用检索增强实现零样本时间序列预测,提升准确率与效率。
QuiZSF: A Retrieval-Augmented Framework for Zero-Shot Time Series Forecasting
- 通过结构相似性检索历史序列,动态融合外部知识。
- 在5个基准上87.5%的场景超越基线,保持高效。
- 适合新领域无标签数据时的快速预测任务。
准确预测序列数据流是现代网络服务的基础,支持交通管理、用户行为建模和在线异常检测等应用。然而,在许多网络环境中,新领域快速出现且标注历史数据稀缺,导致零样本预测极具挑战。现有时间序列预训练模型(TSPMs)虽有潜力,但无法动态引入外部知识;而传统检索增强生成(RAG)方法极少扩展至非文本领域。本文提出 extbf{QuiZSF},一种融合搜索与预测的时间序列检索增强框架。该框架通过从大规模时间序列数据库中检索结构相似序列进行搜索,并将检索到的知识融入目标序列以完成预测。具体包括: extbf{ChronoRAG Base}——分层树状数据库,支持可扩展且领域感知的检索; extbf{多粒度序列交互学习器}——捕捉目标序列与检索序列间的细粒度与粗粒度依赖关系; extbf{模型协作一致性模块}——将检索知识适配至TSPMs。该设计使模型能主动搜索、跨模态对齐辅助信息并用于更精准预测。在五个公开基准上的大量实验表明,QuiZSF在高达 extbf{87.5 extbackslash extbackslash%} 的零样本预测设置中排名第一,同时保持高效率。
原文摘要 · Abstract (English)
Accurate forecasting of sequential data streams is a cornerstone of modern Web services, supporting applications such as traffic management, user behavior modeling, and online anomaly prevention. However, in many Web environments, new domains emerge rapidly and labeled history data is scarce, which makes zero-shot forecasting particularly challenging. Existing time-series pre-trained models (TSPMs) show promise but they lack the ability to dynamically incorporate external knowledge, while conventional retrieval-augmented generation (RAG) methods are rarely extended beyond text. In this work, we present \textbf{QuiZSF}, a retrieval-augmented forecasting framework that integrates search and forecasting for time series data. The framework performs search by retrieving structurally similar sequences from a large-scale time-series database, and it performs forecasting by integrating the retrieved knowledge into the target sequence. Specifically, QuiZSF introduces a \textbf{ChronoRAG Base}, a hierarchical tree-structured database that enables scalable and domain-aware retrieval, a \textbf{Multi-grained Series Interaction Learner} that captures fine- and coarse-grained dependencies between target and retrieved sequences, and a \textbf{Model Cooperation Coherer} that adapts retrieved knowledge to TSPMs. This design teaches models to actively perform search, align auxiliary information across modalities, and leverage it for more accurate forecasting. Extensive experiments on five public benchmarks demonstrate that QuiZSF consistently outperforms strong baselines, ranking first in up to \textbf{87.5\%} of zero-shot forecasting settings while maintaining high efficiency.
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