Papers › Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities

Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities

16 Feb 2024arXiv:2402.10835archive 2025-07-28

Hua Tang, Chong Zhang, Mingyu Jin, Qinkai Yu, Zhenting Wang, Xiaobo Jin, Yongfeng Zhang, Mengnan Du

Large language models (LLMs) have been applied in many fields and have developed rapidly in recent years. As a classic machine learning task, time series forecasting has recently been boosted by LLMs. Recent works treat large language models as \emph{zero-shot} time series reasoners without further fine-tuning, which achieves remarkable performance. However, there are some unexplored research problems when applying LLMs for time series forecasting under the zero-shot setting. For instance, the LLMs' preferences for the input time series are less understood. In this paper, by comparing LLMs with traditional time series forecasting models, we observe many interesting properties of LLMs in the context of time series forecasting. First, our study shows that LLMs perform well in predicting time series with clear patterns and trends, but face challenges with datasets lacking periodicity. This observation can be explained by the ability of LLMs to recognize the underlying period within datasets, which is supported by our experiments. In addition, the input strategy is investigated, and it is found that incorporating external knowledge and adopting natural language paraphrases substantially improve the predictive performance of LLMs for time series. Overall, our study contributes insight into LLMs' advantages and limitations in time series forecasting under different conditions.

PaperPDFCodeCode Syntology ran

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

For agents, Syntology's MCP tool lists every function and class Syntology harvested from this paper and whether it ran (how to connect): get_harvested_code_for_paper(arxiv_id="2402.10835")

Code

Syntology Ran 10 of 22 code samples harvested from 1 repository linked to this paper; 12 have no recorded run. Of those that ran: 10 ran with no contract checked.

By repository: official repository: 22 samples from 1 repository, 10 ran. The run record, sample by sample. “Ran” means executed on a synthesized input, not that the code is correct or reproduces the paper.

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

22 samples harvested; 10 ran; 0 honoured the contract we drafted; 12 have no recorded run. Read from Syntology's graph 2026-09-24; that is when this build read the record, not when the samples ran.

10ran
12unverified

Licence: 22 of the 22 samples are pointer only, meaning Syntology does not serve that copy's text. This page shows no code text for any sample; each one links to its file in the repository.

Harvested from mingyuj666/time-series-forecasting-with-llms. “Ran” means the sample executed on a synthesized input. It does not mean the output is correct, and nothing here reproduces the paper's results. “Honoured” and “violated” refer to a contract Syntology drafted from the code itself; “our draft was wrong” and “fixture could not drive it” are failures of Syntology's instrument, not of the code.

Each sample ends with its code_sha256, Syntology's identity for that exact code. An agent fetches the stored sample with Syntology's MCP tool get_code(code_sha256="…") (how to connect); click an identity to copy that call.

Repository labels, per sample. official repository: The archive marks this repository official for the paper. named in the paper: The archive records that the paper mentions this repository; it is not marked official. community (archive-listed): In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper. found in paper text by Syntology: Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted. community: Not in the archive's code links for this paper; a community repository Syntology harvested. Samples from a repository marked official are listed first. Licence labels name the repository's licence as recorded at harvest. “Pointer only” means Syntology does not serve that copy's text, for one of four reasons: no licence file was found; the licence was not identified; the licence is recorded as permissive but that copy's record is not marked cleared; or the licence is outside the permissive list Syntology serves text under (MIT, Apache-2.0, BSD and similar). Some licences outside that list permit redistribution, such as WTFPL, and GPL-3.0 under its conditions; they are simply not on the list. Hover a licence label for the reason. File links open the file on GitHub at the default branch, which may have changed since the harvest.

get_avg_tokens_per_step mingyuj666/time-series-forecasting-with-llms/models/promptcast.py official repository ran no licence file found · pointer only · a43c0e795f42a4e4 · report
get_chunked_AR_likelihoods mingyuj666/time-series-forecasting-with-llms/models/darts.py official repository ran no licence file found · pointer only · f9f0267039a3e10c · report
get_gp_predictions_data mingyuj666/time-series-forecasting-with-llms/models/gaussian_process.py official repository ran no licence file found · pointer only · c9d4277557a5ad48 · report
get_scaler mingyuj666/time-series-forecasting-with-llms/models/llmtime.py official repository ran no licence file found · pointer only · ddf3ae386381837b · report
handle_prediction mingyuj666/time-series-forecasting-with-llms/models/llmtime.py official repository ran no licence file found · pointer only · e2334c5cdd64f02f · report
llama2_model_string mingyuj666/time-series-forecasting-with-llms/models/llama.py official repository ran fingerprinted no licence file found · pointer only · ea3f2a9058322ab1 · report
metrics_used mingyuj666/time-series-forecasting-with-llms/utils_others.py official repository ran no licence file found · pointer only · c0e90befe3def690 · report
paraphrase_seq2lan mingyuj666/time-series-forecasting-with-llms/utils_paragraph.py official repository ran no licence file found · pointer only · 1584833dcf9cb539 · report
test_gp mingyuj666/time-series-forecasting-with-llms/models/gaussian_process.py official repository ran no licence file found · pointer only · a944775a44d34a92 · report
unflatten mingyuj666/time-series-forecasting-with-llms/models/utils.py official repository ran no licence file found · pointer only · fbf4f5f91d7ae546 · report
describe_change mingyuj666/time-series-forecasting-with-llms/utils_paragraph.py official repository unverified no licence file found · pointer only · 697cdd488db56658 · report
evaluate_hyper mingyuj666/time-series-forecasting-with-llms/models/validation_likelihood_tuning.py official repository unverified no licence file found · pointer only · 2a86130b6c290600 · report
flatten mingyuj666/time-series-forecasting-with-llms/models/utils.py official repository unverified no licence file found · pointer only · 4d2db8ac4af8bffc · report
get_allowed_ids mingyuj666/time-series-forecasting-with-llms/models/gpt.py official repository unverified no licence file found · pointer only · 07a1ec7a6c69ed48 · report
get_model_and_tokenizer mingyuj666/time-series-forecasting-with-llms/models/llama.py official repository unverified no licence file found · pointer only · 42592f351c8e9f61 · report
get_token_ids mingyuj666/time-series-forecasting-with-llms/models/promptcast.py official repository unverified no licence file found · pointer only · 013b729b67771afc · report
get_tokenizer mingyuj666/time-series-forecasting-with-llms/models/llama.py official repository unverified no licence file found · pointer only · cfe13ed62ca54e83 · report
make_validation_dataset mingyuj666/time-series-forecasting-with-llms/models/validation_likelihood_tuning.py official repository unverified no licence file found · pointer only · 3ead7ce217600482 · report
paraphrase_initial mingyuj666/time-series-forecasting-with-llms/utils_paragraph.py official repository unverified no licence file found · pointer only · 7c64b8e59c3fb35b · report
sample_config mingyuj666/time-series-forecasting-with-llms/models/utils.py official repository unverified no licence file found · pointer only · 3aae9ed7e6ed94d4 · report
tokenize_fn mingyuj666/time-series-forecasting-with-llms/models/gpt.py official repository unverified no licence file found · pointer only · 0974c070244bffa0 · report
train_gp mingyuj666/time-series-forecasting-with-llms/models/gaussian_process.py official repository unverified no licence file found · pointer only · 76c5dcef347a5103 · report

Tasks

Time SeriesTime Series ForecastingTime Series Prediction

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections