mlsanityData to 7 Oct 2026

Retrieval-Augmented Diffusion Models for Time Series Forecasting

arXiv 2410.18712 ↗First posted 24 Oct 2024cs.LGcited by 35

On the map: Retrieval-augmented generation → Time series and agricultural RAG

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Abstract (arXiv)

While time series diffusion models have received considerable focus from many recent works, the performance of existing models remains highly unstable. Factors limiting time series diffusion models include insufficient time series datasets and the absence of guidance. To address these limitations, we propose a Retrieval- Augmented Time series Diffusion model (RATD). The framework of RATD consists of two parts: an embedding-based retrieval process and a reference-guided diffusion model. In the first part, RATD retrieves the time series that are most relevant to historical time series from the database as references. The references are utilized to guide the denoising process in the second part. Our approach allows leveraging meaningful samples within the database to aid in sampling, thus maximizing the utilization of datasets. Meanwhile, this reference-guided mechanism also compensates for the deficiencies of existing time series diffusion models in terms of guidance. Experiments and visualizations on multiple datasets demonstrate the effectiveness of our approach, particularly in complicated prediction tasks.

Key facts. Cited by 35 papers in the map (data through 7 Oct 2026). Placed in Time series and agricultural RAG, one of 15 directions in Retrieval-augmented generation. Builds on 33 of its 47 references that are in the map. First posted on arXiv 24 Oct 2024.

Builds on

33 of 47 references.

References · 33

  1. 2017Attention Is All You Needcited by 59,932
  2. 2020Denoising Diffusion Probabilistic Modelscited by 20,851
  3. 2019PyTorch: An Imperative Style, High-Performance Deep Learning Librarycited by 20,160
  4. 2021High-Resolution Image Synthesis with Latent Diffusion Modelscited by 18,694
  5. 2020Score-Based Generative Modeling through Stochastic Differential Equationscited by 8,964
  6. 2015Deep Unsupervised Learning using Nonequilibrium Thermodynamicscited by 7,005
  7. 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
  8. 2020REALM: Retrieval-Augmented Language Model Pre-Trainingcited by 2,126
  9. 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
  10. 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
  11. 2022Are Transformers Effective for Time Series Forecasting?cited by 1,400
  12. 2020DiffWave: A Versatile Diffusion Model for Audio Synthesiscited by 1,339
21 more
  1. 2021Improving language models by retrieving from trillions of tokenscited by 1,278
  2. 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,200
  3. 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,030
  4. 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 906
  5. 2017Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networkscited by 869
  6. 2019Generalization through Memorization: Nearest Neighbor Language Modelscited by 788
  7. 2019N-BEATS: Neural basis expansion analysis for interpretable time series forecastingcited by 744
  8. 2021CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputationcited by 577
  9. 2018Efficient Attention: Attention with Linear Complexitiescited by 366
  10. 2021SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interactioncited by 335
  11. 2021Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecastingcited by 332
  12. 2023ReMoDiffuse: Retrieval-Augmented Motion Diffusion Modelcited by 282
  13. 2022Diffusion-based Time Series Imputation and Forecasting with Structured State Space Modelscited by 195
  14. 2023Frequency-domain MLPs are More Effective Learners in Time Series Forecastingcited by 170
  15. 2023Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglementcited by 89
  16. 2023Non-autoregressive Conditional Diffusion Models for Time Series Predictioncited by 77
  17. 2024MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Processcited by 31
  18. 2022DEPTS: Deep Expansion Learning for Periodic Time Series Forecastingcited by 28
  19. 2022Retrieval Based Time Series Forecastingcited by 13
  20. 2022MQRetNN: Multi-Horizon Time Series Forecasting with Retrieval Augmentationcited by 9
  21. 2021Retrieval-Augmented Transformer-XL for Close-Domain Dialog Generationcited by 7

Built on by

Cited by year (2026 to 7 Oct)

Citing papers per year: 2025: 13; 2026: 22.

35 papers.

