Retrieval-Augmented Time Series Forecasting

Time-series foundation models show strong transfer performance when given a non-empty history window. However, true cold-start scenarios, where a new item has no prior observations, violate this assumption. We propose RAID (Retrieval-Augmented Iterative Diffusion) a framework, which replaces history-based correlation learning with metadata-driven semantic retrieval and graph-conditioned diffusion. RAID maps textual metadata into a shared semantic space using a frozen multilingual embedding model and constructs an inductive retrieval graph that extends naturally to unseen items. It first forms a base forecast by aggregating information from semantically related neighbors, then refines this forecast with a gated diffusion module to model residual uncertainty. Under a strict true cold-start protocol, RAID outperforms strong foundation models and competitive baselines on both forecasting accuracy and prediction interval coverage, while reducing inference latency by an order of magnitude through non-autoregressive decoding. The shared semantic space also enables zero-shot cross-lingual transfer, allowing a model trained on English descriptions to generalize to items described in other languages without direct supervision.

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 Semantics-Enhanced Retrieval-Augmented Time Series Forecasting 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.

Multivariate time-series forecasting requires models to reason over temporal dynamics, cross-variable dependencies, and historical input-output correspondences. Recent Prior-Data Fitted Networks (PFNs) suggest that synthetic tasks can be useful for learning transferable inference behavior. However, directly transferring this paradigm to time-series forecasting remains difficult, since temporal order, dynamic lags, and recurring historical patterns are not naturally captured by ordinary tabular priors. Motivated by this observation, we propose Trio, a sample-aware time-series forecasting architecture based on Temporal-Spatial-Sample attention. Temporal attention captures within-window dynamics, spatial attention models inter-variable dependencies, and sample attention retrieves relevant historical lookback-future pairs to guide the current prediction. Rather than claiming a fully general PFN-style forecaster, our goal is to study how historical input-output examples can be explicitly organized and reused within a forecasting model. We further introduce a Time-Series Structural Causal Model (TS-SCM) generator to create structured synthetic forecasting tasks with dynamic lags, cross-variable interactions, noise, feedback, and distributional drift. Experiments on synthetic, industrial, and public benchmarks show that the proposed architecture improves forecasting performance. Exploratory zero-shot experiments further suggest that TS-SCM-generated tasks may provide useful structural priors, while fully general PFN-style time-series forecasting remains an open problem.

Epidemic LLM forecasters are usually trained and evaluated as static supervised models, whereas operational pandemic forecasting is a streaming process in which labels arrive after predictions and disease regimes shift over time. We study this mismatch in weekly COVID-19 hospitalization trend forecasting across five variant regimes. We introduce EpiEvolve, a self-evolving agent that wraps an LLM forecaster trained on the warm-start period and keeps its weights fixed during streaming. EpiEvolve adapts by storing forecast outcomes in a hierarchical episodic memory, reflecting on delayed labels, retrieving cases relevant to the current regime, and distilling recurring errors into strategic rules. The resulting context lets the forecaster reuse its own past predictions and outcomes in later weeks while following a chronological protocol that prevents future leakage. On the streaming dataset, EpiEvolve reaches $0.629$ average accuracy, compared with $0.561$ for the static backbone and $0.325$ for the external CDC ensemble, and reduces recovery lag after regime shifts from $5$ to $2$ weeks. Ablations show that reflection, strategic memory, and regime-aware retrieval each contribute to the gains.

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.

Incorporating news into time series forecasting is appealing because news can reveal abrupt exogenous events that historical values alone cannot recover. However, existing LLM-based news-forecasting pipelines face two practical limitations: relevant news articles often exceed the model's context window, and iterative retrieval of supplementary news is typically unguided, leading to redundant updates and slow convergence. We address these issues with a novel framework that combines importance-aware news compression and process-level retrieval supervision. First, we train an importance reward model that estimates the forecasting utility of each article and uses this signal to allocate compression budgets during sequential pairwise fusion, preserving informative content within a fixed context limit. Second, we introduce a process reward model (PRM) that ranks multiple supplementary-news candidates conditioned on the current error profile and the history of previously selected articles, replacing one-shot blind retrieval with quality-controlled selection. Both components are trained offline using historical data with ground truth; inference uses the frozen filtering logic and compression modules without any reflection loop. Experiments on finance, energy, traffic, and bitcoin forecasting benchmarks show that our method improves prediction accuracy over strong baselines, significantly reduces the number of refinement iterations compared to the iterative baseline, and remains effective when relevant articles span thousands of tokens.

