mlsanityData to 14 Oct 2026

Using Pre-trained LLMs for Multivariate Time Series Forecasting

arXiv 2501.06386 ↗First posted 10 Jan 2025cs.LG cs.CLcited by 6

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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.

References · 36

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24 more
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Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 3; 2026: 3.

6 papers.