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arXiv 2602.14744cs.CL
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重新思考LLMs在时间序列预测中的作用

Rethinking the Role of LLMs in Time Series Forecasting

Ningbo Key Laboratory of Spatial Intelligence(空间智能 Ningbo 关键实验室);Digital Derivative, Institute of Digital Twin, Eastern Institute of Technology, Ningbo(数字衍生,数字孪生研究所,东部技术研究所,Ningbo);Zhejiang University(浙江大学)

Xin Qiu, Junlong Tong, Yirong Sun, Yunpu Ma, Wei Zhang, Xiaoyu Shen

AI总结:

本文研究了LLMs在时间序列预测中的作用,发现其在跨域泛化和复杂动态建模中表现优异,提供了有效模型设计的指导。

摘要:

大型语言模型(LLMs)已被引入时间序列预测(TSF),以融入超出数值信号的上下文知识。然而,现有研究质疑LLMs是否提供真正的益处,往往报告在没有LLMs的情况下性能相当。我们表明,这些结论源于有限的评估设置,并不适用于大规模场景。我们对LLM基于的TSF(LLM4TSF)进行了大规模研究,覆盖80亿个观测值、17种预测场景、4种时间跨度、多种对齐策略以及域内和域外设置。我们的结果表明,LLM4TS确实提高了预测性能,尤其是在跨域泛化方面有显著提升。预对齐在超过90%的任务中优于后对齐。两者预训练知识和LLM模型架构都起作用,扮演互补角色:预训练在分布变化下至关重要,而架构在建模复杂时间动态方面表现优异。此外,在大规模混合分布下,一个完整的LLM变得不可或缺,这通过token级路由分析和基于提示的改进得到证实。总体而言,我们的发现推翻了之前的负面评估,明确了LLMs在什么条件下不仅有用,并提供了有效模型设计的实用指导。我们发布代码在https://github.com/EIT-NLP/LLM4TSF。

英文摘要:

Large language models (LLMs) have been introduced to time series forecasting (TSF) to incorporate contextual knowledge beyond numerical signals. However, existing studies question whether LLMs provide genuine benefits, often reporting comparable performance without LLMs. We show that such conclusions stem from limited evaluation settings and do not hold at scale. We conduct a large-scale study of LLM-based TSF (LLM4TSF) across 8 billion observations, 17 forecasting scenarios, 4 horizons, multiple alignment strategies, and both in-domain and out-of-domain settings. Our results demonstrate that \emph{LLM4TS indeed improves forecasting performance}, with especially large gains in cross-domain generalization. Pre-alignment outperforming post-alignment in over 90\% of tasks. Both pretrained knowledge and model architecture of LLMs contribute and play complementary roles: pretraining is critical under distribution shifts, while architecture excels at modeling complex temporal dynamics. Moreover, under large-scale mixed distributions, a fully intact LLM becomes indispensable, as confirmed by token-level routing analysis and prompt-based improvements. Overall, Our findings overturn prior negative assessments, establish clear conditions under which LLMs are not only useful, and provide practical guidance for effective model design. We release our code at https://github.com/EIT-NLP/LLM4TSF.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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