arXiv AI By Sungjun Cho, Changho Shin, Suenggwan Jo, Xinya Yan, Shourjo Aditya Chaudhuri, Frederic Sala

LLM-Integrated Bayesian State Space Models for Multimodal Time-Series Forecasting

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The paper introduces LLM-Integrated Bayesian State Space Models (LBS) for multimodal time-series forecasting, combining a state space model backbone with a pretrained large language model to handle both numerical and textual data. LBS allows flexible lookback and forecast windows, principled uncertainty quantification, and improved temporal generalization. Experiments on the TextTimeCorpus benchmark show a 13.20% performance gain over the previous state‑of‑the‑art while providing human‑readable forecast summaries.

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