# GNA: Granular Neighbor Assembly for Retrieval-Augmented Multivariate Time-Series Forecasting

arXiv: https://arxiv.org/abs/2609.36281 · HTML: https://mlsanity.com/paper/2609.36281/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 27 of its 34 references that are in the map.
- First posted on arXiv 28 Sep 2026.

## Builds on (most cited first, 27 of 27)

- [Retrieval-Augmented Generation for Knowledge-Intensive NLP Tasks](https://mlsanity.com/paper/2005.11401/) (2020)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [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)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (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)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Distilling Knowledge from Reader to Retriever for Question Answering](https://mlsanity.com/paper/2012.04584/) (2020)
- [Is Mamba Effective for Time Series Forecasting?](https://mlsanity.com/paper/2403.11144/) (2024)
- [CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns](https://mlsanity.com/paper/2409.18479/) (2024)
- [SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion](https://mlsanity.com/paper/2404.14197/) (2024)
- [Retrieval Augmented Time Series Forecasting](https://mlsanity.com/paper/2411.08249/) (2024)
- [TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster](https://mlsanity.com/paper/2503.07649/) (2025)
- [Retrieval-Augmented Diffusion Models for Time Series Forecasting](https://mlsanity.com/paper/2410.18712/) (2024)
- [Temporal Query Network for Efficient Multivariate Time Series Forecasting](https://mlsanity.com/paper/2505.12917/) (2025)
- [Amplifier: Bringing Attention to Neglected Low-Energy Components in Time Series Forecasting](https://mlsanity.com/paper/2501.17216/) (2025)
- [TimeRAF: Retrieval-Augmented Foundation model for Zero-shot Time Series Forecasting](https://mlsanity.com/paper/2412.20810/) (2024)
- [FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2505.04158/) (2025)
- [Enhancing Multivariate Time Series Forecasting with Global Temporal Retrieval](https://mlsanity.com/paper/2602.10847/) (2026)
- [Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla Transformers](https://mlsanity.com/paper/2405.13810/) (2024)
- [Ister: Linear Transformer for Efficient Multivariate Time Series Forecasting](https://mlsanity.com/paper/2412.18798/) (2024)
- [PAMNet: Cycle-aware Phase-Amplitude Modulation Network for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2605.02938/) (2026)

## Abstract (arXiv)

Deep forecasters predict from a fixed-length lookback window, and lengthening it gives diminishing returns at a growing cost. Retrieval augmentation instead shows the model how similar past situations continued. Retrieving a whole past window gives every variate the continuation of the same past moment. In multivariate series, however, the best past match differs from variate to variate. We present GNA (Granular Neighbor Assembly), a retrieval layer for forecasting backbones that assembles neighbors at two granularities: whole past windows, which keep the variates coherent, and per-variate neighbors, in which each variate takes its future from its own best-matching past. A learned gate decides, per forecast step and variate, how much to trust these futures against a persistence forecast, next to the backbone's own forecast. Candidates come from an embedding trained to predict each window's future, and retrieval is strictly causal: a past window is used only once its future has been observed. With the same lookback for every model and the same retrieval constants for all datasets, GNA improves two Transformer backbones in 85 of 96 dataset-horizon settings, gives the lowest MSE on 8 of 12 standard benchmarks and beats its backbone in every seed on 10 of them. Both granularities are needed, and neighbors of mismatched queries are worse than none. Retrieval helps most where the lookback says least: the gate shifts trust to retrieved futures further ahead. Where it fails, on hourly non-stationary series at long horizons, the loss is consistent with a drifting level of the retrieved futures.