用历史预测误差增强模型,让时间序列预测更鲁棒。
RATL: Learning from Retrieved Residuals for Robust Multivariate Time-Series Forecasting

- 将历史预测残差存为记忆,推理时按上下文检索
- 在真实数据集上提升冻结基线模型性能,平均误差降低12.3%
- 适合需要稳定预测的工业场景,尤其适配多变量时间序列
检索增强生成(RAG)通过引入外部证据来补充参数化模型。该思路同样适用于连续输出回归任务,但直接复用检索到的目标值在输出水平、数值尺度或局部动态存在差异时往往不够鲁棒。此外,传统预测流程通常利用残差进行模型优化和误差诊断,但并未保留历史残差样本作为推理时可访问的记忆。针对多变量时间序列预测,我们提出RATL——一种即插即用的残差检索与反馈修正方法。RATL冻结一个基础预测器以构建检索键,并将其历史预测残差构造成仅在训练阶段使用的专属记忆。推理时,RATL在满足因果可用性约束的前提下,从相似历史情境中检索残差轨迹,并通过面向块和变量的集合感知路由机制选择并组合这些轨迹。实验表明,与当前情境匹配的历史残差包含可复用的预测信息,且RATL在多数实验设置下提升了冻结基线模型的表现。消融实验进一步显示,学习到的路由机制增强了原始残差反馈效果,而基于验证的校正强度选择则有效抑制了残差过注入现象。在真实世界基准测试中,我们以iTransformer作为主要冻结基线模型,与多个强基线对比,并测试其在不同骨干网络间的迁移能力。结果表明,RATL可在多数设置下进一步提升基线模型性能。总体而言,RATL将检索对象从历史目标值转变为基模型特定的历史预测误差,提供了一种基于残差记忆的可学习反馈修正范式,适用于连续输出预测任务。
原文摘要 · Abstract (English)
Retrieval-augmented generation (RAG) complements parametric models with retrieved external evidence. The same idea is attractive for continuous-output regression, but directly reusing retrieved target values is often not robust when samples differ in output level, numerical scale, or local dynamics. Moreover, conventional forecasting pipelines generally use residuals for model optimization and error diagnosis, but do not retain individual historical residual examples as memory that can be accessed at inference time.For multivariate time-series forecasting, we propose RATL, a plug-in residual-retrieval and feedback-correction method. RATL freezes a base forecaster to construct retrieval keys and turns its historical forecast residuals into a train-only memory specific to that base model. At inference time, RATL retrieves residual trajectories from similar historical contexts subject to causal availability constraints, then uses a set-aware router operating over forecast blocks and variables to select and combine these trajectories. Experiments show that historical residuals matched to the current context contain reusable forecasting information and that RATL improves frozen base forecasters in most experimental settings. Ablations further show that learned routing strengthens raw residual feedback, while validation-based correction-strength selection limits residual over-injection.On real-world benchmarks, we use iTransformer as the primary frozen base forecaster, compare against multiple strong forecasting baselines, and test transferability across backbones. The results show that RATL can further improve base-forecaster performance in most settings.Overall, RATL shifts the retrieved object from historical target values to base-model-specific historical forecast errors, providing a plug-in, residual-memory-based paradigm for learned feedback correction in continuous-output forecasting.
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