Papers › LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series Forecasters

LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series Forecasters

16 Aug 2023arXiv:2308.08469archive 2025-07-28

Ching Chang, Wei-Yao Wang, Wen-Chih Peng, Tien-Fu Chen

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world applicability. Recently, researchers have leveraged the representation learning transferability of pre-trained Large Language Models (LLMs) to handle limited non-linguistic datasets effectively. However, incorporating LLMs with time-series data presents challenges of limited adaptation due to different compositions between time-series and linguistic data, and the inability to process multi-scale temporal information. To tackle these challenges, we propose LLM4TS, a framework for time-series forecasting with pre-trained LLMs. LLM4TS consists of a two-stage fine-tuning strategy: the \textit{time-series alignment} stage to align LLMs with the nuances of time-series data, and the \textit{forecasting fine-tuning} stage for downstream time-series forecasting tasks. Furthermore, our framework features a novel two-level aggregation method that integrates multi-scale temporal data within pre-trained LLMs, enhancing their ability to interpret time-specific information. In experiments across 7 time-series forecasting datasets, LLM4TS is superior to existing state-of-the-art methods compared with trained-from-scratch models in full-shot scenarios, and also achieves an average improvement of 6.84% in MSE in few-shot scenarios. In addition, evaluations compared with different self-supervised learning approaches highlight LLM4TS's effectiveness with representation learning in forecasting tasks.

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change_dict_to_args blacksnail789521/LLM4TS/utils/tools.py official repository ran MIT (permissive) · e90c0a994b0d55fd · report
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Tasks

ChatbotMultivariate Time Series ForecastingRepresentation LearningSelf-Supervised LearningTime SeriesTime Series AlignmentTime Series Forecasting

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