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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

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 investigates the effectiveness of large language models (LLMs) in answering questions over datasets. We examine their performance in two scenarios: (a) directly answering questions given a dataset file as input, and (b)…

Computation and Language · Computer Science 2026-05-12 Andreas Xenofontos , Pavlos Fafalios

This study evaluates the forecasting performance of recent language models (LLMs) on binary forecasting questions. We first introduce a novel dataset of over 600 binary forecasting questions, augmented with related news articles and their…

Computation and Language · Computer Science 2025-01-14 Gerrit Mutschlechner , Adam Jatowt

In the burgeoning domain of Large Language Models (LLMs), there is a growing interest in applying LLM to time series forecasting, with multiple studies focused on leveraging textual prompts to further enhance the predictive prowess. This…

Machine Learning · Computer Science 2024-11-19 Peisong Niu , Tian Zhou , Xue Wang , Liang Sun , Rong Jin

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

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 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

Recent studies have shown the ability of large language models to perform a variety of tasks, including time series forecasting. The flexible nature of these models allows them to be used for many applications. In this paper, we present a…

Machine Learning · Computer Science 2024-11-04 Sarah Alnegheimish , Linh Nguyen , Laure Berti-Equille , Kalyan Veeramachaneni

Large language models (LLMs) enable researchers to analyze text at unprecedented scale and minimal cost. Researchers can now revisit old questions and tackle novel ones with rich data. We provide an econometric framework for realizing this…

Econometrics · Economics 2025-12-08 Jens Ludwig , Sendhil Mullainathan , Ashesh Rambachan

Time series are critical for decision-making in fields like finance and healthcare. Their importance has driven a recent influx of works passing time series into language models, leading to non-trivial forecasting on some datasets. But it…

Computation and Language · Computer Science 2024-04-19 Mike A. Merrill , Mingtian Tan , Vinayak Gupta , Tom Hartvigsen , Tim Althoff

With the widespread adoption of Large Language Models (LLMs), there is a growing need to establish best practices for leveraging their capabilities beyond traditional natural language tasks. In this paper, a novel cross-domain knowledge…

Machine Learning · Computer Science 2025-09-29 Mohammadmahdi Ghasemloo , Alireza Moradi

Prompt-based evaluations suggest that large language models (LLMs) perform poorly on time series classification, raising doubts about whether they encode meaningful temporal structure. We show that this conclusion reflects limitations of…

Computation and Language · Computer Science 2026-03-13 Dan Schumacher , Erfan Nourbakhsh , Rocky Slavin , Anthony Rios

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

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

Large language models (LLMs) have recently been applied to forecasting tasks, with some works claiming these systems match or exceed human performance. In this paper, we argue that, as a community, we should be careful about such…

Machine Learning · Computer Science 2025-06-03 Daniel Paleka , Shashwat Goel , Jonas Geiping , Florian Tramèr

Large Language Models (LLMs) demonstrate partial forecasting competence across social, political, and economic events. Yet, their predictive ability varies sharply with domain structure and prompt framing. We investigate how forecasting…

Machine Learning · Computer Science 2025-11-25 Chinmay Karkar , Paras Chopra

This study explores the potential of large language models (LLMs) to enhance expert forecasting through ensemble learning. Leveraging the European Central Bank's Survey of Professional Forecasters (SPF) dataset, we propose a comprehensive…

Applications · Statistics 2025-07-01 Yinuo Ren , Jue Wang

Are Large language models (LLMs) temporally grounded? Since LLMs cannot perceive and interact with the environment, it is impossible to answer this question directly. Instead, we provide LLMs with textual narratives and probe them with…

Computation and Language · Computer Science 2023-11-17 Yifu Qiu , Zheng Zhao , Yftah Ziser , Anna Korhonen , Edoardo M. Ponti , Shay B. Cohen

Time-series prediction or forecasting is critical across many real-world dynamic systems, and recent studies have proposed using Large Language Models (LLMs) for this task due to their strong generalization capabilities and ability to…

Machine Learning · Computer Science 2025-06-04 Chamara Madarasingha , Nasrin Sohrabi , Zahir Tari