When Does Retrieval Help Time-Series Forecasting?
Retrieval plug-ins supply a deep forecaster with information its lookback window cannot carry. Published evaluations report consistent gains, and each credits its own mechanism. We show that the benefit belongs instead to the operating point: the relation between window length $S$ and dominant seasonal period $L$, an axis the standard protocol never varies. Stratifying the evaluation by that relation exposes the regime. At $S{=}12$, a simple control that repeats the last observed period beats the six standard backbones, in aggregate, on four of seven benchmarks by $8\%$ to $44\%$ of MSE. It beats the strongest plug-in we run on ETTm1 and matches it on ECL. It is worse by up to $25\%$ on t...
| Authors | Mert Onur Cakiroglu, Elham Buxton, Mehmet Dalkilic et al. |
|---|---|
| Primary category | cs.LG |
| Published | 29 July 2026 |
| Last updated at source | 29 July 2026 |
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