arXiv AI

TFGformer: Multivariate Time Series Forecasting via Time-Frequency Graph Learning and Covariate Fusion

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 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
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 AI
Jun 16

TS-Memory: Plug-and-Play Memory for Time Series Foundation Models

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 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
Aug 7

Align-RAG: Alignment Is All You Need for TSFM In-Context Learning

arXiv:2608. 05571v1 Announce Type: new Abstract: Retrieval-augmented forecasting promises to adapt frozen Time Series Foundation Models (TSFMs) to new domains without fine-tuning, but recent methods typically rely on learned fusion modules, i.

By Mohammad Asadi, Soheil Hor, Bardiya Akhbari, Jack W. O'Sullivan, Tahoura Nedaee, Layne C. Price, Raviteja Anantha, Euan Ashley, Ehsan Adeli