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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

Time series forecasting is central to data analysis and web technologies. The recent success of Large Language Models (LLMs) offers significant potential for this field, especially from the cross-modality aspect. Most methods adopt an…

Machine Learning · Computer Science 2025-12-02 Yafei Lyu , Hao Zhou , Lu Zhang , Xu Yang , Zhiyong Liu

We propose Bayesian optimal sequential prediction as a new principle for understanding in-context learning (ICL). Unlike interpretations framing Transformers as performing implicit gradient descent, we formalize ICL as meta-learning over…

Machine Learning · Computer Science 2026-02-23 Di Zhang , Jiaqi Xing

Advanced epidemic forecasting is critical for enabling precision containment strategies, highlighting its strategic importance for public health security. While recent advances in Large Language Models (LLMs) have demonstrated effectiveness…

Machine Learning · Computer Science 2025-05-20 Chenghua Gong , Rui Sun , Yuhao Zheng , Juyuan Zhang , Tianjun Gu , Liming Pan , Linyuan Lv

Power system time series analytics is critical in understanding the system operation conditions and predicting the future trends. Despite the wide adoption of Artificial Intelligence (AI) tools, many AI-based time series analytical models…

Signal Processing · Electrical Eng. & Systems 2025-11-12 Zhenghao Zhou , Yiyan Li , Xinjie Yu , Runlong Liu , Zelin Guo , Zheng Yan , Mo-Yuen Chow , Yuqi Yang , Yang Xu

Flight trajectory prediction is a critical time series task in aviation. While deep learning methods have shown significant promise, the application of large language models (LLMs) to this domain remains underexplored. This study pioneers…

Artificial Intelligence · Computer Science 2025-01-30 Kaiwei Luo , Jiliu Zhou

In the constantly changing field of data-driven decision making, accurately predicting future events is crucial for strategic planning in various sectors. The emergence of Large Language Models (LLMs) marks a significant advancement in this…

Computation and Language · Computer Science 2025-01-10 Tommaso Soru , Jim Marshall

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

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

With the arrival of the R packages nlme and lme4, linear mixed models (LMMs) have come to be widely used in experimentally-driven areas like psychology, linguistics, and cognitive science. This tutorial provides a practical introduction to…

Methodology · Statistics 2020-01-17 Tanner Sorensen , Shravan Vasishth

While Large Language Models (LLMs) dominate tasks like natural language processing and computer vision, harnessing their power for spatial-temporal forecasting remains challenging. The disparity between sequential text and complex…

Machine Learning · Computer Science 2024-05-20 Lei Liu , Shuo Yu , Runze Wang , Zhenxun Ma , Yanming Shen

Large Language Models (LLMs) have demonstrated impressive performance across various tasks, with different models excelling in distinct domains and specific abilities. Effectively combining the predictions of multiple LLMs is crucial for…

Computation and Language · Computer Science 2025-08-01 Jizhou Guo

Estimating hidden states in dynamical systems, also known as optimal filtering, is a long-standing problem in various fields of science and engineering. In this paper, we introduce a general filtering framework, \textbf{LLM-Filter}, which…

Machine Learning · Computer Science 2025-09-25 Shiqi Liu , Wenhan Cao , Chang Liu , Zeyu He , Tianyi Zhang , Shengbo Eben Li

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

Large Language Models (LLMs) have seen significant use in domains such as natural language processing and computer vision. Going beyond text, image and graphics, LLMs present a significant potential for analysis of time series data,…

Machine Learning · Computer Science 2024-05-08 Xiyuan Zhang , Ranak Roy Chowdhury , Rajesh K. Gupta , Jingbo Shang

Accurate spatiotemporal traffic forecasting is a critical prerequisite for proactive resource management in dense urban mobile networks. While large language models have shown promise in time series analysis, they inherently struggle to…

Machine Learning · Computer Science 2026-05-15 Ning Yang , Hengyu Zhong , Haijun Zhang , Randall Berry

Imagine a world where clinical trials need far fewer patients to achieve the same statistical power, thanks to the knowledge encoded in large language models (LLMs). We present a novel framework for hierarchical Bayesian modeling of adverse…

Methodology · Statistics 2025-11-21 Shota Arai , David Selby , Andrew Vargo , Sebastian Vollmer

Datasets that exhibit non-Gaussian characteristics are common in many fields, while the current modeling framework and available software for non-Gaussian models is limited. We introduce Linear Latent Non-Gaussian Models (LLnGMs), a unified…

Methodology · Statistics 2026-03-02 David Bolin , Xiaotian Jin , Alexandre B. Simas , Jonas Wallin

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

We explore the application of large language models (LLMs) to empower domain experts in integrating large, heterogeneous, and noisy urban spatial datasets. Traditional rule-based integration methods are unable to cover all edge cases,…

Artificial Intelligence · Computer Science 2025-08-08 Bin Han , Robert Wolfe , Anat Caspi , Bill Howe
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