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TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment

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arxiv 2406.01638 v5 pith:KKELCZJZ submitted 2024-06-03 cs.LG cs.AIcs.CL

classification cs.LGcs.AIcs.CL
keywords seriestimeembeddingspromptalignmentcross-modalitydisentangledencoding
verification ladder T0 review T1 audit T2 compute T3 formal
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Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale training data. Recently, large language models (LLMs) combining time series with textual prompts have achieved promising performance in MTSF. However, we discovered that current LLM-based solutions fall short in learning disentangled embeddings. We introduce TimeCMA, an intuitive yet effective framework for MTSF via cross-modality alignment. Specifically, we present a dual-modality encoding with two branches: the time series encoding branch extracts disentangled yet weak time series embeddings, and the LLM-empowered encoding branch wraps the same time series with text as prompts to obtain entangled yet robust prompt embeddings. As a result, such a cross-modality alignment retrieves both disentangled and robust time series embeddings, "the best of two worlds", from the prompt embeddings based on time series and prompt modality similarities. As another key design, to reduce the computational costs from time series with their length textual prompts, we design an effective prompt to encourage the most essential temporal information to be encapsulated in the last token: only the last token is passed to downstream prediction. We further store the last token embeddings to accelerate inference speed. Extensive experiments on eight real datasets demonstrate that TimeCMA outperforms state-of-the-arts.

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Cited by 3 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. BALM-TSF: Balanced Multimodal Alignment for LLM-Based Time Series Forecasting

    cs.AI 2025-08 conditional novelty 5.0 of 10

    BALM-TSF combines a statistical-prompt text branch with a patch-based time series branch, using scaling plus contrastive alignment to balance the two modalities, improving long-term and few-shot forecasting on five of...

  2. Can LLM Improve for Expert Forecast Combination? Evidence from the European Central Bank Survey

    stat.AP 2025-06 reject novelty 5.0 of 10

    A zero-shot LLM prompt beats equal-weighted averaging for one-year ECB SPF forecasts in one regression, but the result is fragile, the comparison is asymmetric, and no code or data are provided.

  3. MoFE-Time: Mixture of Frequency Domain Experts for Time-Series Forecasting Models

    cs.LG 2025-07 conditional novelty 4.0 of 10

    MoFE-Time reports average MSE 0.2755 and MAE 0.3226 across six public benchmarks, about 7% lower than Time-MoE, by adding frequency-domain experts to a Mixture of Experts transformer.

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