cs.LGMar 16, 2026

Not All Retrievals are Useful: Cross-Attention for Input-Aware RAG in Time Series Forecasting

Authors: Seunghan LeeJaehoon LeeJun SeoSungdong YooMinjae KimTae Yoon LimDongwan KangHwanil 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 kk grows, whereas prior methods without cross-attention require careful kk 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/.

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