Time series forecasting in real-world settings often depends not only on historical observations, but also on external context that must be actively discovered from noisy, heterogeneous information sources. Yet existing context-aided forecasting benchmarks typically assume that the supporting context is already provided, leaving open whether agents can identify it on their own. Therefore, we introduce Dr-CiK, a benchmark for evaluating whether agents can retrieve forecasting-relevant supporting context from a document corpus, filter out distractors, distill the retrieved context into forecast-useful evidence, and generate forecasts supported by that evidence. Through context ablations and evaluations of state-of-the-art deep research and forecasting methods paired together, we show that high-quality context substantially improves forecasting performance in Dr-CiK. However, most existing DR agents recover only a small fraction of the ground-truth supporting evidence (usually <5%), are frequently misled by distractors (>80% distractor citations), and can cause forecasters to perform worse with retrieved context than without context. Our results motivate research on foresight-driven agents that search for the right context to predict the future.

Retrieval augmentation provides time series forecasters with historical continuations, yet even candidates that outperform the base forecast may fail to improve the final prediction. We propose ROAR, a Retrieval Opportunity-Aware Refinement framework for zero-shot time series forecasting. To better exploit these improvement opportunities, its training objective allocates additional emphasis across queries based on base-forecast difficulty and the relative improvement offered by retrieved candidates. Using this objective, ROAR first learns to aggregate aligned historical candidates and uses a learned gate to control their correction strength against a fixed base forecaster. It then jointly calibrates the forecasting module and gate to coordinate their contributions, while anchoring the combined prediction to the first-stage refined output. We derive exact decompositions of refinement gains and the opportunity-weighted training loss, and characterize additional gains from joint calibration under a local linearization. Experiments on seven benchmarks show that ROAR achieves the lowest average MSE among the compared methods. Further evaluations demonstrate average forecasting improvements across multiple backbone families and retrieval-augmented forecasters.

Time-series forecasting is critical in various scenarios, such as energy, transportation, and public health. However, most existing forecasters rely primarily on one-way inference, i.e., mapping history to target, and overlook the structural information provided by a revised natural chain (``history (model input) -- target (ground-truth output) -- post-target continuation''). The post-target continuation records how trajectories evolve after the target, which can help stabilize forecasting, but it is not observable at inference time. In this work, we aim to obtain an approximate proxy of the post-target continuation for the current input, providing structural knowledge for bidirectional forecasting. This idea is instantiated as KUP-BI (Knowledge Utilization Paradigm with Bidirectional Inspiration), a new time-series modeling paradigm that distills continuation-style knowledge (as an approximate post-target continuation proxy) from a train-only historical library and integrates it into standard forecasting backbones. The input stream and the continuation-proxy stream are fused via a lightweight feature-level gating module. This design does not introduce information beyond what is already contained in the training trajectories; instead, it provides a structured inductive bias that helps backbones exploit typical continuation patterns rather than relying solely on parametric extrapolation. Experimental results on six public datasets show that KUP-BI consistently improves the forecasting performance of state-of-the-art models, with small additional overhead.

Forecasting urban delivery demand becomes substantially more challenging when newly added service regions lack historical records. Existing spatiotemporal forecasters effectively model spatial dependence once sufficient node histories are available. Still, they remain parametric and therefore struggle to recover short-term operational dynamics in cold-start regions. Geospatial embeddings help identify where a region is and what function it serves, yet they do not directly reveal how a similar region behaves under a comparable temporal context. We propose Bridge, a retrieval-augmented spatiotemporal graph framework that combines an inductive contextual graph backbone with a time-aware memory of region-time windows. For each target region, Bridge retrieves future demand patterns from the memory using both regional context and recent dynamics, and refines the backbone forecast through a gated fusion mechanism. To align retrieval with forecasting utility, we further train the retriever with a future-aware objective that favors entries whose future trajectories best match the target. Experiments on four real-world delivery datasets show that Bridge consistently improves over competitive spatiotemporal baselines in both within-city cold-start and cross-city transfer with partial observations. The results show that retrieval augmentation provides a useful operational memory for cold-start urban demand forecasting when parametric graph generalization alone is insufficient.

Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history is often just high-frequency noise, not signal. Hence, the proposed work tests whether this premise actually holds by running continuous context architectures (PatchTST included) through the ETTh1 benchmark. The obtained results contradict the premise: an inverse scaling law shows up clearly, with forecasting error rising as context gets longer. A 3,000-step window causes performance to drop by over 68%, evidence that attention mechanisms are poor at ignoring irrelevant historical volatility. Retrieval-Augmented Forecasting (RAFT) is evaluated as an alternative. RAFT achieves a mean squared error (MSE) of 0.379 with a fixed 720-step window and selective retrieval, outperforming both long-context configurations and zero-shot foundation models (Chronos, Moirai) despite requiring far less computation. In addition, the retrieval step injects only the most relevant historical segments as dynamic exogenous variables, which gives the model a context-informed inductive bias it cannot build on its own from raw sequences. Therefore, foundation models going forward need to shift architecturally toward selective retrieval.

