TS-HTFA: Advancing Time Series Forecasting via Hierarchical Text-Free Alignment with Large Language Models

• URL: http://arxiv.org/abs/2409.14978v2
• Date: Wed, 08 Jan 2025 07:53:15 GMT
• Title: TS-HTFA: Advancing Time Series Forecasting via Hierarchical Text-Free Alignment with Large Language Models
• Authors: Pengfei Wang, Huanran Zheng, Qi'ao Xu, Silong Dai, Yiqiao Wang, Wenjing Yue, Wei Zhu, Tianwen Qian, Xiaoling Wang,
• Abstract summary: We introduce textbfHierarchical textbfText-textbfFree textbfAlignment (textbfTS-HTFA), a novel method for time-series forecasting. We replace paired text data with adaptive virtual text based on QR decomposition word embeddings and learnable prompt. Experiments on multiple time-series benchmarks demonstrate that HTFA achieves state-of-the-art performance.
• Score: 14.411646409316624
• License:
• Abstract: Given the significant potential of large language models (LLMs) in sequence modeling, emerging studies have begun applying them to time-series forecasting. Despite notable progress, existing methods still face two critical challenges: 1) their reliance on large amounts of paired text data, limiting the model applicability, and 2) a substantial modality gap between text and time series, leading to insufficient alignment and suboptimal performance. In this paper, we introduce \textbf{H}ierarchical \textbf{T}ext-\textbf{F}ree \textbf{A}lignment (\textbf{TS-HTFA}), a novel method that leverages hierarchical alignment to fully exploit the representation capacity of LLMs while eliminating the dependence on text data. Specifically, we replace paired text data with adaptive virtual text based on QR decomposition word embeddings and learnable prompt. Furthermore, we establish comprehensive cross-modal alignment at three levels: input, feature, and output. Extensive experiments on multiple time-series benchmarks demonstrate that HTFA achieves state-of-the-art performance, significantly improving prediction accuracy and generalization.

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