Inferring Event Descriptions from Time Series with Language Models

• URL: http://arxiv.org/abs/2503.14190v1
• Date: Tue, 18 Mar 2025 12:07:33 GMT
• Title: Inferring Event Descriptions from Time Series with Language Models
• Authors: Mingtian Tan, Mike A. Merrill, Zack Gottesman, Tim Althoff, David Evans, Tom Hartvigsen,
• Abstract summary: Time series data measure how environments change over time and drive decision-making in critical domains like finance and healthcare.<n>We conduct the first study of whether Large Language Models (LLMs) can infer natural language events from time series.<n>We evaluate 16 LLMs and find that they demonstrate promising abilities to infer events from time series data.
• Score: 13.414101942484582
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Time series data measure how environments change over time and drive decision-making in critical domains like finance and healthcare. When analyzing time series, we often seek to understand the underlying events occurring in the measured environment. For example, one might ask: What caused a sharp drop in the stock price? Events are often described with natural language, so we conduct the first study of whether Large Language Models (LLMs) can infer natural language events from time series. We curate a new benchmark featuring win probabilities collected from 4,200 basketball and American football games, featuring 1.7M timesteps with real value data and corresponding natural language events. Building on the recent wave of using LLMs on time series, we evaluate 16 LLMs and find that they demonstrate promising abilities to infer events from time series data. The open-weights DeepSeek-R1 32B model outperforms proprietary models like GPT-4o. Despite this impressive initial performance, we also find clear avenues to improve recent models, as we identify failures when altering the provided context, event sequence lengths, and evaluation strategy. (All resources needed to reproduce our work are available: https://github.com/BennyTMT/GAMETime)

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