Multivariate time series forecasting often struggles to capture long-range dependencies due to fixed lookback windows. Retrieval-augmented forecasting addresses this by retrieving historical segments from memory, but existing approaches rely on a channel-agnostic strategy that applies the same references to all variables. This neglects inter-variable heterogeneity, where different channels exhibit distinct periodicities and spectral profiles. We propose CRAFT (Channel-wise retrieval-augmented forecasting), a novel framework that performs retrieval independently for each channel. To ensure efficiency, CRAFT adopts a two-stage pipeline: a sparse relation graph constructed in the time domain prunes irrelevant candidates, and spectral similarity in the frequency domain ranks references, emphasizing dominant periodic components while suppressing noise. Experiments on seven public benchmarks demonstrate that CRAFT outperforms state-of-the-art forecasting baselines, achieving superior accuracy with practical inference efficiency.

Photovoltaic (PV) power forecasting in edge-enabled grids requires balancing forecasting accuracy, robustness under weather-driven distribution shifts, and strict latency constraints. Existing models work well under normal conditions but often struggle with rare ramp events and unexpected weather changes. Relying solely on cloud-based large models often leads to significant communication delays, which can hinder timely and efficient forecasting in practical grid environments. To address these issues, we propose a condition-adaptive cloud-edge collaborative framework CAPE for PV forecasting. CAPE consists of three main modules: a site-specific expert model for routine predictions, a lightweight edge-side model for enhanced local inference, and a cloud-based large retrieval model that provides relevant historical cases when needed. These modules are coordinated by a screening module that evaluates uncertainty, out-of-distribution risk, weather mutations, and model disagreement. Furthermore, we employ a Lyapunov-guided routing strategy to dynamically determine when to escalate inference to more powerful models under long-term system constraints. The final forecast is produced through adaptive fusion of the selected model outputs. Experiments on two real-world PV datasets demonstrate that CAPE achieves superior performance in terms of forecasting accuracy, robustness, routing quality, and system efficiency.

Existing time series forecasting methods primarily rely on the numerical data itself. However, real-world time series exhibit complex patterns associated with multimodal information, making them difficult to predict with numerical data alone. While several multimodal time series forecasting methods have emerged, they either utilize text with limited supplementary information or focus merely on representation extraction, extracting minimal textual information for forecasting. To unlock the Value of Text, we propose VoT, a method with Event-driven Reasoning and Multi-level Alignment. Event-driven Reasoning combines the rich information in exogenous text with the powerful reasoning capabilities of LLMs for time series forecasting. To guide the LLMs in effective reasoning, we propose the Historical In-context Learning that retrieves and applies historical examples as in-context guidance. To maximize the utilization of text, we propose Multi-level Alignment. At the representation level, we utilize the Endogenous Text Alignment to integrate the endogenous text information with the time series. At the prediction level, we design the Adaptive Frequency Fusion to fuse the frequency components of event-driven prediction and numerical prediction to achieve complementary advantages. Experiments on real-world datasets across 10 domains demonstrate significant improvements over existing methods, validating the effectiveness of our approach in the utilization of text. The code is made available at https://github.com/decisionintelligence/VoT.

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/.

This paper proposes a new method for crop yield prediction, which is essential for developing management strategies, informing insurance assessments, and ensuring long-term food security. Although existing data-driven approaches have shown promise in this domain, their performance often degrades when applied across large geographic regions and long time periods. This limitation arises from two key challenges: (1) difficulty in jointly capturing short-term and long-term temporal patterns, and (2) inability to effectively accommodate spatial data variability in agricultural systems. Ignoring these issues often leads to unreliable predictions for specific regions or years, which ultimately affects policy decisions and resource allocation. In this paper, we propose a new predictive framework to address these challenges. First, we introduce a new backbone model architecture that captures both short-term daily-scale crop growth dynamics and long-term dependencies across years. To further improve generalization across diverse spatial regions, we augment this model with a retrieval-based adaptation strategy. Recognizing the substantial yield variation across years, we design a novel retrieval-and-refinement pipeline that adjusts retrieved samples by removing cross-year bias not explained by input features. Our experiments on real-world county-level corn yield data over 630 counties in the US demonstrate that our method consistently outperforms different types of baselines. The results also verify the effectiveness of the retrieval-based augmentation method in improving model robustness under spatial heterogeneity.

