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: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
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:2605. 17866v2 Announce Type: replace Abstract: Small-scale data is a critical problem in time-series forecasting tasks.
By Masahiro Suzuki, Bohui Xia, Hiroto Yamamoto, Masanori Miyahara
arXiv:2507. 23615v2 Announce Type: replace-cross Abstract: Data augmentation is becoming increasingly important across various areas of time series analysis, including forecasting, classification, and anomaly detection.
By Luis Roque, Vitor Cerqueira, Carlos Soares, Luis Torgo
arXiv:2602. 03564v2 Announce Type: replace Abstract: Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics.
By Mingyue Cheng, Yaguo Liu, Daoyu Wang, Xiaoyu Tao, Qi Liu