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Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging.…

Machine Learning · Computer Science 2024-05-24 Shiyu Wang , Haixu Wu , Xiaoming Shi , Tengge Hu , Huakun Luo , Lintao Ma , James Y. Zhang , Jun Zhou

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

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

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

Modern time-series forecasting models often fail to make full use of rich unstructured information about the time series themselves. This lack of proper conditioning can lead to obvious model failures; for example, models may be unaware of…

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

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

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 crucial for various applications, such as weather forecasting, power load forecasting, and financial analysis. In recent studies, MLP-mixer models for time series forecasting have been shown as a promising…

Machine Learning · Computer Science 2024-12-24 Md Mahmuddun Nabi Murad , Mehmet Aktukmak , Yasin Yilmaz

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

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this…

Machine Learning · Computer Science 2026-03-24 Yushan Jiang , Wenchao Yu , Geon Lee , Dongjin Song , Kijung Shin , Wei Cheng , Yanchi Liu , Haifeng Chen

Real-world time-series datasets are often multivariate with complex dynamics. To capture this complexity, high capacity architectures like recurrent- or attention-based sequential deep learning models have become popular. However, recent…

Machine Learning · Computer Science 2023-09-12 Si-An Chen , Chun-Liang Li , Nate Yoder , Sercan O. Arik , Tomas Pfister

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

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 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

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved…

Machine Learning · Computer Science 2026-05-21 Zesen Wang , Lijuan Lan , Yonggang Li

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,…

This paper presents a comparative analysis evaluating the accuracy of Large Language Models (LLMs) against traditional macro time series forecasting approaches. In recent times, LLMs have surged in popularity for forecasting due to their…

Econometrics · Economics 2025-09-25 Andrea Carriero , Davide Pettenuzzo , Shubhranshu Shekhar

Spatial-temporal forecasting systems play a crucial role in addressing numerous real-world challenges. In this paper, we investigate the potential of addressing spatial-temporal forecasting problems using general time series forecasting…

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