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Related papers: In-context Time Series Predictor

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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

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

Time series forecasting (TSF) remains a challenging and largely unsolved problem in machine learning, despite significant recent efforts leveraging Large Language Models (LLMs), which predominantly rely on Transformer architectures.…

Machine Learning · Computer Science 2025-10-14 Yufa Zhou , Yixiao Wang , Surbhi Goel , Anru R. Zhang

Existing data-driven approaches in modeling and predicting time series data include ARIMA (Autoregressive Integrated Moving Average), Transformer-based models, LSTM (Long Short-Term Memory) and TCN (Temporal Convolutional Network). These…

Machine Learning · Computer Science 2025-12-09 Saroj Gopali , Bipin Chhetri , Deepika Giri , Sima Siami-Namini , Akbar Siami Namin

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

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting…

Computation and Language · Computer Science 2026-03-04 Xin Qiu , Junlong Tong , Yirong Sun , Yunpu Ma , Wei Zhang , Xiaoyu Shen

Time series data is fundamental to decision-making across many domains including healthcare, finance, power systems, and logistics. However, analyzing this data correctly often requires incorporating unstructured contextual information,…

Machine Learning · Computer Science 2026-03-17 Felix Parker , Nimeesha Chan , Chi Zhang , Kimia Ghobadi

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks,…

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…

Computation and Language · Computer Science 2025-08-05 Taibiao Zhao , Xiaobing Chen , Mingxuan Sun

The World Wide Web needs reliable predictive capabilities to respond to changes in user behavior and usage patterns. Time series forecasting (TSF) is a key means to achieve this goal. In recent years, the large language models (LLMs) for…

Machine Learning · Computer Science 2026-01-23 Jianqi Zhang , Jingyao Wang , Wenwen Qiang , Fanjiang Xu , Changwen Zheng

Recently, there has been a surge of Transformer-based solutions for the long-term time series forecasting (LTSF) task. Despite the growing performance over the past few years, we question the validity of this line of research in this work.…

Artificial Intelligence · Computer Science 2022-08-18 Ailing Zeng , Muxi Chen , Lei Zhang , Qiang Xu

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language…

Computation and Language · Computer Science 2024-12-31 Hua Tang , Chong Zhang , Mingyu Jin , Qinkai Yu , Zhenting Wang , Xiaobo Jin , Yongfeng Zhang , Mengnan Du

Given the significant potential of large language models (LLMs) in sequence modeling, emerging studies have begun applying them to time-series forecasting. Despite notable progress, existing methods still face two critical challenges: 1)…

Artificial Intelligence · Computer Science 2025-01-09 Pengfei Wang , Huanran Zheng , Qi'ao Xu , Silong Dai , Yiqiao Wang , Wenjing Yue , Wei Zhu , Tianwen Qian , Xiaoling Wang

Temporal knowledge graph (TKG) forecasting benchmarks challenge models to predict future facts using knowledge of past facts. In this paper, we apply large language models (LLMs) to these benchmarks using in-context learning (ICL). We…

Computation and Language · Computer Science 2023-10-23 Dong-Ho Lee , Kian Ahrabian , Woojeong Jin , Fred Morstatter , Jay Pujara

Time-series forecasting (TSF) finds broad applications in real-world scenarios. Prompting off-the-shelf Large Language Models (LLMs) demonstrates strong zero-shot TSF capabilities while preserving computational efficiency. However, existing…

Computation and Language · Computer Science 2024-02-27 Haoxin Liu , Zhiyuan Zhao , Jindong Wang , Harshavardhan Kamarthi , B. Aditya Prakash

Time series forecasting is prevalent in extensive real-world applications, such as financial analysis and energy planning. Previous studies primarily focus on time series modality, endeavoring to capture the intricate variations and…

Machine Learning · Computer Science 2024-10-08 Jiaxiang Dong , Haixu Wu , Yuxuan Wang , Li Zhang , Jianmin Wang , Mingsheng Long

Transformer-based Large Language Models (LLMs) have been applied in diverse areas such as knowledge bases, human interfaces, and dynamic agents, and marking a stride towards achieving Artificial General Intelligence (AGI). However, current…

Computation and Language · Computer Science 2024-02-27 Yunpeng Huang , Jingwei Xu , Junyu Lai , Zixu Jiang , Taolue Chen , Zenan Li , Yuan Yao , Xiaoxing Ma , Lijuan Yang , Hao Chen , Shupeng Li , Penghao Zhao

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an…

Machine Learning · Computer Science 2024-09-23 Nina Żukowska , Mononito Goswami , Michał Wiliński , Willa Potosnak , Artur Dubrawski

Time series data is essential in various applications, including climate modeling, healthcare monitoring, and financial analytics. Understanding the contextual information associated with real-world time series data is often essential for…

Artificial Intelligence · Computer Science 2025-03-11 Geon Lee , Wenchao Yu , Kijung Shin , Wei Cheng , Haifeng Chen
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