arXiv AI By Yunhao Zhang, Ruiying Qi, Jiale Zheng, Jianfeng Zhang, Lujia Pan, Junchi Yan

Time Series as Language: A Universal Tokenizer for General-Purpose Time Series Foundation Models

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arXiv:2606. 09861v1 Announce Type: cross Abstract: While Next-Token Prediction (NTP) has unified LLM pretraining, its adaptation to unbounded, continuous time series (TS) remains open.

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arXiv AI
Jun 18

From Values to Tokens: An LLM-Driven Framework for Context-aware Time Series Forecasting via Symbolic Discretization

arXiv:2508. 09191v2 Announce Type: replace-cross Abstract: Time series forecasting plays a vital role in supporting decision-making across a wide range of critical applications, including energy, healthcare, and finance.

By Xiaoyu Tao, Shilong Zhang, Mingyue Cheng, Daoyu Wang, Tingyue Pan, Bokai Pan, Changqing Zhang, Shijin Wang
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
Hugging Face Trending Papers
5d ago

Instance-Adaptive Prompts as Context for Time-Series Foundation Models

The paper introduces PaCTS, a method that generates instance‑adaptive latent prompts—continuous embedding tokens—to provide compact contextual information for frozen time‑series foundation models (TSFMs). These prompts are constructed from instance‑specific global statistics and refined with segment‑level temporal data, enabling the model to capture both global characteristics and local temporal variations. Experiments show that PaCTS improves forecasting performance across various context lengths and model architectures, often outperforming the same backbone with double the context while reducing inference computation, and it also offers stronger improvements and better out‑of‑distribution generalization compared to weight‑space adaptation methods.