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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

An emerging topic in large language models (LLMs) is their application to time series forecasting, characterizing mainstream and patternable characteristics of time series. A relevant but rarely explored and more challenging question is…

Machine Learning · Computer Science 2024-08-08 Manqing Dong , Hao Huang , Longbing Cao

Recent work exploring the capabilities of pre-trained large language models (LLMs) has demonstrated their ability to act as general pattern machines by completing complex token sequences representing a wide array of tasks, including…

Computers and Society · Computer Science 2024-03-25 Seyed Parsa Neshaei , Richard Lee Davis , Adam Hazimeh , Bojan Lazarevski , Pierre Dillenbourg , Tanja Käser

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

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

Time series forecasting is important for applications spanning energy markets, climate analysis, and traffic management. However, existing methods struggle to effectively integrate exogenous texts and align them with the probabilistic…

Machine Learning · Computer Science 2025-07-30 Yueyang Yao , Jiajun Li , Xingyuan Dai , MengMeng Zhang , Xiaoyan Gong , Fei-Yue Wang , Yisheng Lv

Time series forecasting serves as an essential tool for many real-world applications, supporting tasks such as resource optimization and decision-making. Despite significant architectural advancements, most modern models still treat…

Machine Learning · Computer Science 2026-05-12 Sheng Pan , Ming Jin , Bo Du , Shirui Pan

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models…

Machine Learning · Computer Science 2025-04-09 Peiyuan Liu , Hang Guo , Tao Dai , Naiqi Li , Jigang Bao , Xudong Ren , Yong Jiang , Shu-Tao Xia

Generally, the decoder-only large language models (LLMs) are adapted to context-aware neural machine translation (NMT) in a concatenating way, where LLMs take the concatenation of the source sentence (i.e., intra-sentence context) and the…

Computation and Language · Computer Science 2024-09-24 Xinglin Lyu , Junhui Li , Yanqing Zhao , Min Zhang , Daimeng Wei , Shimin Tao , Hao Yang , Min Zhang

Pre-trained Language Models (PLMs), such as ChatGPT, have significantly advanced the field of natural language processing. This progress has inspired a series of innovative studies that explore the adaptation of PLMs to time series…

Artificial Intelligence · Computer Science 2025-06-06 Weijia Zhang , Chenlong Yin , Hao Liu , Hui Xiong

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

Advanced epidemic forecasting is critical for enabling precision containment strategies, highlighting its strategic importance for public health security. While recent advances in Large Language Models (LLMs) have demonstrated effectiveness…

Machine Learning · Computer Science 2025-05-20 Chenghua Gong , Rui Sun , Yuhao Zheng , Juyuan Zhang , Tianjun Gu , Liming Pan , Linyuan Lv

Large language models (LLMs) are often trained on extensive, temporally indiscriminate text corpora, reflecting the lack of datasets with temporal metadata. This approach is not aligned with the evolving nature of language. Conventional…

Computation and Language · Computer Science 2024-04-30 Felix Drinkall , Eghbal Rahimikia , Janet B. Pierrehumbert , Stefan Zohren

Multimodal Large Language Models (MLLMs) are widely regarded as crucial in the exploration of Artificial General Intelligence (AGI). The core of MLLMs lies in their capability to achieve cross-modal alignment. To attain this goal, current…

Computation and Language · Computer Science 2024-11-26 Fei Zhao , Taotian Pang , Chunhui Li , Zhen Wu , Junjie Guo , Shangyu Xing , Xinyu Dai

This paper introduces a novel approach that leverages Large Language Models (LLMs) and Generative Agents to enhance time series forecasting by reasoning across both text and time series data. With language as a medium, our method adaptively…

Artificial Intelligence · Computer Science 2024-10-31 Xinlei Wang , Maike Feng , Jing Qiu , Jinjin Gu , Junhua Zhao

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

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities…

Machine Learning · Computer Science 2026-02-06 Jiecheng Lu , Yan Sun , Shihao Yang

Temporal point processes (TPPs) are widely used to model the timing and occurrence of events in domains such as social networks, transportation systems, and e-commerce. In this paper, we introduce TPP-LLM, a novel framework that integrates…

Machine Learning · Computer Science 2025-06-11 Zefang Liu , Yinzhu Quan

Large language models (LLMs) have demonstrated their effectiveness in multivariate time series classification (MTSC). Effective adaptation of LLMs for MTSC necessitates informative data representations. Existing LLM-based methods directly…

Artificial Intelligence · Computer Science 2025-10-29 Jiahao Wang , Mingyue Cheng , Qingyang Mao , Yitong Zhou , Daoyu Wang , Qi Liu , Feiyang Xu , Xin Li

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