strategy to preserve sequential reasoning while fine‑tuning a 10 M‑parameter backbone. Across four real‑world event logs, D‑TAIA achieves state‑of‑the‑art or competitive results compared to a fine‑tuned LLM and a recurrent neural network baseline, with ablation studies showing the effectiveness of NLP and computer‑vision techniques for this domain.
By Sjoerd van Straten, Christine Jacob, Marwan Hassani
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.
By Jayanie Bogahawatte, Sachith Seneviratne, Maneesha Perera, Saman Halgamuge
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.
By Daeun Ji, Minkyoung Kim, Dongkuk Kim, Yohan Lee, Beomsoo Kim, Beakcheol Jang
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. 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:2607. 02344v1 Announce Type: cross Abstract: Transformer architectures have shown strong potential in time series forecasting, where multi-head self-attention is widely used to capture temporal dependencies across historical timestamps.
By Dezheng Wang, Tong Chen, Wei Yuan, Congyan Chen, Shihua Li, Hongzhi Yin