arXiv:2608. 10149v1 Announce Type: new Abstract: Due to the diversity of real-world time series, no single forecasting model consistently dominates across all samples.
arXiv:2506. 10630v3 Announce Type: replace-cross Abstract: To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures.
arXiv:2506.10630v4 Announce Type: replace-cross Abstract: To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techni...
arXiv:2510. 03519v3 Announce Type: replace-cross Abstract: Time series reasoning is crucial to decision-making in diverse domains, including finance, energy, and scientific discovery.
NeST is a framework that adapts large language models (LLMs) for continuous time‑series forecasting by creating neighborhood‑aware text prototypes and aligning them with temporal representations through a nearest‑neighbor contrastive objective. It retrieves the most relevant prototypes and uses them to conditionally modulate time‑series features, enabling more effective integration of textual and temporal information. Experiments show that NeST outperforms state‑of‑the‑art methods on eight benchmarks, reduces MSE by 1.2% for long‑term forecasting, improves zero‑shot forecasting by 4.9%, and boosts R² by 3.3% on a real‑world photovoltaic power forecasting task.
arXiv:2508. 07195v2 Announce Type: replace-cross Abstract: Recent advances have demonstrated that Large Language Models (LLMs) can be effectively adapted for time series forecasting, revealing strong potential beyond natural language tasks.
arXiv:2609.40265v1 Announce Type: new Abstract: Real-world time-series applications increasingly require models that can handle time series forecasting, context-conditioned prediction, and language-b...
arXiv:2608. 01875v1 Announce Type: cross Abstract: Most time series (TS) models are specialized for a single task, either understanding (i.
arXiv:2608.23058v1 Announce Type: new Abstract: Large language models (LLMs) now support forecasting systems that combine language-based reasoning with temporal data, evidence retrieval, external too...
arXiv:2607. 28124v1 Announce Type: new Abstract: As forecasts increasingly drive decisions in fields such as energy, transportation, and healthcare, understanding the historical data behind these predictions has become as crucial as the predictions themselves.
arXiv:2609.13457v1 Announce Type: new Abstract: Timeseries multimodal large language models (TS-MLLMs) have recently begun leveraging the reasoning capabilities of large language models (LLMs) for qu...
arXiv:2606. 12481v1 Announce Type: cross Abstract: Large language models (LLMs) have demonstrated strong reasoning and instruction-following capabilities, making them potentially powerful tools for time-series analysis.
KairosAgent is an agentic framework that combines a large language model (LLM) reasoner with a time series foundation model (TSFM) forecaster to tackle cross‑domain multimodal time series forecasting. It dynamically invokes analytical tools to improve the LLM’s numerical comprehension and semantic reasoning, then fuses the reasoning outcomes into the TSFM pipeline for more accurate predictions. The approach is further enhanced by a curated large‑scale trajectory corpus and a reinforcement learning paradigm with multi‑turn refinement and turn‑level credit assignment, achieving superior zero‑shot forecasting performance.