# TRACE: Grounding Time Series in Context for Multimodal Embedding and Retrieval

arXiv: https://arxiv.org/abs/2506.09114 · HTML: https://mlsanity.com/paper/2506.09114/

## Key facts

- Cited by 7 papers in the map (data through 14 Oct 2026).
- Builds on 43 of its 59 references that are in the map.
- First posted on arXiv 10 Jun 2025.

## Builds on (most cited first, 30 of 43)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks](https://mlsanity.com/paper/1908.10084/) (2019)
- [RoFormer: Enhanced Transformer with Rotary Position Embedding](https://mlsanity.com/paper/2104.09864/) (2021)
- [Retrieval-Augmented Generation for Large Language Models: A Survey](https://mlsanity.com/paper/2312.10997/) (2023)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Linformer: Self-Attention with Linear Complexity](https://mlsanity.com/paper/2006.04768/) (2020)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [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)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [Nomic Embed: Training a Reproducible Long Context Text Embedder](https://mlsanity.com/paper/2402.01613/) (2024)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment](https://mlsanity.com/paper/2406.01638/) (2024)
- [ChatTS: Aligning Time Series with LLMs via Synthetic Data for Enhanced Understanding and Reasoning](https://mlsanity.com/paper/2412.03104/) (2024)
- [The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2304.05206/) (2023)
- [ChatTime: A Unified Multimodal Time Series Foundation Model Bridging Numerical and Textual Data](https://mlsanity.com/paper/2412.11376/) (2024)
- [Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts](https://mlsanity.com/paper/2410.10469/) (2024)
- [Timer-XL: Long-Context Transformers for Unified Time Series Forecasting](https://mlsanity.com/paper/2410.04803/) (2024)
- [Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis](https://mlsanity.com/paper/2406.08627/) (2024)

## Built on by (most cited first, 7 of 7)

- [Stationarity-Aware Retrieval-Augmented Time Series Forecasting](https://mlsanity.com/paper/2606.04135/) (2026)
- [A Benchmark for Procedural Memory Retrieval in Language Agents](https://mlsanity.com/paper/2511.21730/) (2025)
- [Time Series Reasoning via Process-Verifiable Thinking Data Synthesis and Scheduling for Tailored LLM Reasoning](https://mlsanity.com/paper/2602.07830/) (2026)
- [Semantics-Enhanced Retrieval-Augmented Time Series Forecasting](https://mlsanity.com/paper/2606.14941/) (2026)
- [Instruction-based Time Series Editing](https://mlsanity.com/paper/2508.01504/) (2025)
- [READ-Bench: Benchmarking Historical Instance Retrieval for Time-Series Diagnosis](https://mlsanity.com/paper/2609.32123/) (2026)
- [ECHO: Correcting Time Series Foundation Model Forecasts with Historical Analogues and Errors](https://mlsanity.com/paper/2610.16433/) (2026)

## Abstract (arXiv)

The ubiquity of dynamic data in domains such as weather, healthcare, and energy underscores a growing need for effective interpretation and retrieval of time-series data. These data are inherently tied to domain-specific contexts, such as clinical notes or weather narratives, making cross-modal retrieval essential not only for downstream tasks but also for developing robust time-series foundation models by retrieval-augmented generation (RAG). Despite the increasing demand, time-series retrieval remains largely underexplored. Existing methods often lack semantic grounding, struggle to align heterogeneous modalities, and have limited capacity for handling multi-channel signals. To address this gap, we propose TRACE, a generic multimodal retriever that grounds time-series embeddings in aligned textual context. TRACE enables fine-grained channel-level alignment and employs hard negative mining to facilitate semantically meaningful retrieval. It supports flexible cross-modal retrieval modes, including Text-to-Timeseries and Timeseries-to-Text, effectively linking linguistic descriptions with complex temporal patterns. By retrieving semantically relevant pairs, TRACE enriches downstream models with informative context, leading to improved predictive accuracy and interpretability. Beyond a static retrieval engine, TRACE also serves as a powerful standalone encoder, with lightweight task-specific tuning that refines context-aware representations while maintaining strong cross-modal alignment. These representations achieve state-of-the-art performance on downstream forecasting and classification tasks. Extensive experiments across multiple domains highlight its dual utility, as both an effective encoder for downstream applications and a general-purpose retriever to enhance time-series models.