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Paper · arXiv

Model-agnostic Retrieval-Augmented Extended Forecasting for time series

Time series forecasting with pretrained foundation models has demonstrated strong zero-shot capabilities. However, achieving optimal performance on time series with short or negligible historical data in domain-specific applications typically requires adaptation via either fine-tuning or RAG. While fine-tuning is effective, it incurs substantial computational costs. This work explores RAG within univariate time series (Retrieval Augmented Generation) as a more efficient alternative, in particular RAF (Retrieval Augmented Forecasting), and introduces RAEF (Retrieval-Augmented Extended Forecasting), a model-agnostic method built upon RAF. RAEF incorporates key refinements to the retrieval a...

AuthorsJuan Pablo Villa Serna, Rohan Asthana, Vasileios Belagiannis
Primary categorycs.LG
Published14 August 2026
Last updated at source14 August 2026
cs.LG
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