Logo-LLM: Local and Global Modeling with Large Language Models for Time Series Forecasting
- URL: http://arxiv.org/abs/2505.11017v1
- Date: Fri, 16 May 2025 09:10:49 GMT
- Title: Logo-LLM: Local and Global Modeling with Large Language Models for Time Series Forecasting
- Authors: Wenjie Ou, Zhishuo Zhao, Dongyue Guo, Yi Lin,
- Abstract summary: Time series forecasting is critical across multiple domains, where time series data exhibits both local patterns and global dependencies.<n>Recent methods that adapt large language models (LLMs) into time series forecasting inherit this limitation by treating LLMs as black-box encoders.<n>We propose Logo-LLM, a novel LLM-based framework that explicitly extracts and models multi-scale temporal features.
- Score: 6.537801724497769
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: Time series forecasting is critical across multiple domains, where time series data exhibits both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term local variations in time series. Recent methods that adapt large language models (LLMs) into time series forecasting inherit this limitation by treating LLMs as black-box encoders, relying solely on the final-layer output and underutilizing hierarchical representations. To address this limitation, we propose Logo-LLM, a novel LLM-based framework that explicitly extracts and models multi-scale temporal features from different layers of a pre-trained LLM. Through empirical analysis, we show that shallow layers of LLMs capture local dynamics in time series, while deeper layers encode global trends. Moreover, Logo-LLM introduces lightweight Local-Mixer and Global-Mixer modules to align and integrate features with the temporal input across layers. Extensive experiments demonstrate that Logo-LLM achieves superior performance across diverse benchmarks, with strong generalization in few-shot and zero-shot settings while maintaining low computational overhead.
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