arXiv Machine Learning By Jung Min Choi, Ngoc Son Le, Ibram Abdelmalak, Vijaya Krishna Yalavarthi, Lars Schmidt-Thieme

Dual-Context Analog Retrieval for Time Series Forecasting

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Dual-Context Analog Retrieval for Time Series Forecasting (DuoTS) introduces a two-stage forecasting approach that first generates a base forecast and then refines it patch by patch. Each refinement step fuses a current context, which focuses on recent tokens, with a detail context that incorporates retrieved analogs and their subsequent trajectories. Experiments on real-world datasets demonstrate that DuoTS achieves state‑of‑the‑art performance, and ablation studies confirm the importance of both contexts and the refinement mechanism.

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