Multiple cyclicity and Wavelet Decomposition with Channel Correlation for Long-term Time Series Forecasting

Cyclicity and trend are important components of time series data and many studies based on cyclicity and trend have achieved good results in long-term time series forecasting. However, we believe that current work neglects the influence of real-world inter-channel correlations in time series data which leads to suboptimal predictions. Furthermore, these models rely on complex designs to capture diverse information so that resulting in low computational efficiency. To address this challenge, we propose McWC, a long-term time series forecasting model that separately models the cyclicity, trend, and inter-channel correlations. Specifically, McWC first decouples cyclical information from data using a multi-layer cyclicity construction module. Then, it extracts inter-channel correlations using multi-layer perceptron. Next, it models and fuses the multi-layer high-frequency and low-frequency information from data using a multi-level wavelet decomposition module. Finally, it aggregates the results of different components to obtain the output. Simultaneously, we decouple intra-channel autocorrelations by calculating a loss function in the frequency domain. Experiments on six real-world datasets demonstrate that McWC achieves state-of-the-art performance, exhibiting excellent computational efficiency and historical information extraction capabilities.

AdaGReS:Adaptive Greedy Context Selection via Redundancy-Aware Scoring for Token-Budgeted RAG

Retrieval-augmented generation (RAG) is highly sensitive to the quality of selected context, yet standard top-k retrieval often returns redundant or near-duplicate chunks that waste token budget and degrade downstream generation. We present AdaGReS, a redundancy-aware context selection framework for token-budgeted RAG that optimizes a set-level objective combining query-chunk relevance and intra-set redundancy penalties. AdaGReS performs greedy selection under a token-budget constraint using marginal gains derived from the objective, and introduces a closed-form, instance-adaptive calibration of the relevance-redundancy trade-off parameter to eliminate manual tuning and adapt to candidate-pool statistics and budget limits. We further provide a theoretical analysis showing that the proposed objective exhibits epsilon-approximate submodularity under practical embedding similarity conditions, yielding near-optimality guarantees for greedy selection. Experiments on open-domain question answering (Natural Questions) and a high-redundancy biomedical (drug) corpus demonstrate consistent improvements in redundancy control and context quality, translating to better end-to-end answer quality and robustness across settings.

TimeCF: A TimeMixer-Based Model with adaptive Convolution and Sharpness-Aware Minimization Frequency Domain Loss for long-term time seris forecasting

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by channel-independent methods, models based on multi-scale analysis may produce suboptimal prediction results due to the autocorrelation between time series labels, which in turn affects the generalization ability of the model. To address this challenge, we are inspired by the idea of sharpness-aware minimization and the recently proposed FreDF method and design a deep learning model TimeCF for long-term time series forecasting based on the TimeMixer, combined with our designed adaptive convolution information aggregation module and Sharpness-Aware Minimization Frequency Domain Loss (SAMFre). Specifically, TimeCF first decomposes the original time series into sequences of different scales. Next, the same-sized convolution modules are used to adaptively aggregate information of different scales on sequences of different scales. Then, decomposing each sequence into season and trend parts and the two parts are mixed at different scales through bottom-up and top-down methods respectively. Finally, different scales are aggregated through a Feed-Forward Network. What's more, extensive experimental results on different real-world datasets show that our proposed TimeCF has excellent performance in the field of long-term forecasting.