arXiv AI By Mingyang Liu, Qingcan Kang, Yuke Wang, Shixiong Kai, Kaichao Liang, Hui-Ling Zhen, Tao Zhong, Mingxuan Yuan, Linqi Song

From Long News to Accurate Forecast: Importance-Aware Fusion and PRM-Guided Reflection for Time Series Forecasting

Read the original on arXiv AI →

arXiv:2606. 03097v1 Announce Type: new Abstract: Incorporating news into time series forecasting is appealing because news can reveal abrupt exogenous events that historical values alone cannot recover.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv AI.

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

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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
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