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  1. 2025TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecastercited by 36
  2. 2025Deep Learning and Foundation Models for Weather Prediction: A Surveycited by 15
  3. 2025Diffusion Models for Time Series Forecasting: A Surveycited by 11
  4. 2025Multimodal Conditioned Diffusive Time Series Forecastingcited by 8
  5. 2025TRACE: Grounding Time Series in Context for Multimodal Embedding and Retrievalcited by 5
  6. 2026TS-Memory: Plug-and-Play Memory for Time Series Foundation Modelscited by 5
  7. 2025RealDrive: Retrieval-Augmented Driving with Diffusion Modelscited by 3
  8. 2025LayoutRAG: Retrieval-Augmented Model for Content-agnostic Conditional Layout Generationcited by 3
  9. 2026Channel-wise Retrieval for Multivariate Time Series Forecastingcited by 3
  10. 2025Retrieval-Augmented Foundation Models for Water Level Prediction in the Evergladescited by 2
  11. 2026Enhancing Multivariate Time Series Forecasting with Global Temporal Retrievalcited by 2
  12. 2026FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Financecited by 2
23 more
  1. 2025How to Unlock Time Series Editing? Diffusion-Driven Approach with Multi-Grained Controlcited by 1
  2. 2025Learning from History: A Retrieval-Augmented Framework for Spatiotemporal Predictioncited by 1
  3. 2025Multimodal Forecasting of Sparse Intraoperative Hypotension Events Powered by Language Modelcited by 0
  4. 2025CHIME: Conditional Hallucination and Integrated Multi-scale Enhancement for Time Series Diffusion Modelcited by 0
  5. 2025EMFusion: Uncertainty-Aware Conditional Diffusion Model for Multivariate Narrow-band Exposure Forecastingcited by 0
  6. 2026Enhancing few-shot time series forecasting with LLM-guided diffusioncited by 0
  7. 2026GaiaFlow: Semantic-Guided Diffusion Tuning for Carbon-Frugal Searchcited by 0
  8. 2026Graph2TS: Structure-Controlled Time Series Generation via Quantile-Graph VAEscited by 0
  9. 2026Modular Retrieval-Augmented Generalization for Human Action Recognitioncited by 0
  10. 2026Spectral Retrieval-Augmented Time-Series Forecastingcited by 0
  11. 2026ALER-TI: Aligned Latent Embedding Retrieval for Time Series Imputationcited by 0
  12. 2026Diachronic Sample Integration: Robust Tail-Risk Estimation with Generative Modelscited by 0
  13. 2026ReDiTT: Retrieval Augmented Conditional Diffusion Transformers for Asynchronous Time Seriescited by 0
  14. 2026The Spectrum Is Not Enough: When Context Helps Time-Series Forecastingcited by 0
  15. 2026PIER: Physics-Informed Environmental Retrieval for Time-Series Modelingcited by 0
  16. 2026StrideDiffusion: Accelerating Diffusion Models for Time-series Generationcited by 0
  17. 2026Align-RAG: Alignment Is All You Need for TSFM In-Context Learningcited by 0
  18. 2026Model-agnostic Retrieval-Augmented Extended Forecasting for time seriescited by 0
  19. 2026SCENARIODIFF: A Scenario-level Guidance Framework for Multimodal Time Series Forecasting--Extended Versioncited by 0
  20. 2026When Does Retrieval Help Time-Series Forecasting?cited by 0
  21. 2026XMatch: Enhancing Covariate-Aware Time Series Forecasting through Tree-Structured Exogenous Matchingcited by 0
  22. 2026Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolioscited by 0
  23. 2026GNA: Granular Neighbor Assembly for Retrieval-Augmented Multivariate Time-Series Forecastingcited by 0

Similar, not cited

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  1. 2024The Rise of Diffusion Models in Time-Series Forecasting
  2. 2023Diffusion Models for Time Series Applications: A Survey
  3. 2024Series-to-Series Diffusion Bridge Model
  4. 2024Auto-Regressive Moving Diffusion Models for Time Series Forecasting
  5. 2023Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting
  6. 2025Semantically-Guided Inference for Conditional Diffusion Models: Enhancing Covariate Consistency in Time Series Forecasting
  7. 2025DS-Diffusion: Data Style-Guided Diffusion Model for Time-Series Generation
  8. 2026When Denoising Hurts: Rethinking the Terminal Step of Diffusion Time Series Forecasters -- Extended Version