arXiv:2608.05571cs.LGcs.IR2026-08

不训练参数也能让时间序列模型高效用检索数据,效果超越现有方法。

Align-RAG: Alignment Is All You Need for TSFM In-Context Learning

论文配图:Align-RAG: Alignment Is All You Need for TSFM In-Context Learning
图 1 · 摘自论文原文
  • 用闭式缩放和相位偏移对检索序列做对齐,无需训练
  • 在7个数据集上平均降低3.75%均方误差,优于有训练的基线
  • 适配多种模型架构,零样本性能提升2.5%-13.7%,适合快速部署

检索增强预测可使冻结的时间序列基础模型(TSFMs)在无微调情况下适应新领域,但现有方法通常依赖于学习过的融合模块——即训练过的适配器,用于将检索示例合并到主干模型的预测中,其前提是冻结主干无法自主动态融入检索上下文。我们证明这一假设并不必要。本文提出Align-RAG,一种无需训练的方法:在检索的历史-未来窗口进入冻结主干前,对其应用闭式每对幅度缩放与整数时移相位调整。该方法无任何可学习参数,在标准基准的7个数据集上,使冻结的Chronos-Bolt模型平均降低3.75%均方误差(MSE),显著优于现有最优的训练型检索适配器。此外,该方法在4个其他冻结的TSFM模型上实现2.5%至13.7%的零样本MSE改进,且无需针对每个模型进行调优。为探究对齐为何有效,我们比较了冻结主干在对齐示范下的预测偏移与同一对上的闭式岭回归预测偏移,发现对齐示范诱导的预测偏移与闭式岭预测高度一致,未来随机打乱控制实验排除了仅靠未来平均解释的可能性。结果表明,冻结的TSFMs本就支持动态上下文使用检索数据,闭式对齐应成为检索增强预测的默认基线,再考虑引入融合模块训练。代码已开源。

原文摘要 · Abstract (English)

Retrieval-augmented forecasting promises to adapt frozen Time Series Foundation Models (TSFMs) to new domains without fine-tuning, but recent methods typically rely on learned fusion modules, i.e., trained adapters that merge retrieved examples into the backbone's forecast, based on the assumption that frozen backbones cannot dynamically incorporate retrieved context on their own. We show this assumption is unnecessary. We introduce Align-RAG, a training-free method that applies a closed-form per-pair amplitude rescaling and integer-lag phase shift to retrieved past-future windows before they enter a frozen backbone's context. With no learned parameters, Align-RAG outperforms the state-of-the-art trained retrieval adapter on a frozen Chronos-Bolt on all seven datasets of the standard benchmark (avg -3.75% MSE), showing that the gains previously attributed to learned fusion are recoverable without any training. Align-RAG further improves zero-shot MSE on four additional frozen TSFMs with various architectures by 2.5% to 13.7% per backbone with no per-backbone tuning. To probe why alignment helps, we compare the frozen backbone's prediction shift under aligned demonstrations to the closed-form ridge prediction shift on the same pairs. We find that aligned demonstrations induce prediction shifts that track a closed-form ridge predictor on the same pairs, with a future-shuffle control ruling out a futures-averaging account. Together, these results indicate that frozen TSFMs already support dynamic in-context use of retrievals, and that closed-form alignment should be the default baseline for retrieval-augmented forecasting before any fusion module is trained. Code available at: https://github.com/masadi-99/align-rag

时间序列检索增强零样本对齐

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