Dual-Context Analog Retrieval for Time Series Forecasting
This study addresses the limitations of single-step mapping, which neglects historical dependencies, and the unreliability of traditional retrieval-based matching in long-term time series forecasting. To this end, we propose DuoTS, a model-agnostic framework that employs parallel patch encoding to generate base predictions. It innovatively introduces a dual-context mechanism that integrates local dynamics with global analogical evidence, alongside a segment-wise progressive refinement strategy to balance historical information across varying temporal distances, thereby achieving patch-level optimization. Extensive experiments demonstrate that DuoTS attains state-of-the-art performance on multiple real-world datasets. Furthermore, the proposed refinement mechanism can be seamlessly integrated into existing forecasting models, and ablation studies comprehensively validate the effectiveness of each individual component.