Cross-RAG: Zero-Shot Retrieval-Augmented Time Series Forecasting via Cross-Attention

Fuente: arXiv
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Main Authors: Lee, Seunghan, Lee, Jaehoon, Seo, Jun, Yoo, Sungdong, Kim, Minjae, Lim, Tae Yoon, Kang, Dongwan, Choi, Hwanil, Lee, SoonYoung, Ahn, Wonbin
Format: Preprint
Published: 2026
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author Lee, Seunghan
Lee, Jaehoon
Seo, Jun
Yoo, Sungdong
Kim, Minjae
Lim, Tae Yoon
Kang, Dongwan
Choi, Hwanil
Lee, SoonYoung
Ahn, Wonbin
author_facet Lee, Seunghan
Lee, Jaehoon
Seo, Jun
Yoo, Sungdong
Kim, Minjae
Lim, Tae Yoon
Kang, Dongwan
Choi, Hwanil
Lee, SoonYoung
Ahn, Wonbin
contents Recent advances in time series foundation models (TSFMs) demonstrate strong expressive capacity through large-scale pretraining across diverse time series domains. Zero-shot time series forecasting with TSFMs, however, exhibits limited generalization to unseen datasets, which retrieval-augmented forecasting addresses by leveraging an external knowledge base. Existing approaches rely on a fixed number of retrieved samples that may introduce irrelevant information. To this end, we propose Cross-RAG, a zero-shot retrieval-augmented forecasting framework that selectively attends to query-relevant retrieved samples. Cross-RAG models input-level relevance between the query and retrieved samples via query-retrieval cross-attention, while jointly incorporating information from the query and retrieved samples. Extensive experiments demonstrate that Cross-RAG consistently improves zero-shot forecasting performance across various TSFMs and RAG methods, and additional analyses confirm its effectiveness across diverse retrieval scenarios. Code is available at https://github.com/seunghan96/cross-rag/.
format Preprint
id arxiv_https___arxiv_org_abs_2603_14709
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Cross-RAG: Zero-Shot Retrieval-Augmented Time Series Forecasting via Cross-Attention
Lee, Seunghan
Lee, Jaehoon
Seo, Jun
Yoo, Sungdong
Kim, Minjae
Lim, Tae Yoon
Kang, Dongwan
Choi, Hwanil
Lee, SoonYoung
Ahn, Wonbin
Machine Learning
Recent advances in time series foundation models (TSFMs) demonstrate strong expressive capacity through large-scale pretraining across diverse time series domains. Zero-shot time series forecasting with TSFMs, however, exhibits limited generalization to unseen datasets, which retrieval-augmented forecasting addresses by leveraging an external knowledge base. Existing approaches rely on a fixed number of retrieved samples that may introduce irrelevant information. To this end, we propose Cross-RAG, a zero-shot retrieval-augmented forecasting framework that selectively attends to query-relevant retrieved samples. Cross-RAG models input-level relevance between the query and retrieved samples via query-retrieval cross-attention, while jointly incorporating information from the query and retrieved samples. Extensive experiments demonstrate that Cross-RAG consistently improves zero-shot forecasting performance across various TSFMs and RAG methods, and additional analyses confirm its effectiveness across diverse retrieval scenarios. Code is available at https://github.com/seunghan96/cross-rag/.
title Cross-RAG: Zero-Shot Retrieval-Augmented Time Series Forecasting via Cross-Attention
topic Machine Learning
url https://arxiv.org/abs/2603.14709