Trio proposes Temporal-Spatial-Sample attention and a TS-SCM synthetic data generator to improve multivariate time-series forecasting by reusing historical patterns and structural priors.
Retrieval Augmented Time Series Forecasting
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abstract
Retrieval-augmented generation (RAG) is a central component of modern LLM systems, particularly in scenarios where up-to-date information is crucial for accurately responding to user queries or when queries exceed the scope of the training data. The advent of time-series foundation models (TSFM), such as Chronos, and the need for effective zero-shot forecasting performance across various time-series domains motivates the question: Do benefits of RAG similarly carry over to time series forecasting? In this paper, we advocate that the dynamic and event-driven nature of time-series data makes RAG a crucial component of TSFMs and introduce a principled RAG framework for time-series forecasting, called Retrieval Augmented Forecasting (RAF). Within RAF, we develop efficient strategies for retrieving related time-series examples and incorporating them into forecast. Through experiments and mechanistic studies, we demonstrate that RAF indeed improves the forecasting accuracy across diverse time series domains and the improvement is more significant for larger TSFM sizes.
fields
cs.LG 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
SARAF is a new retrieval-augmented framework for time series forecasting that uses temporal similarity followed by stationarity-modulated diversity selection and aggregation to improve accuracy under non-stationarity.
citing papers explorer
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Trio: Learning Time-Series Forecasting with Temporal-Spatial-Sample Attention and Structural Causal Priors
Trio proposes Temporal-Spatial-Sample attention and a TS-SCM synthetic data generator to improve multivariate time-series forecasting by reusing historical patterns and structural priors.
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Stationarity-Aware Retrieval-Augmented Time Series Forecasting
SARAF is a new retrieval-augmented framework for time series forecasting that uses temporal similarity followed by stationarity-modulated diversity selection and aggregation to improve accuracy under non-stationarity.