Hugging Face Trending Papers

FM-LLM: A frequency-enhanced mixture-of-experts framework for adapting LLMs to time series forecasting

Recent advances in Large Language Models (LLMs) have spurred cross-modal solutions for time-series forecasting. However, existing methods rely heavily on textual prompts for modality alignment-introducing nontrivial computational overhead and failing to leverage the rich spectral dynamics inherent in time-series data.

arXiv AI
Aug 18

Adapting LLMs to Time Series Forecasting via Temporal Heterogeneity Modeling and Representation Alignment

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.

By Yanru Sun, Emadeldeen Eldele, Zongxia Xie, Yucheng Wang, Wenzhe Niu, Qinghua Hu, Chee Keong Kwoh, Min Wu
arXiv AI
Aug 25

NeST: Neighborhood-aware semantic alignment and temporal modulation for LLM based 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.

By Jayanie Bogahawatte, Sachith Seneviratne, Maneesha Perera, Saman Halgamuge
arXiv Machine Learning
Sep 3

Compositional Spectral Prompts for LLM-based Online Time Series Forecasting

The paper introduces CoSPOT, an online time series forecasting framework that uses a frozen pre‑trained large language model (LLM) as the core forecaster. CoSPOT adapts to evolving data by applying compositional spectral prompts—frequency‑domain basis prompts weighted by their amplitudes—allowing the model to represent unseen patterns as new combinations of learned bases while updating few parameters. Experiments on real‑world datasets show CoSPOT’s effectiveness in extended online phases and cross‑dataset scenarios with significant distribution shifts.

By Seungyoon Choi, Hyunchul Kim, Jae-Gil Lee, Chanyoung Park
arXiv AI
Sep 7

Multi-Modal Time Series Prediction via Mixture of Modulated Experts

The paper introduces Expert Modulation, a novel approach for multi‑modal time series prediction that conditions both expert routing and computation on textual signals, thereby providing direct cross‑modal control over expert behavior. Unlike previous methods that rely on token‑level fusion, this mechanism avoids mixing temporal patches with language tokens in a shared embedding space, which can be problematic when high‑quality time‑text pairs are scarce or when time series characteristics vary widely. Experiments and theoretical analysis demonstrate that Expert Modulation yields strong improvements over existing multi‑modal forecasting techniques.

By Lige Zhang, Ali Maatouk, Jialin Chen, Karthik Charan Konduri, Leandros Tassiulas, Rex Ying
arXiv Machine Learning
Jun 2

FAiT: Frequency-Aware Inverted Transformer for Multivariate Time Series Forecasting

arXiv:2606. 01306v1 Announce Type: new Abstract: While Transformer-based architectures have established themselves as a dominant paradigm in Multivariate Time Series Forecasting (MTSF), their core self-attention mechanism inherently functions as a low-pass filter, systematically smoothing out high-frequency signals vital for sharp local changes.

By Peng He, Yao Liu, Yanglei Gan, Run Lin, Yuxiang Cai, Qiao Liu