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Large Language Models (LLMs) offer the potential for automatic time series analysis and reporting, which is a critical task across many domains, spanning healthcare, finance, climate, energy, and many more. In this paper, we propose a…

Computation and Language · Computer Science 2024-10-10 Elizabeth Fons , Rachneet Kaur , Soham Palande , Zhen Zeng , Tucker Balch , Manuela Veloso , Svitlana Vyetrenko

Large language models (LLMs) are being applied to time series forecasting. But are language models actually useful for time series? In a series of ablation studies on three recent and popular LLM-based time series forecasting methods, we…

Machine Learning · Computer Science 2024-10-29 Mingtian Tan , Mike A. Merrill , Vinayak Gupta , Tim Althoff , Thomas Hartvigsen

Large Language Model (LLM) powered agents have emerged as effective planners for Automated Machine Learning (AutoML) systems. While most existing AutoML approaches focus on automating feature engineering and model architecture search,…

Machine Learning · Computer Science 2025-11-27 Chin-Chia Michael Yeh , Vivian Lai , Uday Singh Saini , Xiran Fan , Yujie Fan , Junpeng Wang , Xin Dai , Yan Zheng

Time series analysis is essential for comprehending the complexities inherent in various realworld systems and applications. Although large language models (LLMs) have recently made significant strides, the development of artificial general…

Machine Learning · Computer Science 2024-06-04 Ming Jin , Yifan Zhang , Wei Chen , Kexin Zhang , Yuxuan Liang , Bin Yang , Jindong Wang , Shirui Pan , Qingsong Wen

Recently, LLMs (Large Language Models) have been adapted for time series prediction with significant success in pattern recognition. However, the common belief is that these models are not suitable for predicting financial market returns,…

Portfolio Management · Quantitative Finance 2025-11-04 Sebastien Valeyre , Sofiane Aboura

Recent advances in Large Language Models (LLMs) have demonstrated new possibilities for accurate and efficient time series analysis, but prior work often required heavy fine-tuning and/or ignored inter-series correlations. In this work, we…

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces…

Machine Learning · Computer Science 2024-12-03 Lingzheng Zhang , Lifeng Shen , Yimin Zheng , Shiyuan Piao , Ziyue Li , Fugee Tsung

Augmenting large language models (LLMs) with external tools has emerged as a promising approach to extend their utility, enabling them to solve practical tasks. Previous methods manually parse tool documentation and create in-context…

Computation and Language · Computer Science 2025-03-05 Zhengliang Shi , Shen Gao , Lingyong Yan , Yue Feng , Xiuyi Chen , Zhumin Chen , Dawei Yin , Suzan Verberne , Zhaochun Ren

Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities,…

Machine Learning · Computer Science 2025-03-14 Jialiang Tang , Shuo Chen , Chen Gong , Jing Zhang , Dacheng Tao

Long-term time series forecasting in centralized environments poses unique challenges regarding data privacy, communication overhead, and scalability. To address these challenges, we propose FedTime, a federated large language model (LLM)…

Machine Learning · Computer Science 2024-07-31 Raed Abdel-Sater , A. Ben Hamza

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

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

Large Language Models (LLMs), originally developed for natural language processing (NLP), have demonstrated the potential to generalize across modalities and domains. With their in-context learning (ICL) capabilities, LLMs can perform…

Artificial Intelligence · Computer Science 2025-08-26 Nikolaos Pavlidis , Vasilis Perifanis , Symeon Symeonidis , Pavlos S. Efraimidis

Effective analysis of time series data presents significant challenges due to the complex temporal dependencies and cross-channel interactions in multivariate data. Inspired by the way human analysts visually inspect time series to uncover…

Machine Learning · Computer Science 2025-10-10 Qinghua Liu , Sam Heshmati , Zheda Mai , Zubin Abraham , John Paparrizos , Liu Ren

Traditional time series analysis has long relied on pattern recognition, trained on static and well-established benchmarks. However, in real-world settings -- where policies shift, human behavior adapts, and unexpected events unfold --…

Artificial Intelligence · Computer Science 2025-10-16 Xinlei Wang , Mingtian Tan , Jing Qiu , Junhua Zhao , Jinjin Gu

This paper explores the potential of large language models (LLMs) to generate financial reports from time series data. We propose a framework encompassing prompt engineering, model selection, and evaluation. We introduce an automated…

Computation and Language · Computer Science 2025-07-02 Elizabeth Fons , Elena Kochkina , Rachneet Kaur , Zhen Zeng , Berowne Hlavaty , Charese Smiley , Svitlana Vyetrenko , Manuela Veloso

Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world data-scarce scenarios, which can be concealed due to the performance saturation with…

Machine Learning · Computer Science 2024-10-21 Yong Liu , Haoran Zhang , Chenyu Li , Xiangdong Huang , Jianmin Wang , Mingsheng Long

Recently, large language models (LLMs) have demonstrated powerful capabilities in performing various tasks and thus are applied by recent studies to time series forecasting (TSF) tasks, which predict future values with the given historical…

Computation and Language · Computer Science 2025-07-15 Chen Su , Yuanhe Tian , Qinyu Liu , Jun Zhang , Yan Song

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 recently been successfully applied to regression tasks -- such as time series forecasting and tabular prediction -- by leveraging their in-context learning abilities. However, their autoregressive decoding…

Machine Learning · Computer Science 2026-03-04 Julianna Piskorz , Katarzyna Kobalczyk , Mihaela van der Schaar