GRAM: Correcting Frozen Time-Series Foundation Models via Graph-Retrieved Amplitude Memory

Xiaoyun Yu, Xiangfei Qiu, Yonggui Huang, Shixiang Tang, Nanqing Dong +5

Time-series foundation models (TSFMs) enable zero-shot forecasting through large-scale cross-domain pretraining, while retrieval augmentation further improves their performance by leveraging historical information. However, existing methods typically correct TSFM forecasts using the ground-truth futures of similar historical windows, which contain both predictive components already captured by the foundation model and sample-specific random fluctuation that is difficult to transfer. In contrast, recurring systematic model bias within prediction errors more directly characterizes the failure modes of a frozen TSFM and therefore provides more valuable correction signals. Effectively exploiting such model bias, however, poses two challenges: prediction errors at different numerical levels are difficult to compare due to scale differences, and the recurring bias must be extracted from prediction errors contaminated by random fluctuation. To address these challenges, we propose GRAM, a general retrieval-augmented framework for frozen TSFMs. GRAM first introduces an Amplitude Memory Module (AMM) that scales prediction errors by amplitude and aggregates them into retrievable prototypes.…