Using Pre-trained LLMs for Multivariate Time Series Forecasting
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Abstract (arXiv)
Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and performance from one domain or even modality to another seemingly-unrelated area, to help with multivariate demand time series forecasting. Attention in transformer-based methods requires something worth attending to -- more than just samples of a time-series. We explore different methods to map multivariate input time series into the LLM token embedding space. In particular, our novel multivariate patching strategy to embed time series features into decoder-only pre-trained Transformers produces results competitive with state-of-the-art time series forecasting models. We also use recently-developed weight-based diagnostics to validate our findings.
Key facts. Cited by 6 papers in the map (data through 14 Oct 2026). Builds on 36 of its 42 references that are in the map. First posted on arXiv 10 Jan 2025.
Builds on
36 of 42 references.
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Built on by
Citing papers per year: 2025: 3; 2026: 3.
6 papers.
- 2025Understanding Transformers for Time Series: Rank Structure, Flow-of-ranks, and Compressibilitycited by 9
- 2025Large Language models for Time Series Analysis: Techniques, Applications, and Challengescited by 3
- 2026Rethinking the Role of LLMs in Time Series Forecastingcited by 3
- 2025Multivariate Wireless Link Quality Prediction Based on Pre-trained Large Language Modelscited by 0
- 2026Forecasting Commencing Enrolments Under Data Sparsity: A Zero-Shot Time Series Foundation Models Framework for Higher Education Planningcited by 0
- 2026LLM Pretraining Shapes a Generalizable Manifold: Insights into Cross-Modal Transfer to Time Seriescited by 0
- 2026LLM Pretraining Shapes a Generalizable Manifold: Insights into Cross-Modal Transfer to Time Series19 May 2026
- 2026Rethinking the Role of LLMs in Time Series Forecasting16 Feb 2026
- 2026Forecasting Commencing Enrolments Under Data Sparsity: A Zero-Shot Time Series Foundation Models Framework for Higher Education Planning12 Feb 2026
- 2025Understanding Transformers for Time Series: Rank Structure, Flow-of-ranks, and Compressibility2 Oct 2025
- 2025Large Language models for Time Series Analysis: Techniques, Applications, and Challenges21 May 2025
- 2025Multivariate Wireless Link Quality Prediction Based on Pre-trained Large Language Models20 Jan 2025