Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMs
- URL: http://arxiv.org/abs/2504.07360v1
- Date: Thu, 10 Apr 2025 01:02:37 GMT
- Title: Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMs
- Authors: Taibiao Zhao, Xiaobing Chen, Mingxuan Sun,
- Abstract summary: We propose a multi-level text alignment framework for time series forecasting using large language models (LLMs)<n>Our method decomposes time series into trend, seasonal, and residual components, which are then reprogrammed into component-specific text representations.<n> Experiments on multiple datasets demonstrate that our method outperforms state-of-the-art models in accuracy while providing good interpretability.
- Score: 6.612196783595362
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language processing (NLP) and other structured domains, aligning time series data with language-based representations while maintaining both predictive accuracy and interpretability remains a significant hurdle. Existing methods have attempted to reprogram time series data into text-based forms, but these often fall short in delivering meaningful, interpretable results. In this paper, we propose a multi-level text alignment framework for time series forecasting using LLMs that not only improves prediction accuracy but also enhances the interpretability of time series representations. Our method decomposes time series into trend, seasonal, and residual components, which are then reprogrammed into component-specific text representations. We introduce a multi-level alignment mechanism, where component-specific embeddings are aligned with pre-trained word tokens, enabling more interpretable forecasts. Experiments on multiple datasets demonstrate that our method outperforms state-of-the-art models in accuracy while providing good interpretability.
Related papers
- LLM-PS: Empowering Large Language Models for Time Series Forecasting with Temporal Patterns and Semantics [56.99021951927683]
Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring.<n>Existing Large Language Models (LLMs) usually perform suboptimally because they neglect the inherent characteristics of time series data.<n>We propose LLM-PS to empower the LLM for TSF by learning the fundamental textitPatterns and meaningful textitSemantics from time series data.
arXiv Detail & Related papers (2025-03-12T11:45:11Z) - Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal Narrative [65.84249211767921]
Texts as Time Series (TaTS) considers the time-series-paired texts to be auxiliary variables of the time series.<n>TaTS can be plugged into any existing numerical-only time series models and enable them to handle time series data with paired texts effectively.
arXiv Detail & Related papers (2025-02-13T03:43:27Z) - Time Series Language Model for Descriptive Caption Generation [11.796431549951055]
We introduce TSLM, a novel time series language model designed specifically for time series captioning.<n>TSLM operates as an encoder-decoder model, leveraging both text prompts and time series data representations.<n>We show that TSLM outperforms existing state-of-the-art approaches from multiple data modalities by a significant margin.
arXiv Detail & Related papers (2025-01-03T14:34:30Z) - Rethinking Time Series Forecasting with LLMs via Nearest Neighbor Contrastive Learning [1.7892194562398749]
We propose NNCL-TLLM: Nearest Neighbor Contrastive Learning for Time series forecasting via Large Language Models.<n>First, we generate time series compatible text prototypes such that each text prototype represents both word token embeddings in its neighborhood and time series characteristics.<n>We then fine-tune the layer normalization and positional embeddings of the LLM, keeping the other layers intact, reducing the trainable parameters and decreasing the computational cost.
arXiv Detail & Related papers (2024-12-06T06:32:47Z) - Metadata Matters for Time Series: Informative Forecasting with Transformers [70.38241681764738]
We propose a Metadata-informed Time Series Transformer (MetaTST) for time series forecasting.
To tackle the unstructured nature of metadata, MetaTST formalizes them into natural languages by pre-designed templates.
A Transformer encoder is employed to communicate series and metadata tokens, which can extend series representations by metadata information.
arXiv Detail & Related papers (2024-10-04T11:37:55Z) - An Evaluation of Standard Statistical Models and LLMs on Time Series Forecasting [16.583730806230644]
This study highlights the key challenges that large language models encounter in the context of time series prediction.
The empirical results indicate that while large language models can perform well in zero-shot forecasting for certain datasets, their predictive accuracy diminishes notably when confronted with diverse time series data and traditional signals.
arXiv Detail & Related papers (2024-08-09T05:13:03Z) - AutoTimes: Autoregressive Time Series Forecasters via Large Language Models [67.83502953961505]
AutoTimes projects time series into the embedding space of language tokens and autoregressively generates future predictions with arbitrary lengths.
We formulate time series as prompts, extending the context for prediction beyond the lookback window.
AutoTimes achieves state-of-the-art with 0.1% trainable parameters and over $5times$ training/inference speedup.
arXiv Detail & Related papers (2024-02-04T06:59:21Z) - Large Language Models Are Zero-Shot Time Series Forecasters [48.73953666153385]
By encoding time series as a string of numerical digits, we can frame time series forecasting as next-token prediction in text.
We find that large language models (LLMs) such as GPT-3 and LLaMA-2 can surprisingly zero-shot extrapolate time series at a level comparable to or exceeding the performance of purpose-built time series models trained on the downstream tasks.
arXiv Detail & Related papers (2023-10-11T19:01:28Z) - 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)
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.