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Related papers: Retrieval Augmented Time Series Forecasting

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Incorporating specific knowledge into large language models via retrieval-augmented generation (RAG) is a widespread technique that fuels many of today's industry AI applications. A fundamental problem is to assess if the context retrieved…

Information Retrieval · Computer Science 2026-05-08 Florian Geissler , Francesco Carella , Laura Fieback , Jakob Spiegelberg

Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…

Machine Learning · Computer Science 2025-08-15 Luca-Andrei Fechete , Mohamed Sana , Fadhel Ayed , Nicola Piovesan , Wenjie Li , Antonio De Domenico , Tareq Si Salem

Deep neural networks have achieved state-of-the-art results in various vision and/or language tasks. Despite the use of large training datasets, most models are trained by iterating over single input-output pairs, discarding the remaining…

Computation and Language · Computer Science 2021-04-27 Rita Parada Ramos , Patrícia Pereira , Helena Moniz , Joao Paulo Carvalho , Bruno Martins

Time series often appear in an additive hierarchical structure. In such cases, time series on higher levels are the sums of their subordinate time series. This hierarchical structure places a natural constraint on forecasts. However,…

Methodology · Statistics 2025-03-20 Louis Steinmeister , Markus Pauly

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and…

Machine Learning · Computer Science 2025-05-02 Chengsen Wang , Qi Qi , Jingyu Wang , Haifeng Sun , Zirui Zhuang , Jianxin Liao

The use of machine learning for time series prediction has become increasingly popular across various industries thanks to the availability of time series data and advancements in machine learning algorithms. However, traditional methods…

Machine Learning · Statistics 2023-06-01 Gonçalo Mateus , Cláudia Soares , João Leitão , António Rodrigues

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively…

Machine Learning · Computer Science 2026-02-12 Fanpu Cao , Lu Dai , Jindong Han , Hui Xiong

To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures. Despite their effectiveness, most existing methods…

Machine Learning · Computer Science 2026-04-21 Yitong Zhou , Yucong Luo , Mingyue Cheng , Qi Liu , Jiahao Wang , Daoyu Wang , Enhong Chen

Data augmentation is a crucial technique for improving model generalization and robustness, particularly in deep learning models where training data is limited. Although many augmentation methods have been developed for time series…

Machine Learning · Computer Science 2026-04-13 Jafar Bakhshaliyev , Johannes Burchert , Niels Landwehr , Lars Schmidt-Thieme

While Internet of Things (IoT) devices and sensors create continuous streams of information, Big Data infrastructures are deemed to handle the influx of data in real-time. One type of such a continuous stream of information is time series…

Methodology · Statistics 2020-05-05 Elyas Sabeti , Peter X. K. Song , Alfred O. Hero

Information retrieval (IR) systems have traditionally been designed and trained for human users, with learning-to-rank methods relying heavily on large-scale human interaction logs such as clicks and dwell time. With the rapid emergence of…

Information Retrieval · Computer Science 2026-04-08 Yuqi Zhou , Sunhao Dai , Changle Qu , Liang Pang , Jun Xu , Ji-Rong Wen

Recurrent Neural Networks (RNNs) have emerged as an interesting alternative to conventional material modeling approaches, particularly for nonlinear path dependent materials. Remarkable computational enhancements are obtained using RNNs…

Computational Engineering, Finance, and Science · Computer Science 2024-09-05 Petter Uvdal , Mohsen Mirkhalaf

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Learning a good distance measure for distance-based classification in time series leads to significant performance improvement in many tasks. Specifically, it is critical to effectively deal with variations and temporal dependencies in time…

Machine Learning · Computer Science 2019-10-24 Dongmin Park , Susik Yoon , Hwanjun Song , Jae-Gil Lee

Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making. In practice, deep learning based time series models come in many forms,…

Machine Learning · Computer Science 2022-06-01 Kashif Rasul , Young-Jin Park , Max Nihlén Ramström , Kyung-Min Kim

Retrieval augmented generation (RAG) has become the standard in long context question answering (QA) systems. However, typical implementations of RAG rely on a rather naive retrieval mechanism, in which texts whose embeddings are most…

Computation and Language · Computer Science 2024-10-08 Keyush Shah , Abhishek Goyal , Isaac Wasserman

Agentic Retrieval-Augmented Generation (RAG) is a new paradigm where the reasoning model decides when to invoke a retriever (as a "tool") when answering a question. This paradigm, exemplified by recent research works such as Search-R1,…

Information Retrieval · Computer Science 2025-07-15 Fangzheng Tian , Jinyuan Fang , Debasis Ganguly , Zaiqiao Meng , Craig Macdonald

As machine learning continues to gain prominence, transparency and explainability are increasingly critical. Without an understanding of these models, they can replicate and worsen human bias, adversely affecting marginalized communities.…

Machine Learning · Computer Science 2024-05-30 Dongwhi Kim , Nuno Moniz

High-dimensional time series prediction is needed in applications as diverse as demand forecasting and climatology. Often, such applications require methods that are both highly scalable, and deal with noisy data in terms of corruptions or…

Machine Learning · Computer Science 2016-02-18 Hsiang-Fu Yu , Nikhil Rao , Inderjit S. Dhillon
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