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This work introduces a regime-aware in-context learning framework that leverages large language models (LLMs) for financial volatility forecasting under nonstationary market conditions. The proposed approach deploys pretrained LLMs to…

Machine Learning · Computer Science 2026-03-12 Saba Asaad , Shayan Mohajer Hamidi , Ali Bereyhi

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

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

Large language models (LLM) have emerged as a promising avenue for time series forecasting, offering the potential to integrate multimodal data. However, existing LLM-based approaches face notable limitations-such as marginalized role in…

Artificial Intelligence · Computer Science 2025-11-27 Zhiqing Cui , Binwu Wang , Qingxiang Liu , Yeqiang Wang , Zhengyang Zhou , Yuxuan Liang , Yang Wang

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time…

Machine Learning · Computer Science 2025-07-02 Sixun Dong , Wei Fan , Teresa Wu , Yanjie Fu

Despite Large Language Models' remarkable capabilities, understanding their internal representations remains challenging. Mechanistic interpretability tools such as sparse autoencoders (SAEs) were developed to extract interpretable features…

Machine Learning · Computer Science 2026-01-06 Xiangchen Song , Jiaqi Sun , Zijian Li , Yujia Zheng , Kun Zhang

Causality is essential for understanding complex systems, such as the economy, the brain, and the climate. Constructing causal graphs often relies on either data-driven or expert-driven approaches, both fraught with challenges. The former…

Artificial Intelligence · Computer Science 2024-06-12 Kai-Hendrik Cohrs , Gherardo Varando , Emiliano Diaz , Vasileios Sitokonstantinou , Gustau Camps-Valls

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate…

Machine Learning · Statistics 2026-02-06 Jiecheng Lu , Xu Han , Shihao Yang

Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…

Machine Learning · Computer Science 2026-05-27 Valentina Kuskova , Dmitry Zaytsev , Michael Coppedge

Recently, large language models (LLMs) have shown great promise in time series forecasting. However, most existing LLM-based forecasting methods still follow a static generative paradigm that directly maps historical observations to future…

Machine Learning · Computer Science 2026-05-05 Bokai Pan , Mingyue Cheng , Zhiding Liu , Shuo Yu , Xiaoyu Tao , Yuchong Wu , Qi Liu , Defu Lian , Enhong Chen

This paper explores how large language models can leverage multi-level contextual information to predict group coordination patterns in collaborative mixed reality environments. We demonstrate that encoding individual behavioral profiles,…

Human-Computer Interaction · Computer Science 2025-11-19 Diana Romero , Xin Gao , Daniel Khalkhali , Salma Elmalaki

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

In the realm of time series analysis, tackling the phenomenon of concept drift poses a significant challenge. Concept drift -- characterized by the evolving statistical properties of time series data, affects the reliability and accuracy of…

Machine Learning · Computer Science 2025-02-03 Kunpeng Xu , Lifei Chen , Shengrui Wang

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

Spatio-temporal forecasting plays a crucial role in various sectors such as transportation systems, logistics, and supply chain management. However, existing methods are limited by their ability to handle large, complex datasets. To…

Machine Learning · Computer Science 2024-08-27 Sakhinana Sagar Srinivas , Chidaksh Ravuru , Geethan Sannidhi , Venkataramana Runkana

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now…

Machine Learning · Computer Science 2024-05-14 Abishek Sriramulu , Christoph Bergmeir , Slawek Smyl

Using Reinforcement Learning (RL) to learn new robotic tasks from scratch is often inefficient. Leveraging prior knowledge has the potential to significantly enhance learning efficiency, which, however, raises two critical challenges: how…

Robotics · Computer Science 2025-06-10 Zechen Hu , Tong Xu , Xuesu Xiao , Xuan Wang

Context-aware emotion recognition (CAER) is a complex and significant task that requires perceiving emotions from various contextual cues. Previous approaches primarily focus on designing sophisticated architectures to extract emotional…

Computer Vision and Pattern Recognition · Computer Science 2024-07-17 Yuxuan Lei , Dingkang Yang , Zhaoyu Chen , Jiawei Chen , Peng Zhai , Lihua Zhang

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

We address the problem of uncertainty quantification in time series forecasting by exploiting observations at correlated sequences. Relational deep learning methods leveraging graph representations are among the most effective tools for…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Alexander Jenkins , Danilo Mandic , Cesare Alippi , Filippo Maria Bianchi
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