TFGformer: Multivariate Time Series Forecasting via Time-Frequency Graph Learning and Covariate Fusion

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/.

Time series forecasting models often benefit from historical patterns. Inspired by Retrieval-Augmented Generation (RAG), recent research explored retrieving relevant historical time series segments to enhance forecasting. However, relying solely on time series similarity is often insufficient for retrieval under non-stationarity. To address this, we propose a multimodal approach: a \textbf{S}emantics-\textbf{E}nhanced \textbf{R}etrieval-\textbf{A}ugmented Time Series \textbf{F}orecasting framework, SERAF. Unlike mainstream approaches that depend only on time series similarity, SERAF conducts dual retrieval over the time series and their self-generated textual descriptions. It retrieves two complementary sets of historical patterns and corresponding futures, which are selectively and jointly used to guide future predictions. Experiments across seven real-world datasets demonstrate the effectiveness of SERAF in bridging numerical and semantic views of time series compared with state-of-the-art baselines.

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.