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Large-scale self-supervised pre-training Transformer architecture have significantly boosted the performance for various tasks in natural language processing (NLP) and computer vision (CV). However, there is a lack of researches on…

Machine Learning · Computer Science 2022-10-06 Peiwang Tang , Xianchao Zhang

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

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

Pre-trained large language models (LLM) have emerged as a powerful tool for simulating various scenarios and generating output given specific instructions and multimodal input. In this work, we analyze the specific use of LLM to enhance a…

Machine Learning · Computer Science 2024-05-10 Yuhang Wu , Yingfei Wang , Chu Wang , Zeyu Zheng

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Time series forecasting remains a challenging task, particularly in the context of complex multiscale temporal patterns. This study presents LLM-Mixer, a framework that improves forecasting accuracy through the combination of multiscale…

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

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

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

Large Language Models (LLMs) have demonstrated impressive performance in time series analysis and seems to understand the time temporal relationship well than traditional transformer-based approaches. However, since LLMs are not designed…

Machine Learning · Computer Science 2025-05-27 Liangwei Nathan Zheng , Chang George Dong , Wei Emma Zhang , Lin Yue , Miao Xu , Olaf Maennel , Weitong Chen

Large language models (LLMs) are increasingly used to predict human behavior. We propose a measure for evaluating how much knowledge a pretrained LLM brings to such a prediction: its equivalent sample size, defined as the amount of…

Econometrics · Economics 2026-01-21 Wayne Gao , Sukjin Han , Annie Liang

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

Time series modeling holds significant importance in many real-world applications and has been extensively studied. While pre-trained foundation models have made impressive strides in the fields of natural language processing (NLP) and…

Computation and Language · Computer Science 2025-02-20 Juyuan Zhang , Wei Zhu , Jiechao Gao

Time series data is a key element of big data analytics, commonly found in domains such as finance, healthcare, climate forecasting, and transportation. In large scale real world settings, such data is often high dimensional and…

Machine Learning · Computer Science 2025-08-14 Younghwi Kim , Dohee Kim , Joongrock Kim , Sunghyun Sim

In recent years, Large Language Models (LLMs) have emerged as a prominent area of interest across various research domains, including Process Mining (PM). Current applications in PM have predominantly centered on prompt engineering…

Computation and Language · Computer Science 2025-09-04 Rafael Seidi Oyamada , Jari Peeperkorn , Jochen De Weerdt , Johannes De Smedt

Predicting future values in multivariate time series is vital across various domains. This work explores the use of large language models (LLMs) for this task. However, LLMs typically handle one-dimensional data. We introduce MultiCast, a…

Machine Learning · Computer Science 2024-05-24 Georgios Chatzigeorgakidis , Konstantinos Lentzos , Dimitrios Skoutas

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

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important…

Machine Learning · Computer Science 2020-01-24 Neo Wu , Bradley Green , Xue Ben , Shawn O'Banion

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

Modern large language models (LLMs) excel at tasks that require storing and retrieving knowledge, such as factual recall and question answering. Transformers are central to this capability because they can encode information during training…

Machine Learning · Statistics 2026-03-18 Nuri Mert Vural , Alberto Bietti , Mahdi Soltanolkotabi , Denny Wu