Retrieval-Augmented Forecasting with Tabular Time Series Data

Zichao Li


Abstract
This paper presents Retrieval-Augmented Forecasting (RAF), a novel framework for tabular time-series prediction that dynamically retrieves and integrates relevant historical table slices. RAF addresses three key limitations of existing methods: 1) schema rigidity through dynamic hashing of column metadata, 2) temporal myopia via cross-attention with learned decay, and 3) pipeline sub-optimality via end-to-end retriever-forecaster co-training. Experiments across macroeconomic (FRED-MD), financial (Yahoo Finance), and development (WorldBank) benchmarks demonstrate RAF’s superiority over six baselines, reducing sMAPE by 19.1-26.5% while maintaining robustness to schema changes (+3.2% sMAPE increase vs. +6.7-12.7% for alternatives). The architecture’s computational overhead (1.8 vs. 1.2 hours/epoch vs. TFT) is justified by significant accuracy gains in critical scenarios like market shocks (61.7% vs. 55.1% directional accuracy).
Anthology ID:
2025.trl-workshop.16
Volume:
Proceedings of the 4th Table Representation Learning Workshop
Month:
July
Year:
2025
Address:
Vienna, Austria
Editors:
Shuaichen Chang, Madelon Hulsebos, Qian Liu, Wenhu Chen, Huan Sun
Venues:
TRL | WS
SIG:
Publisher:
Association for Computational Linguistics
Note:
Pages:
192–199
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URL:
https://preview.aclanthology.org/acl25-workshop-ingestion/2025.trl-workshop.16/
DOI:
Bibkey:
Cite (ACL):
Zichao Li. 2025. Retrieval-Augmented Forecasting with Tabular Time Series Data. In Proceedings of the 4th Table Representation Learning Workshop, pages 192–199, Vienna, Austria. Association for Computational Linguistics.
Cite (Informal):
Retrieval-Augmented Forecasting with Tabular Time Series Data (Li, TRL 2025)
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PDF:
https://preview.aclanthology.org/acl25-workshop-ingestion/2025.trl-workshop.16.pdf