notesum.ai

Published at November 12

Retrieval Augmented Time Series Forecasting

cs.LG

cs.AI

Released Date: November 12, 2024

Authors: Kutay Tire¹, Ege Onur Taga², Muhammed Emrullah Ildiz, Samet Oymak²

Aff.: ¹Bilkent University, Ankara; ²University of Michigan, Ann Arbor

Arxiv: http://arxiv.org/abs/2411.08249v1

Refer to caption

Approach		Baseline		Naive RAF		Baseline FT		Advanced RAF
Metric		WQL	MASE	WQL	MASE	WQL	MASE	WQL	MASE
Chronos Mini	Weather	0.170	1.308	0.166	1.265	0.163	1.200	0.159	1.176
	Traffic	0.234	1.561	0.225	1.524	0.157	1.013	0.154	0.930
	ETTh1	0.089	0.893	0.079	1.020	0.081	0.800	0.073	0.736
	FRED-MD	0.085	0.592	0.055	0.582	0.028	0.689	0.019	0.566
	Covid Deaths	0.007	8.765	0.009	9.229	0.005	8.620	0.008	8.910
	NN5	0.217	0.680	0.175	0.563	0.152	0.460	0.125	0.401
Chronos Base	Weather	0.154	1.226	0.151	1.200	0.149	1.151	0.150	1.131
	Traffic	0.171	1.443	0.184	1.608	0.151	1.237	0.160	1.331
	ETTh1	0.074	0.800	0.040	0.625	0.072	0.759	0.036	0.580
	FRED-MD	0.112	0.577	0.019	0.515	0.077	0.552	0.017	0.475
	Covid Deaths	0.006	5.492	0.006	5.124	0.003	8.793	0.002	8.275
	NN5	0.156	0.524	0.135	0.481	0.129	0.386	0.115	0.378