English

PaP-NF: Probabilistic Long-Term Time Series Forecasting via Prefix-as-Prompt Reprogramming and Normalizing Flows

Machine Learning 2026-05-25 v1 Artificial Intelligence

Abstract

Time series forecasting plays a central role in many real-world applications and has been extensively studied. Most existing approaches rely on deterministic models. However, real-world environments exhibit inherently uncertain and complex future behaviors, making single-point predictions insufficient. This highlights the need for probabilistic forecasting methods that can quantify and represent uncertainty. In this work, we propose PaP-NF, a probabilistic forecasting framework that aligns continuous time series representations with a frozen large language model (LLM) using a Prefix-as-Prompt mechanism, and conditions a normalizing flow decoder on the global context extracted by the LLM. The quality of the resulting predictive distributions is evaluated using the Continuous Ranked Probability Score (CRPS), a standard metric in probabilistic forecasting. Across a variety of long-term forecasting benchmarks, PaP-NF robustly captures multi-modal uncertainty while maintaining competitive point forecasting accuracy. The official implementation is available at: https://github.com/democracy04/PaP-NF

Keywords

Cite

@article{arxiv.2605.23219,
  title  = {PaP-NF: Probabilistic Long-Term Time Series Forecasting via Prefix-as-Prompt Reprogramming and Normalizing Flows},
  author = {Minju Kim and Youngbum Hur},
  journal= {arXiv preprint arXiv:2605.23219},
  year   = {2026}
}

Comments

Accepted to ICPR 2026

R2 v1 2026-07-22T07:27:36.088Z