TimeRAG: BOOSTING LLM Time Series Forecasting via Retrieval-Augmented Generation

Although the rise of large language models (LLMs) has introduced new opportunities for time series forecasting, existing LLM-based solutions require excessive training and exhibit limited transferability. In view of these challenges, we propose TimeRAG, a framework that incorporates Retrieval-Augmen...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:arXiv.org 2024-12
Hauptverfasser: Yang, Silin, Wang, Dong, Zheng, Haoqi, Jin, Ruochun
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Although the rise of large language models (LLMs) has introduced new opportunities for time series forecasting, existing LLM-based solutions require excessive training and exhibit limited transferability. In view of these challenges, we propose TimeRAG, a framework that incorporates Retrieval-Augmented Generation (RAG) into time series forecasting LLMs, which constructs a time series knowledge base from historical sequences, retrieves reference sequences from the knowledge base that exhibit similar patterns to the query sequence measured by Dynamic Time Warping (DTW), and combines these reference sequences and the prediction query as a textual prompt to the time series forecasting LLM. Experiments on datasets from various domains show that the integration of RAG improved the prediction accuracy of the original model by 2.97% on average.
ISSN:2331-8422