# AutoTimes: Autoregressive Time Series Forecasters via Large Language Models

arXiv: https://arxiv.org/abs/2402.02370 · HTML: https://mlsanity.com/paper/2402.02370/

## Key facts

- Cited by 65 papers in the map (data through 14 Oct 2026).
- Builds on 42 of its 59 references that are in the map.
- First posted on arXiv 4 Feb 2024.

## Builds on (most cited first, 30 of 42)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Learning Transferable Visual Models From Natural Language Supervision](https://mlsanity.com/paper/2103.00020/) (2021)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Exploring the Limits of Transfer Learning with a Unified Text-to-Text Transformer](https://mlsanity.com/paper/1910.10683/) (2019)
- [LoRA: Low-Rank Adaptation of Large Language Models](https://mlsanity.com/paper/2106.09685/) (2021)
- [LLaMA: Open and Efficient Foundation Language Models](https://mlsanity.com/paper/2302.13971/) (2023)
- [Visual Instruction Tuning](https://mlsanity.com/paper/2304.08485/) (2023)
- [Scaling Laws for Neural Language Models](https://mlsanity.com/paper/2001.08361/) (2020)
- [RoFormer: Enhanced Transformer with Rotary Position Embedding](https://mlsanity.com/paper/2104.09864/) (2021)
- [Flamingo: a Visual Language Model for Few-Shot Learning](https://mlsanity.com/paper/2204.14198/) (2022)
- [BLIP: Bootstrapping Language-Image Pre-training for Unified Vision-Language Understanding and Generation](https://mlsanity.com/paper/2201.12086/) (2022)
- [On the Opportunities and Risks of Foundation Models](https://mlsanity.com/paper/2108.07258/) (2021)
- [OPT: Open Pre-trained Transformer Language Models](https://mlsanity.com/paper/2205.01068/) (2022)
- [Training Compute-Optimal Large Language Models](https://mlsanity.com/paper/2203.15556/) (2022)
- [A Survey of Large Language Models](https://mlsanity.com/paper/2303.18223/) (2023)
- [Emergent Abilities of Large Language Models](https://mlsanity.com/paper/2206.07682/) (2022)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Aligning Books and Movies: Towards Story-like Visual Explanations by Watching Movies and Reading Books](https://mlsanity.com/paper/1506.06724/) (2015)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)

## Built on by (most cited first, 30 of 65)

- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [Large Language Models as End-to-end Combinatorial Optimization Solvers](https://mlsanity.com/paper/2509.16865/) (2025)
- [Output Scaling: YingLong-Delayed Chain of Thought in a Large Pretrained Time Series Forecasting Model](https://mlsanity.com/paper/2506.11029/) (2025)
- [Empowering Time Series Analysis with Foundation Models: A Comprehensive Survey](https://mlsanity.com/paper/2405.02358/) (2024)
- [Foundation Models for Time Series: A Survey](https://mlsanity.com/paper/2504.04011/) (2025)
- [How Can Time Series Analysis Benefit From Multiple Modalities? A Survey and Outlook](https://mlsanity.com/paper/2503.11835/) (2025)
- [Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation](https://mlsanity.com/paper/2505.02138/) (2025)
- [Context parroting: A simple but tough-to-beat baseline for foundation models in scientific machine learning](https://mlsanity.com/paper/2505.11349/) (2025)
- [Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space Models](https://mlsanity.com/paper/2410.09385/) (2024)
- [When Does Multimodality Lead to Better Time Series Forecasting?](https://mlsanity.com/paper/2506.21611/) (2025)
- [Unleashing The Power of Pre-Trained Language Models for Irregularly Sampled Time Series](https://mlsanity.com/paper/2408.08328/) (2024)
- [Multimodal Conditioned Diffusive Time Series Forecasting](https://mlsanity.com/paper/2504.19669/) (2025)
- [TimeCopilot](https://mlsanity.com/paper/2509.00616/) (2025)
- [TempoGPT: Enhancing Time Series Reasoning via Quantizing Embedding](https://mlsanity.com/paper/2501.07335/) (2025)
- [SEMPO: Lightweight Foundation Models for Time Series Forecasting](https://mlsanity.com/paper/2510.19710/) (2025)
- [EF-LLM: Energy Forecasting LLM with AI-assisted Automation, Enhanced Sparse Prediction, Hallucination Detection](https://mlsanity.com/paper/2411.00852/) (2024)
- [Benchmarking Physics-Informed Time-Series Models for Operational Global Station Weather Forecasting](https://mlsanity.com/paper/2406.14399/) (2024)
- [CITRAS: Covariate-Informed Transformer for Time Series Forecasting](https://mlsanity.com/paper/2503.24007/) (2025)
- [MLLM4TS: Leveraging Vision and Multimodal Language Models for General Time-Series Analysis](https://mlsanity.com/paper/2510.07513/) (2025)
- [Overcoming the Modality Gap in Context-Aided Forecasting](https://mlsanity.com/paper/2603.12451/) (2026)
- [DoLLM: How Large Language Models Understanding Network Flow Data to Detect Carpet Bombing DDoS](https://mlsanity.com/paper/2405.07638/) (2024)
- [Beyond Data Scarcity: A Frequency-Driven Framework for Zero-Shot Forecasting](https://mlsanity.com/paper/2411.15743/) (2024)
- [LLM-ABBA: Understanding time series via symbolic approximation](https://mlsanity.com/paper/2411.18506/) (2024)
- [Position: Universal Time Series Foundation Models Rest on a Category Error](https://mlsanity.com/paper/2602.05287/) (2026)
- [Impermanent: A Live Benchmark for Temporal Generalization in Time Series Forecasting](https://mlsanity.com/paper/2603.08707/) (2026)
- [Can we generate portable representations for clinical time series data using LLMs?](https://mlsanity.com/paper/2603.23987/) (2026)
- [LLM-TS Integrator: Integrating LLM for Enhanced Time Series Modeling](https://mlsanity.com/paper/2410.16489/) (2024)
- [From Tokenizer Bias to Backbone Capability: A Controlled Study of LLMs for Time Series Forecasting](https://mlsanity.com/paper/2504.08818/) (2025)
- [Dual-Forecaster: A Multimodal Time Series Model Integrating Descriptive and Predictive Texts](https://mlsanity.com/paper/2505.01135/) (2025)
- [PENGUIN: Enhancing Transformer with Periodic-Nested Group Attention for Long-term Time Series Forecasting](https://mlsanity.com/paper/2508.13773/) (2025)

## Abstract (arXiv)

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural language, increasing research demonstrates the feasibility of leveraging large language models (LLM) for time series. Nevertheless, the inherent autoregressive property and decoder-only architecture of LLMs have not been fully considered, resulting in insufficient utilization of LLM abilities. To fully revitalize the general-purpose token transition and multi-step generation capability of large language models, we propose AutoTimes to repurpose LLMs as autoregressive time series forecasters, which projects time series into the embedding space of language tokens and autoregressively generates future predictions with arbitrary lengths. Compatible with any decoder-only LLMs, the consequent forecaster exhibits the flexibility of the lookback length and scalability with larger LLMs. Further, we formulate time series as prompts, extending the context for prediction beyond the lookback window, termed in-context forecasting. By introducing LLM-embedded textual timestamps, AutoTimes can utilize chronological information to align multivariate time series. Empirically, AutoTimes achieves state-of-the-art with 0.1% trainable parameters and over 5× training/inference speedup compared to advanced LLM-based forecasters. Code is available at this repository: https://github.com/thuml/AutoTimes.
