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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

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural…

Machine Learning · Computer Science 2024-11-01 Yong Liu , Guo Qin , Xiangdong Huang , Jianmin Wang , Mingsheng Long

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…

Large language models (LLMs) are being applied to time series forecasting. But are language models actually useful for time series? In a series of ablation studies on three recent and popular LLM-based time series forecasting methods, we…

Machine Learning · Computer Science 2024-10-29 Mingtian Tan , Mike A. Merrill , Vinayak Gupta , Tim Althoff , Thomas Hartvigsen

Recently, there has been great success in leveraging pre-trained large language models (LLMs) for time series analysis. The core idea lies in effectively aligning the modality between natural language and time series. However, the…

Machine Learning · Computer Science 2026-03-03 Zongjiang Shang , Dongliang Cui , Binqing Wu , Ling Chen

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

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

Accurate load forecasting is crucial for maintaining the power balance between generators and consumers,particularly with the increasing integration of renewable energy sources, which introduce significant intermittent volatility. With the…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Mingyang Gao , Suyang Zhou , Wei Gu , Zhi Wu , Haiquan Liu , Aihua Zhou

The proliferation of time series foundation models has created a landscape where no single method achieves consistent superiority, framing the central challenge not as finding the best model, but as orchestrating an optimal ensemble with…

Artificial Intelligence · Computer Science 2025-12-19 Defu Cao , Michael Gee , Jinbo Liu , Hengxuan Wang , Wei Yang , Rui Wang , Yan Liu

Large Language Models (LLMs) have emerged as a promising paradigm for time series analytics, leveraging their massive parameters and the shared sequential nature of textual and time series data. However, a cross-modality gap exists between…

Machine Learning · Computer Science 2025-07-16 Chenxi Liu , Hao Miao , Cheng Long , Yan Zhao , Ziyue Li , Panos Kalnis

With the evolution of large language models (LLMs), there is growing interest in leveraging LLMs for time series tasks. In this paper, we explore the characteristics of LLMs for time series forecasting by considering various existing and…

Machine Learning · Computer Science 2025-02-11 Janghoon Yang

Time series data plays a critical role across diverse domains such as healthcare, energy, and finance, where tasks like classification, anomaly detection, and forecasting are essential for informed decision-making. Recently, large language…

Machine Learning · Computer Science 2024-12-18 Francis Tang , Ying Ding

Recent advancements in Large Language Models (LLMs) have the potential to transform financial analytics by integrating numerical and textual data. However, challenges such as insufficient context when fusing multimodal information and the…

Computational Finance · Quantitative Finance 2024-11-14 Hoyoung Lee , Youngsoo Choi , Yuhee Kwon

Time series analysis is pivotal in domains like financial forecasting and biomedical monitoring, yet traditional methods are constrained by limited nonlinear feature representation and long-term dependency capture. The emergence of Large…

Machine Learning · Computer Science 2025-06-16 Feifei Shi , Xueyan Yin , Kang Wang , Wanyu Tu , Qifu Sun , Huansheng Ning

The proliferation of edge devices has generated an unprecedented volume of time series data across different domains, motivating various well-customized methods. Recently, Large Language Models (LLMs) have emerged as a new paradigm for time…

Machine Learning · Computer Science 2025-05-06 Chenxi Liu , Shaowen Zhou , Qianxiong Xu , Hao Miao , Cheng Long , Ziyue Li , Rui Zhao

Multivariate Time Series Forecasting plays a key role in many applications. Recent works have explored using Large Language Models for MTSF to take advantage of their reasoning abilities. However, many methods treat LLMs as end-to-end…

Artificial Intelligence · Computer Science 2025-09-19 Kuiye Ding , Fanda Fan , Yao Wang , Ruijie jian , Xiaorui Wang , Luqi Gong , Yishan Jiang , Chunjie Luo , Jianfeng Zhan

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

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

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

Large Language Models (LLMs) have demonstrated effectiveness as zero-shot time series (TS) forecasters. The key challenge lies in tokenizing TS data into textual representations that align with LLMs' pre-trained knowledge. While existing…

Artificial Intelligence · Computer Science 2025-12-24 Xingyou Yin , Ceyao Zhang , Min Hu , Kai Chen