RATL: Learning from Retrieved Residuals for Robust Multivariate Time-Series Forecasting
On the map: Retrieval-augmented generation → Time series and agricultural RAG
Abstract (arXiv)
Retrieval-augmented generation (RAG) complements parametric models with retrieved external evidence. The same idea is attractive for continuous-output regression, but directly reusing retrieved target values is often not robust when samples differ in output level, numerical scale, or local dynamics. Moreover, conventional forecasting pipelines generally use residuals for model optimization and error diagnosis, but do not retain individual historical residual examples as memory that can be accessed at inference time.For multivariate time-series forecasting, we propose RATL, a plug-in residual-retrieval and feedback-correction method. RATL freezes a base forecaster to construct retrieval keys and turns its historical forecast residuals into a train-only memory specific to that base model. At inference time, RATL retrieves residual trajectories from similar historical contexts subject to causal availability constraints, then uses a set-aware router operating over forecast blocks and variables to select and combine these trajectories. Experiments show that historical residuals matched to the current context contain reusable forecasting information and that RATL improves frozen base forecasters in most experimental settings. Ablations further show that learned routing strengthens raw residual feedback, while validation-based correction-strength selection limits residual over-injection.On real-world benchmarks, we use iTransformer as the primary frozen base forecaster, compare against multiple strong forecasting baselines, and test transferability across backbones. The results show that RATL can further improve base-forecaster performance in most settings.Overall, RATL shifts the retrieved object from historical target values to base-model-specific historical forecast errors, providing a plug-in, residual-memory-based paradigm for learned feedback correction in continuous-output forecasting.
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Placed in Time series and agricultural RAG, one of 15 directions in Retrieval-augmented generation. Builds on 9 of its 16 references that are in the map. First posted on arXiv 3 Sep 2026.
Builds on
9 of 16 references.
References · 9
- 2020Retrieval-Augmented Generation for Knowledge-Intensive NLP Taskscited by 9,297
- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,169
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,676
- 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,210
- 2017Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networkscited by 879
- 2019Generalization through Memorization: Nearest Neighbor Language Modelscited by 800
- 2021SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interactioncited by 338
- 2023ResMem: Learn what you can and memorize the restcited by 13
- 2026The Forecast After the Forecast: A Post-Processing Shift in Time Seriescited by 10
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- 2026Retrieval Is Not Enough: Refreshing Memory for Frozen Time-Series Forecasters
- 2026Channel-wise Retrieval for Multivariate Time Series Forecasting
- 2026Factorize to Generalize: Retrieval-Guided Invariant-Dynamic Decomposition for Time Series Forecasting
- 2026Stationarity-Aware Retrieval-Augmented Time Series Forecasting
- 2026MEMTS: Internalizing Domain Knowledge via Parameterized Memory for Retrieval-Free Domain Adaptation of Time Series Foundation Models
- 2026GNA: Granular Neighbor Assembly for Retrieval-Augmented Multivariate Time-Series Forecasting
- 2025Retrieval Augmented Time Series Forecasting
- 2025TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster