Not All Retrievals are Useful: Cross-Attention for Input-Aware RAG in Time Series Forecasting
Authors: Seunghan Lee, Jaehoon Lee, Jun Seo, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, +2 more
Organizations: LG AI Research Seoul, South Korea
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. We argue that not all retrievals are equally useful, and irrelevant ones can degrade performance. To this end, we propose Cross-RAG, a zero-shot RAG-based forecasting framework that selectively attends to query-relevant retrieved samples via query--retrieval cross-attention. By modeling input-level relevance between the query and retrieved samples, Cross-RAG jointly incorporates three sources of information: 1) the query itself, 2) the retrieved samples, and 3) their relational interactions. In particular, this input-aware design enables Cross-RAG to remain stable as the number of retrieved samples k grows, whereas prior methods without cross-attention require careful k tuning to avoid degradation from irrelevant retrievals. Extensive experiments demonstrate that Cross-RAG consistently improves zero-shot forecasting performance across multiple TSFM backbones and various RAG methods, with additional analyses confirming its effectiveness across various retrieval scenarios. Code is available at https://github.com/seunghan96/cross-rag/.
Large-scale multivariate time series from heterogeneous IoT sensors demand accurate long-term forecasting for resource scheduling and predictive maintenance. While recent time series foundation models exhibit strong generalization, they rely on static parametric knowledge and lack dynamic access to external historical patterns during inference. Retrieval-Augmented Generation (RAG) offers a potential remedy, yet its application to time series forecasting is challenged by magnitude variations across heterogeneous sources and the mismatch between historical similarity and future consistency. We propose CrossRAG, a retrieval-augmented forecasting framework that integrates Shape-Aware Memory (SAM) with RevIN normalization for magnitude-robust shape-level retrieval, Future-Consistent Contrastive (FCC) learning to distinguish informative references from hard negatives with similar history but divergent futures, and Cross-Attention Temporal Fusion (CATF) to fuse retrieved historical--future reference pairs into the backbone's representations at the representation level. Experiments on seven public benchmarks show that CrossRAG consistently outperforms both parametric-only baselines and existing retrieval-augmented forecasting methods.
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.e., trained adapters that merge retrieved examples into the backbone's forecast, based on the assumption that frozen backbones cannot dynamically incorporate retrieved context on their own. We show this assumption is unnecessary. We introduce Align-RAG, a training-free method that applies a closed-form per-pair amplitude rescaling and integer-lag phase shift to retrieved past-future windows before they enter a frozen backbone's context. With no learned parameters, Align-RAG outperforms the state-of-the-art trained retrieval adapter on a frozen Chronos-Bolt on all seven datasets of the standard benchmark (avg -3.75% MSE), showing that the gains previously attributed to learned fusion are recoverable without any training. Align-RAG further improves zero-shot MSE on four additional frozen TSFMs with various architectures by 2.5% to 13.7% per backbone with no per-backbone tuning. To probe why alignment helps, we compare the frozen backbone's prediction shift under aligned demonstrations to the closed-form ridge prediction shift on the same pairs. We find that aligned demonstrations induce prediction shifts that track a closed-form ridge predictor on the same pairs, with a future-shuffle control ruling out a futures-averaging account. Together, these results indicate that frozen TSFMs already support dynamic in-context use of retrievals, and that closed-form alignment should be the default baseline for retrieval-augmented forecasting before any fusion module is trained. Code available at: https://github.com/masadi-99/align-rag
Time series forecasting relies on historical patterns, but real-world series often exhibit non-stationarity and regime shifts that challenge fully parametric forecasters. Inspired by Retrieval-Augmented Generation (RAG), recent work augments forecasters by retrieving relevant historical segments and using them as external evidence at inference time. However, due to the intrinsic non-stationarity of real-world time series, a highly similar past segment does not necessarily imply a similar future, rendering similarity-only retrieval brittle and prone to redundancy. We propose Stationarity-Aware Retrieval-Augmented Time Series Forecasting (SARAF), a framework that adaptively balances relevance and diversity in retrieval. SARAF first forms a candidate pool via temporal similarity with time-aligned enhancement, then applies a diversity-aware selection strategy to cover heterogeneous historical regimes, with the diversification strength automatically modulated by dataset-level stationarity. Moreover, SARAF uses stationarity-aware aggregation to fuse the retrieved futures. Extensive experiments on eight real-world datasets show that SARAF achieves competitive forecasting performance and improves average accuracy and robustness over strong baselines, with particularly clear benefits under challenging non-stationary settings. Code: https://github.com/ShiqiaoZhou/SARAF.