Retrieval Mechanisms Surpass Long-Context Scaling in Time Series Forecasting
Not on the map. Why?
Abstract (arXiv)
Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history is often just high-frequency noise, not signal. Hence, the proposed work tests whether this premise actually holds by running continuous context architectures (PatchTST included) through the ETTh1 benchmark. The obtained results contradict the premise: an inverse scaling law shows up clearly, with forecasting error rising as context gets longer. A 3,000-step window causes performance to drop by over 68%, evidence that attention mechanisms are poor at ignoring irrelevant historical volatility. Retrieval-Augmented Forecasting (RAFT) is evaluated as an alternative. RAFT achieves a mean squared error (MSE) of 0.379 with a fixed 720-step window and selective retrieval, outperforming both long-context configurations and zero-shot foundation models (Chronos, Moirai) despite requiring far less computation. In addition, the retrieval step injects only the most relevant historical segments as dynamic exogenous variables, which gives the model a context-informed inductive bias it cannot build on its own from raw sequences. Therefore, foundation models going forward need to shift architecturally toward selective retrieval.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 7 of its 8 references that are in the map. First posted on arXiv 6 May 2026.
Builds on
7 of 8 references.
References · 7
- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2024Chronos: Learning the Language of Time Seriescited by 712
- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 588
- 2024Context is Key: A Benchmark for Forecasting with Essential Textual Informationcited by 78
- 2024Retrieval Augmented Time Series Forecastingcited by 40
- 2025ChronosX: Adapting Pretrained Time Series Models with Exogenous Variablescited by 21
Built on by
Citing papers per year: 2026: 2.
2 papers.
- 2026When Does Retrieval Help Time-Series Forecasting?29 Jul 2026
- 2026The Spectrum Is Not Enough: When Context Helps Time-Series Forecasting14 Jul 2026
Similar, not cited
Close in wording, no citation either way
- 2025Retrieval Augmented Time Series Forecasting
- 2026Align-RAG: Alignment Is All You Need for TSFM In-Context Learning
- 2025TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster
- 2025Rethinking Evaluation in the Era of Time Series Foundation Models: (Un)known Information Leakage Challenges
- 2026Factorize to Generalize: Retrieval-Guided Invariant-Dynamic Decomposition for Time Series Forecasting
- 2026Stationarity-Aware Retrieval-Augmented Time Series Forecasting
- 2026GRAM: Correcting Frozen Time-Series Foundation Models via Graph-Retrieved Amplitude Memory
- 2026Semantics-Enhanced Retrieval-Augmented Time Series Forecasting