Vincent Uhse

GNA: Granular Neighbor Assembly for Retrieval-Augmented Multivariate Time-Series Forecasting

Deep forecasters predict from a fixed-length lookback window, and lengthening it gives diminishing returns at a growing cost. Retrieval augmentation instead shows the model how similar past situations continued. Retrieving a whole past window gives every variate the continuation of the same past moment. In multivariate...