# TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster

arXiv: https://arxiv.org/abs/2503.07649 · HTML: https://mlsanity.com/paper/2503.07649/

## Key facts

- Cited by 40 papers in the map (data through 14 Oct 2026).
- Placed in Time series and agricultural RAG, one of 15 directions in Retrieval-augmented generation.
- Builds on 44 of its 57 references that are in the map.
- First posted on arXiv 6 Mar 2025.

## Placed in

- Retrieval-augmented generation / [Time series and agricultural RAG](https://mlsanity.com/rag/time-series-and-agricultural-rag/)

## Builds on (most cited first, 30 of 44)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [GPT-4 Technical Report](https://mlsanity.com/paper/2303.08774/) (2023)
- [Exploring the Limits of Transfer Learning with a Unified Text-to-Text Transformer](https://mlsanity.com/paper/1910.10683/) (2019)
- [LLaMA: Open and Efficient Foundation Language Models](https://mlsanity.com/paper/2302.13971/) (2023)
- [Llama 2: Open Foundation and Fine-Tuned Chat Models](https://mlsanity.com/paper/2307.09288/) (2023)
- [Retrieval-Augmented Generation for Knowledge-Intensive NLP Tasks](https://mlsanity.com/paper/2005.11401/) (2020)
- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Outrageously Large Neural Networks: The Sparsely-Gated Mixture-of-Experts Layer](https://mlsanity.com/paper/1701.06538/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [A Survey on RAG Meeting LLMs: Towards Retrieval-Augmented Large Language Models](https://mlsanity.com/paper/2405.06211/) (2024)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Foundation Models for Time Series Analysis: A Tutorial and Survey](https://mlsanity.com/paper/2403.14735/) (2024)
- [G-Retriever: Retrieval-Augmented Generation for Textual Graph Understanding and Question Answering](https://mlsanity.com/paper/2402.07630/) (2024)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Temporal Convolutional Networks: A Unified Approach to Action Segmentation](https://mlsanity.com/paper/1608.08242/) (2016)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [Fine-Tuning or Retrieval? Comparing Knowledge Injection in LLMs](https://mlsanity.com/paper/2312.05934/) (2023)
- [PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting](https://mlsanity.com/paper/2210.08964/) (2022)
- [Discrete Graph Structure Learning for Forecasting Multiple Time Series](https://mlsanity.com/paper/2101.06861/) (2021)

