Stationarity-Aware Retrieval-Augmented Time Series Forecasting
arXiv:2606.04135v1 Announce Type: new Abstract: Time series forecasting relies on historical patterns, but real-world series often exhibit non-stationarity and regime shifts that challenge fully parametric forecasters. Inspired by Retrieval-Augmented Generation (RAG), recent work augments forecasters by retrieving relevant historical segments…