While RAG has greatly enhanced LLMs, extending this paradigm to Time-Series Foundation Models (TSFMs) remains a challenge. This is exemplified in the Predictive Maintenance of the Pressure Regulating and Shut-Off Valve (PRSOV), a high-stakes industrial scenario characterized by (1) data scarcity, (2) short transient sequences, and (3) covariate coupled dynamics. Unfortunately, existing time-series RAG approaches predominantly rely on generated static vector embeddings and learnable context augmenters, which may fail to distinguish similar regimes in such scarce, transient, and covariate coupled scenarios. To address these limitations, we propose RAG4CTS, a regime-aware, training-free RAG framework for Covariate Time-Series. Specifically, we construct a hierarchal time-series native knowledge base to enable lossless storage and physics-informed retrieval of raw historical regimes. We design a two-stage bi-weighted retrieval mechanism that aligns historical trends through point-wise and multivariate similarities. For context augmentation, we introduce an agent-driven strategy to dynamically optimize context in a self-supervised manner. Extensive experiments on PRSOV demonstrate that our framework significantly outperforms state-of-the-art baselines in prediction accuracy. The proposed system is deployed in Apache IoTDB within China Southern Airlines. Since deployment, our method has successfully identified one PRSOV fault in two months with zero false alarm.

Accurate prediction of terrestrial ecosystem carbon fluxes (e.g., CO$_2$, GPP, and CH$_4$) is essential for understanding the global carbon cycle and managing its impacts. However, prediction remains challenging due to strong spatiotemporal heterogeneity: ecosystem flux responses are constrained by slowly varying regime conditions, while short-term fluctuations are driven by high-frequency dynamic forcings. Most existing learning-based approaches treat environmental covariates as a homogeneous input space, implicitly assuming a global response function, which leads to brittle generalization across heterogeneous ecosystems. In this work, we propose Role-Aware Conditional Inference (RACI), a process-informed learning framework that formulates ecosystem flux prediction as a conditional inference problem. RACI employs hierarchical temporal encoding to disentangle slow regime conditioners from fast dynamic drivers, and incorporates role-aware spatial retrieval that supplies functionally similar and geographically local context for each role. By explicitly modeling these distinct functional roles, RACI enables a model to adapt its predictions across diverse environmental regimes without training separate local models or relying on fixed spatial structures. We evaluate RACI across multiple ecosystem types (wetlands and agricultural systems), carbon fluxes (CO$_2$, GPP, CH$_4$), and data sources, including both process-based simulations and observational measurements. Across all settings, RACI consistently outperforms competitive spatiotemporal baselines, demonstrating improved accuracy and spatial generalization under pronounced environmental heterogeneity.

The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have been made to construct text-paired time-series datasets in the financial domain. However, financial markets are characterized by complex interdependencies, in which a company's stock price is influenced not only by company-specific events but also by events in other companies and broader macroeconomic factors. Existing approaches that pair text with financial time-series data based on simple keyword matching often fail to capture such complex relationships. To address this limitation, we propose a semantic-based and multi-level pairing framework. Specifically, we extract company-specific context for the target company from SEC filings and apply an embedding-based matching mechanism to retrieve semantically relevant news articles based on this context. Furthermore, we classify news articles into four levels (macro-level, sector-level, related company-level, and target company-level) using large language models (LLMs), enabling multi-level pairing of news articles with the target company. Applying this framework to publicly-available news datasets, we construct FinTexTS, a new large-scale text-paired stock price dataset. Experimental results on FinTexTS demonstrate the effectiveness of our semantic-based and multi-level pairing strategy in stock price forecasting. In addition to publicly-available news underlying FinTexTS, we show that applying our method to proprietary yet carefully curated news sources leads to higher-quality paired data and improved stock price forecasting performance.

Accurate blood glucose forecasting using continuous glucose monitoring (CGM) data can support the early prediction of dysglycemic risk. However, current neural-network-based forecasting models treat CGM data as a purely numerical sequence without integrating the contextual information contained in CGM signal morphology. Recently, large language models (LLMs) have shown promise for time-series forecasting, yet their role as agentic context extractors in diabetes care remains largely unexplored. In this study, we bridge glucose forecasting and LLM-based contextualization by developing GlyRAG, a context-aware, retrieval-augmented forecasting framework that uses an LLM as a contextualization agent to summarize glucose morphology directly from a timed CGM window. The generated CGM-only narrative is embedded and fused with patch-based glucose representations, while a retrieval module incorporates similar historical training episodes through cross-attention. We evaluate GlyRAG on the OhioT1DM and AZT1D datasets for 5-, 30-, and 60-minute forecasting horizons. Compared with strong CGM-only baselines, GPT-4 GlyRAG significantly improves long-horizon root mean square error (RMSE) over PatchTST on both datasets. For example, RMSE decreases from 13.8 to 10.6 at 30 minutes and from 23.1 to 20.2 at 60 minutes on OhioT1DM. LLaMA 3.1 produces smaller but significant long-horizon gains, suggesting that the contextualization pipeline is not limited to GPT-4. Clinical error-grid analyses further show that approximately 85 percent of predictions fall within the clinically acceptable Clarke Error Grid Zones A and B. These results suggest that CGM-derived linguistic context and case-based retrieval can improve long-horizon glucose forecasting without requiring additional sensing modalities.