# Agentic Retrieval-Augmented Generation for Time Series Analysis

arXiv: https://arxiv.org/abs/2408.14484 · HTML: https://mlsanity.com/paper/2408.14484/

## Key facts

- Cited by 14 papers in the map (data through 14 Oct 2026).
- Placed in Agentic RAG, agents and memory, one of 15 directions in Retrieval-augmented generation.
- Builds on 30 of its 48 references that are in the map.
- First posted on arXiv 18 Aug 2024.

## Placed in

- Retrieval-augmented generation / [Agentic RAG, agents and memory](https://mlsanity.com/rag/agentic-rag-agents-and-memory/)
- LLM agents and tool use / [Web, search, and research agents](https://mlsanity.com/agents/web-search-and-research-agents/)

## Builds on (most cited first, 30 of 30)

- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [LoRA: Low-Rank Adaptation of Large Language Models](https://mlsanity.com/paper/2106.09685/) (2021)
- [LLaMA: Open and Efficient Foundation Language Models](https://mlsanity.com/paper/2302.13971/) (2023)
- [ReAct: Synergizing Reasoning and Acting in Language Models](https://mlsanity.com/paper/2210.03629/) (2022)
- [Direct Preference Optimization: Your Language Model is Secretly a Reward Model](https://mlsanity.com/paper/2305.18290/) (2023)
- [Deep reinforcement learning from human preferences](https://mlsanity.com/paper/1706.03741/) (2017)
- [QLoRA: Efficient Finetuning of Quantized LLMs](https://mlsanity.com/paper/2305.14314/) (2023)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [REPLUG: Retrieval-Augmented Black-Box Language Models](https://mlsanity.com/paper/2301.12652/) (2023)
- [FourCastNet: A Global Data-driven High-resolution Weather Model using Adaptive Fourier Neural Operators](https://mlsanity.com/paper/2202.11214/) (2022)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Parameter-Efficient Fine-Tuning for Large Models: A Comprehensive Survey](https://mlsanity.com/paper/2403.14608/) (2024)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [RA-DIT: Retrieval-Augmented Dual Instruction Tuning](https://mlsanity.com/paper/2310.01352/) (2023)
- [Multivariate Time-series Anomaly Detection via Graph Attention Network](https://mlsanity.com/paper/2009.02040/) (2020)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [LLM Maybe LongLM: Self-Extend LLM Context Window Without Tuning](https://mlsanity.com/paper/2401.01325/) (2024)
- [Graph Neural Controlled Differential Equations for Traffic Forecasting](https://mlsanity.com/paper/2112.03558/) (2021)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (2023)
- [Learning Graph Structures with Transformer for Multivariate Time Series Anomaly Detection in IoT](https://mlsanity.com/paper/2104.03466/) (2021)
- [LQ-LoRA: Low-rank Plus Quantized Matrix Decomposition for Efficient Language Model Finetuning](https://mlsanity.com/paper/2311.12023/) (2023)
- [Learning to Reconstruct Missing Data from Spatiotemporal Graphs with Sparse Observations](https://mlsanity.com/paper/2205.13479/) (2022)
- [Taming Local Effects in Graph-based Spatiotemporal Forecasting](https://mlsanity.com/paper/2302.04071/) (2023)
- [SaDI: A Self-adaptive Decomposed Interpretable Framework for Electric Load Forecasting under Extreme Events](https://mlsanity.com/paper/2306.08299/) (2023)
- [Graph-based Forecasting with Missing Data through Spatiotemporal Downsampling](https://mlsanity.com/paper/2402.10634/) (2024)
- [Business Metric-Aware Forecasting for Inventory Management](https://mlsanity.com/paper/2308.13118/) (2023)

## Built on by (most cited first, 14 of 14)

- [Retrieval Augmented Time Series Forecasting](https://mlsanity.com/paper/2411.08249/) (2024)
- [MA-RAG: Multi-Agent Retrieval-Augmented Generation via Collaborative Chain-of-Thought Reasoning](https://mlsanity.com/paper/2505.20096/) (2025)
- [A Survey of Reasoning and Agentic Systems in Time Series with Large Language Models](https://mlsanity.com/paper/2509.11575/) (2025)
- [Reasoning RAG via System 1 or System 2: A Survey on Reasoning Agentic Retrieval-Augmented Generation for Industry Challenges](https://mlsanity.com/paper/2506.10408/) (2025)
- [Self-Improvements in Modern Agentic Systems: A Survey](https://mlsanity.com/paper/2607.13104/) (2026)
- [InfoDeepSeek: Benchmarking Agentic Information Seeking for Retrieval-Augmented Generation](https://mlsanity.com/paper/2505.15872/) (2025)
- [Patho-AgenticRAG: Towards Multimodal Agentic Retrieval-Augmented Generation for Pathology VLMs via Reinforcement Learning](https://mlsanity.com/paper/2508.02258/) (2025)
- [GraphSkill: Documentation-Guided Hierarchical Retrieval-Augmented Coding for Complex Graph Reasoning](https://mlsanity.com/paper/2603.06620/) (2026)
- [Confident RAG: Enhancing the Performance of LLMs for Mathematics Question Answering through Multi-Embedding and Confidence Scoring](https://mlsanity.com/paper/2507.17442/) (2025)
- [Fishing for Answers: Exploring One-shot vs. Iterative Retrieval Strategies for Retrieval Augmented Generation](https://mlsanity.com/paper/2509.04820/) (2025)
- [RAGExplorer: A Visual Analytics System for the Comparative Diagnosis of RAG Systems](https://mlsanity.com/paper/2601.12991/) (2026)
- [Visual Reasoning over Time Series via Multi-Agent System](https://mlsanity.com/paper/2602.03026/) (2026)
- [Agent-Enhanced Large Language Models for Researching Political Institutions](https://mlsanity.com/paper/2503.13524/) (2025)
- [Memory in Deep Time-Series Models](https://mlsanity.com/paper/2609.06006/) (2026)

## Abstract (arXiv)

Time series modeling is crucial for many applications, however, it faces challenges such as complex spatio-temporal dependencies and distribution shifts in learning from historical context to predict task-specific outcomes. To address these challenges, we propose a novel approach using an agentic Retrieval-Augmented Generation (RAG) framework for time series analysis. The framework leverages a hierarchical, multi-agent architecture where the master agent orchestrates specialized sub-agents and delegates the end-user request to the relevant sub-agent. The sub-agents utilize smaller, pre-trained language models (SLMs) customized for specific time series tasks through fine-tuning using instruction tuning and direct preference optimization, and retrieve relevant prompts from a shared repository of prompt pools containing distilled knowledge about historical patterns and trends to improve predictions on new data. Our proposed modular, multi-agent RAG approach offers flexibility and achieves state-of-the-art performance across major time series tasks by tackling complex challenges more effectively than task-specific customized methods across benchmark datasets.