LLM-TS Integrator: Integrating LLM for Enhanced Time Series Modeling

• URL: http://arxiv.org/abs/2410.16489v1
• Date: Mon, 21 Oct 2024 20:29:46 GMT
• Title: LLM-TS Integrator: Integrating LLM for Enhanced Time Series Modeling
• Authors: Can Chen, Gabriel Oliveira, Hossein Sharifi Noghabi, Tristan Sylvain,
• Abstract summary: Time series(TS) modeling is essential in dynamic systems like weather prediction and anomaly detection. Recent studies utilize Large Language Models (LLMs) for TS modeling, leveraging their powerful pattern recognition capabilities.
• Score: 5.853711797849859
• License:
• Abstract: Time series~(TS) modeling is essential in dynamic systems like weather prediction and anomaly detection. Recent studies utilize Large Language Models (LLMs) for TS modeling, leveraging their powerful pattern recognition capabilities. These methods primarily position LLMs as the predictive backbone, often omitting the mathematical modeling within traditional TS models, such as periodicity. However, disregarding the potential of LLMs also overlooks their pattern recognition capabilities. To address this gap, we introduce \textit{LLM-TS Integrator}, a novel framework that effectively integrates the capabilities of LLMs into traditional TS modeling. Central to this integration is our \textit{mutual information} module. The core of this \textit{mutual information} module is a traditional TS model enhanced with LLM-derived insights for improved predictive abilities. This enhancement is achieved by maximizing the mutual information between traditional model's TS representations and LLM's textual representation counterparts, bridging the two modalities. Moreover, we recognize that samples vary in importance for two losses: traditional prediction and mutual information maximization. To address this variability, we introduce the \textit{sample reweighting} module to improve information utilization. This module assigns dual weights to each sample: one for prediction loss and another for mutual information loss, dynamically optimizing these weights via bi-level optimization. Our method achieves state-of-the-art or comparable performance across five mainstream TS tasks, including short-term and long-term forecasting, imputation, classification, and anomaly detection.

Related papers

• Beam Prediction based on Large Language Models [51.45077318268427]
  Millimeter-wave (mmWave) communication is promising for next-generation wireless networks but suffers from significant path loss. Traditional deep learning models, such as long short-term memory (LSTM), enhance beam tracking accuracy however are limited by poor robustness and generalization. In this letter, we use large language models (LLMs) to improve the robustness of beam prediction.
  arXiv  Detail & Related papers  (2024-08-16T12:40:01Z)
• Get Confused Cautiously: Textual Sequence Memorization Erasure with Selective Entropy Maximization [17.20276556057748]
  Large Language Models (LLMs) have been found to memorize and recite some of the textual sequences from their training set verbatim. This Textual Sequence Memorization (TSM) phenomenon leads to a high demand to regulate LLM output to prevent it from generating certain memorized text. Existing methods for TSM erasure fail to forget massive memorized samples without substantially jeopardizing the model utility.
  arXiv  Detail & Related papers  (2024-08-09T10:26:11Z)
• DALD: Improving Logits-based Detector without Logits from Black-box LLMs [56.234109491884126]
  Large Language Models (LLMs) have revolutionized text generation, producing outputs that closely mimic human writing. We present Distribution-Aligned LLMs Detection (DALD), an innovative framework that redefines the state-of-the-art performance in black-box text detection. DALD is designed to align the surrogate model's distribution with that of unknown target LLMs, ensuring enhanced detection capability and resilience against rapid model iterations.
  arXiv  Detail & Related papers  (2024-06-07T19:38:05Z)
• Towards Modeling Learner Performance with Large Language Models [7.002923425715133]
  This paper investigates whether the pattern recognition and sequence modeling capabilities of LLMs can be extended to the domain of knowledge tracing. We compare two approaches to using LLMs for this task, zero-shot prompting and model fine-tuning, with existing, non-LLM approaches to knowledge tracing. While LLM-based approaches do not achieve state-of-the-art performance, fine-tuned LLMs surpass the performance of naive baseline models and perform on par with standard Bayesian Knowledge Tracing approaches.
  arXiv  Detail & Related papers  (2024-02-29T14:06:34Z)
• Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning [22.28251586213348]
  aLLM4TS is an innovative framework that adapts Large Language Models (LLMs) for time-series representation learning. A distinctive element of our framework is the patch-wise decoding layer, which departs from previous methods reliant on sequence-level decoding.
  arXiv  Detail & Related papers  (2024-02-07T13:51:26Z)
• Enhanced LFTSformer: A Novel Long-Term Financial Time Series Prediction Model Using Advanced Feature Engineering and the DS Encoder Informer Architecture [0.8532753451809455]
  This study presents a groundbreaking model for forecasting long-term financial time series, termed the Enhanced LFTSformer. The model distinguishes itself through several significant innovations. Systematic experimentation on a range of benchmark stock market datasets demonstrates that the Enhanced LFTSformer outperforms traditional machine learning models.
  arXiv  Detail & Related papers  (2023-10-03T08:37:21Z)
• Time-LLM: Time Series Forecasting by Reprogramming Large Language Models [110.20279343734548]
  Time series forecasting holds significant importance in many real-world dynamic systems. We present Time-LLM, a reprogramming framework to repurpose large language models for time series forecasting. Time-LLM is a powerful time series learner that outperforms state-of-the-art, specialized forecasting models.
  arXiv  Detail & Related papers  (2023-10-03T01:31:25Z)
• Scaling Vision-Language Models with Sparse Mixture of Experts [128.0882767889029]
  We show that mixture-of-experts (MoE) techniques can achieve state-of-the-art performance on a range of benchmarks over dense models of equivalent computational cost. Our research offers valuable insights into stabilizing the training of MoE models, understanding the impact of MoE on model interpretability, and balancing the trade-offs between compute performance when scaling vision-language models.
  arXiv  Detail & Related papers  (2023-03-13T16:00:31Z)
• Large Language Models Are Latent Variable Models: Explaining and Finding Good Demonstrations for In-Context Learning [104.58874584354787]
  In recent years, pre-trained large language models (LLMs) have demonstrated remarkable efficiency in achieving an inference-time few-shot learning capability known as in-context learning. This study aims to examine the in-context learning phenomenon through a Bayesian lens, viewing real-world LLMs as latent variable models.
  arXiv  Detail & Related papers  (2023-01-27T18:59:01Z)
• Large Language Models with Controllable Working Memory [64.71038763708161]
  Large language models (LLMs) have led to a series of breakthroughs in natural language processing (NLP) What further sets these models apart is the massive amounts of world knowledge they internalize during pretraining. How the model's world knowledge interacts with the factual information presented in the context remains under explored.
  arXiv  Detail & Related papers  (2022-11-09T18:58:29Z)

This list is automatically generated from the titles and abstracts of the papers in this site.

This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.