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.
CodeTS introduces a verifiable framework for generating time series from natural language by translating textual temporal descriptions into executable code, which then produces the desired series. The approach constructs aligned Text‑Code‑TS triplets for supervised initialization and employs multi‑stage execution‑based rewards to ensure code validity and time‑series quality. Experiments on eight benchmarks show that CodeTS outperforms both LLM‑based and supervised generative baselines, offering a strong zero‑shot solution for Text‑to‑TS generation.
TSQueryBench is a synthetic benchmark comprising 500 time‑series instances and 10 query types, each paired with correct, partially correct, and incorrect natural‑language explanations. The study evaluates six large language models on explanation generation, ranking, scoring, and anomaly detection, revealing that models often fail to generate numerically correct explanations yet can reliably identify or score correct ones. These findings suggest that rubric‑guided LLM evaluation is more dependable than generation for numerically grounded time‑series reasoning.
arXiv:2602. 12147v4 Announce Type: replace Abstract: Time series foundation models (TSFMs) are revolutionizing the forecasting landscape from specific dataset modeling to generalizable task evaluation.
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: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:2601. 23204v2 Announce Type: replace Abstract: Time series data are integral to critical applications across domains such as finance, healthcare, transportation, and environmental science.
arXiv:2607. 11889v1 Announce Type: cross Abstract: Large language models trained on unrestricted internet corpora inevitably embed information from the future, introducing lookahead bias that compromises the validity of backtests and causal inference in finance and the social sciences.
arXiv:2606. 08601v1 Announce Type: new Abstract: Large Language Models (LLMs) have recently demonstrated impressive potential for time series forecasting.
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:2606. 01498v1 Announce Type: cross Abstract: Time series data inform critical decisions across many real-world domains.
arXiv:2608. 20116v1 Announce Type: new Abstract: Large language models (LLMs) are increasingly used in settings where textual summaries, numerical observations, and external tool outputs may provide conflicting evidence.