{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/efficient-multivariate-time-series","title":"Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation","arxiv_id":"2505.02138","date":"2025-05-04","proceeding":null,"authors":["Chenxi Liu","Hao Miao","Qianxiong Xu","Shaowen Zhou","Cheng Long","Yan Zhao","Ziyue Li","Rui Zhao"],"abstract":"Multivariate time series forecasting (MTSF) endeavors to predict future observations given historical data, playing a crucial role in time series data management systems. With advancements in large language models (LLMs), recent studies employ textual prompt tuning to infuse the knowledge of LLMs into MTSF. However, the deployment of LLMs often suffers from low efficiency during the inference phase. To address this problem, we introduce TimeKD, an efficient MTSF framework that leverages the calibrated language models and privileged knowledge distillation. TimeKD aims to generate high-quality future representations from the proposed cross-modality teacher model and cultivate an effective student model. The cross-modality teacher model adopts calibrated language models (CLMs) with ground truth prompts, motivated by the paradigm of Learning Under Privileged Information (LUPI). In addition, we design a subtractive cross attention (SCA) mechanism to refine these representations. To cultivate an effective student model, we propose an innovative privileged knowledge distillation (PKD) mechanism including correlation and feature distillation. PKD enables the student to replicate the teacher's behavior while minimizing their output discrepancy. Extensive experiments on real data offer insight into the effectiveness, efficiency, and scalability of the proposed TimeKD.","url_abs":"https://arxiv.org/abs/2505.02138v2","url_pdf":"https://arxiv.org/pdf/2505.02138v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"efficient-multivariate-time-series","repo_url":"https://github.com/chenxiliu-hnu/timekd","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"NOASSERTION"}},{"paper_slug":"efficient-multivariate-time-series","repo_url":"https://github.com/ChenxiLiu-HNU/ST-LLM","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"NOASSERTION"}},{"paper_slug":"efficient-multivariate-time-series","repo_url":"https://github.com/chenxiliu-hnu/cm2ts","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"knowledge-distillation","task_name":"Knowledge Distillation"},{"task_slug":"multivariate-time-series-forecasting","task_name":"Multivariate Time Series Forecasting"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"}],"methods":[{"method_slug":"attention","method_name":"Attention"},{"method_slug":"knowledge-distillation","method_name":"Knowledge Distillation"},{"method_slug":"softmax","method_name":"Softmax"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2505.02138","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2505.02138"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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