## Built on by (most cited first, 30 of 40)

- [Multi-modal Time Series Analysis: A Tutorial and Survey](https://mlsanity.com/paper/2503.13709/) (2025)
- [AutoSOTA: An End-to-End Automated Research System for State-of-the-Art AI Model Discovery](https://mlsanity.com/paper/2604.05550/) (2026)
- [Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Series](https://mlsanity.com/paper/2506.10412/) (2025)
- [MicroRemed: Benchmarking LLMs in Microservices Remediation](https://mlsanity.com/paper/2511.01166/) (2025)
- [TRACE: Grounding Time Series in Context for Multimodal Embedding and Retrieval](https://mlsanity.com/paper/2506.09114/) (2025)
- [Enhancing Multivariate Time Series Forecasting with Global Temporal Retrieval](https://mlsanity.com/paper/2602.10847/) (2026)
- [Stationarity-Aware Retrieval-Augmented Time Series Forecasting](https://mlsanity.com/paper/2606.04135/) (2026)
- [Time Series Reasoning via Process-Verifiable Thinking Data Synthesis and Scheduling for Tailored LLM Reasoning](https://mlsanity.com/paper/2602.07830/) (2026)
- [Channel-wise Retrieval for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2604.05543/) (2026)
- [Post-Training in Time Series Foundation Models: A Unifying Framework](https://mlsanity.com/paper/2607.20002/) (2026)
- [LLM-based Question-Answer Framework for Sensor-driven HVAC System Interaction](https://mlsanity.com/paper/2507.04748/) (2025)
- [Anticipatory Evaluation of Language Models: Predicting LLM Benchmark Scores from Descriptions](https://mlsanity.com/paper/2509.20645/) (2025)
- [Towards Interpretable and Trustworthy Time Series Reasoning: A BlueSky Vision](https://mlsanity.com/paper/2510.16980/) (2025)
- [MEMTS: Internalizing Domain Knowledge via Parameterized Memory for Retrieval-Free Domain Adaptation of Time Series Foundation Models](https://mlsanity.com/paper/2602.13783/) (2026)
- [Adapting Time Series Foundation Models through Data Mixtures](https://mlsanity.com/paper/2603.02840/) (2026)
- [Semantics-Enhanced Retrieval-Augmented Time Series Forecasting](https://mlsanity.com/paper/2606.14941/) (2026)
- [Towards Temporal Knowledge-Base Creation for Fine-Grained Opinion Analysis with Language Models](https://mlsanity.com/paper/2509.02363/) (2025)
- [Retrieval-Augmented Generation with Covariate Time Series](https://mlsanity.com/paper/2603.04951/) (2026)
- [LLM-Oriented Information Retrieval: A Denoising-First Perspective](https://mlsanity.com/paper/2605.00505/) (2026)
- [RareCP: Regime-Aware Retrieval for Efficient Conformal Prediction](https://mlsanity.com/paper/2605.08857/) (2026)
- [Factorize to Generalize: Retrieval-Guided Invariant-Dynamic Decomposition for Time Series Forecasting](https://mlsanity.com/paper/2605.24911/) (2026)
- [ReDiTT: Retrieval Augmented Conditional Diffusion Transformers for Asynchronous Time Series](https://mlsanity.com/paper/2607.12391/) (2026)
- [STRATA-TS: Selective Knowledge Transfer for Urban Time Series Forecasting with Retrieval-Guided Reasoning](https://mlsanity.com/paper/2508.18635/) (2025)
- [Dual-Prototype Disentanglement: A Context-Aware Enhancement Framework for Time Series Forecasting](https://mlsanity.com/paper/2601.16632/) (2026)
- [Retrieval-Augmented Multi-scale Framework for County-Level Crop Yield Prediction Across Large Regions](https://mlsanity.com/paper/2603.07305/) (2026)
- [Beyond Extrapolation: Knowledge Utilization Paradigm with Bidirectional Inspiration for Time Series Forecasting](https://mlsanity.com/paper/2605.19249/) (2026)
- [CausalMoE: A Billion-Scale Multimodal Foundation Model for Granger Causal Discovery with Pattern-Routed Heterogeneous Experts](https://mlsanity.com/paper/2606.13024/) (2026)
- [Using LLMs for Explainable, Data-Driven Insight Generation from Time Series](https://mlsanity.com/paper/2607.18271/) (2026)
- [Align-RAG: Alignment Is All You Need for TSFM In-Context Learning](https://mlsanity.com/paper/2608.05571/) (2026)
- [Model-agnostic Retrieval-Augmented Extended Forecasting for time series](https://mlsanity.com/paper/2608.14054/) (2026)

## Abstract (arXiv)

Large Language Models (LLMs) and Foundation Models (FMs) have recently become prevalent for time series forecasting tasks. While fine-tuning LLMs enables domain adaptation, they often struggle to generalize across diverse and unseen datasets. Moreover, existing Time Series Foundation Models (TSFMs) still face challenges in handling non-stationary dynamics and distribution shifts, largely due to the lack of effective mechanisms for adaptation. To this end, we present TS-RAG, a retrieval-augmented generation framework for time series forecasting that enhances the generalization and interpretability of TSFMs. Specifically, TS-RAG leverages pre-trained time series encoders to retrieve semantically relevant segments from a dedicated knowledge base, enriching the contextual representation of the input query. Furthermore, we propose an Adaptive Retrieval Mixer (ARM) module that dynamically fuses the retrieved patterns with the TSFM's internal representation, improving forecasting accuracy without requiring task-specific fine-tuning. Thorough empirical studies on seven public benchmark datasets demonstrate that TS-RAG achieves state-of-the-art zero-shot forecasting performance, outperforming the existing TSFMs by up to 6.84% across diverse domains while also providing desirable interpretability. Our code and data are available at: https://github.com/UConn-DSIS/TS-RAG