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Using pre-trained large language models (LLMs) as a backbone for time series prediction has recently attracted growing research interest. Existing approaches typically split time series into patches, map them to the token space of LLMs via…

Machine Learning · Computer Science 2026-03-09 Xinyu Zhang , Shanshan Feng , Xutao Li , Kenghong Lin , Fan Li , Pengfei Jia

Time series analysis is crucial in fields like finance, transportation, and industry. However, traditional models often focus solely on temporal features, limiting their ability to capture underlying information. This paper proposes a novel…

Machine Learning · Computer Science 2025-03-12 Shule Hao , Junpeng Bao , Chuncheng Lu

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural…

Machine Learning · Computer Science 2024-11-01 Yong Liu , Guo Qin , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

Machine Learning · Computer Science 2024-08-12 Rui Cao , Qiao Wang

Large Language Models (LLMs) have recently demonstrated significant potential in time series forecasting, offering impressive capabilities in handling complex temporal data. However, their robustness and reliability in real-world…

Machine Learning · Computer Science 2025-03-14 Fuqiang Liu , Sicong Jiang , Luis Miranda-Moreno , Seongjin Choi , Lijun Sun

Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on…

Machine Learning · Computer Science 2025-04-04 Wang Wei , Tiankai Yang , Hongjie Chen , Ryan A. Rossi , Yue Zhao , Franck Dernoncourt , Hoda Eldardiry

Diffusion models have recently emerged as powerful frameworks for generating high-quality images. While recent studies have explored their application to time series forecasting, these approaches face significant challenges in cross-modal…

Computer Vision and Pattern Recognition · Computer Science 2025-02-24 Weilin Ruan , Siru Zhong , Haomin Wen , Yuxuan Liang

Recently, remarkable progress has been made over large language models (LLMs), demonstrating their unprecedented capability in varieties of natural language tasks. However, completely training a large general-purpose model from the scratch…

Machine Learning · Computer Science 2024-02-06 Yushan Jiang , Zijie Pan , Xikun Zhang , Sahil Garg , Anderson Schneider , Yuriy Nevmyvaka , Dongjin Song

Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Mingyang Gao , Suyang Zhou , Wei Gu , Zhi Wu , Haiquan Liu , Aihua Zhou

Time series forecasting is an important challenge with significant applications in areas such as weather prediction, stock market analysis, scientific simulations and industrial process analysis. In this work, we introduce LMS-AutoTSF, a…

Machine Learning · Computer Science 2025-01-08 Ibrahim Delibasoglu , Sanjay Chakraborty , Fredrik Heintz

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

Machine Learning · Computer Science 2023-06-21 Xinli Yu , Zheng Chen , Yuan Ling , Shujing Dong , Zongyi Liu , Yanbin Lu

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual…

Artificial Intelligence · Computer Science 2025-09-03 Shiqiao Zhou , Holger Schöner , Huanbo Lyu , Edouard Fouché , Shuo Wang

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in…

Applications · Statistics 2020-04-28 Kasun Bandara , Christoph Bergmeir , Hansika Hewamalage

Large Language Models (LLMs) have been applied to time series forecasting tasks, leveraging pre-trained language models as the backbone and incorporating textual data to purportedly enhance the comprehensive capabilities of LLMs for time…

Computation and Language · Computer Science 2025-04-15 Zhengke Sun , Hangwei Qian , Ivor Tsang

Adapting Large Language Models (LLMs) that are extensively trained on abundant text data, and customizing the input prompt to enable time series forecasting has received considerable attention. While recent work has shown great potential…

Machine Learning · Computer Science 2024-12-09 Jayanie Bogahawatte , Sachith Seneviratne , Maneesha Perera , Saman Halgamuge

Large Language Models (LLMs), typified by OpenAI's GPT, have marked a significant advancement in artificial intelligence. Trained on vast amounts of text data, LLMs are capable of understanding and generating human-like text across a…

Artificial Intelligence · Computer Science 2024-10-29 Haochen Zhang , Yuyang Dong , Chuan Xiao , Masafumi Oyamada

Time series forecasting is critical across multiple domains, where time series data exhibit both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term…

Machine Learning · Computer Science 2026-04-17 Wenjie Ou , Zhishuo Zhao , Cheng Chen , Dongyue Guo , Yi Lin

Large Language Models (LLMs) have demonstrated impressive performance in time series analysis and seems to understand the time temporal relationship well than traditional transformer-based approaches. However, since LLMs are not designed…

Machine Learning · Computer Science 2025-05-27 Liangwei Nathan Zheng , Chang George Dong , Wei Emma Zhang , Lin Yue , Miao Xu , Olaf Maennel , Weitong Chen

Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only…

Machine Learning · Computer Science 2026-02-03 Suhan Guo , Bingxu Wang , Shaodan Zhang , Furao Shen