# DP-GPT4MTS: Dual-Prompt Large Language Model for Textual-Numerical Time Series Forecasting

arXiv: https://arxiv.org/abs/2508.04239 · HTML: https://mlsanity.com/paper/2508.04239/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 13 of its 30 references that are in the map.
- First posted on arXiv 6 Aug 2025.

## Builds on (most cited first, 13 of 13)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [LLaMA: Open and Efficient Foundation Language Models](https://mlsanity.com/paper/2302.13971/) (2023)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Large Language Models as General Pattern Machines](https://mlsanity.com/paper/2307.04721/) (2023)
- [Large Language Models are Few-Shot Health Learners](https://mlsanity.com/paper/2305.15525/) (2023)
- [ForecastPFN: Synthetically-Trained Zero-Shot Forecasting](https://mlsanity.com/paper/2311.01933/) (2023)
- [From News to Forecast: Integrating Event Analysis in LLM-Based Time Series Forecasting with Reflection](https://mlsanity.com/paper/2409.17515/) (2024)
- [Enhancing Recommender Systems with Large Language Model Reasoning Graphs](https://mlsanity.com/paper/2308.10835/) (2023)
- [Leveraging Large Language Models for Pre-trained Recommender Systems](https://mlsanity.com/paper/2308.10837/) (2023)

## Built on by (most cited first, 1 of 1)

- [A Survey of Reasoning and Agentic Systems in Time Series with Large Language Models](https://mlsanity.com/paper/2509.11575/) (2025)

## Abstract (arXiv)

Time series forecasting is crucial in strategic planning and decision-making across various industries. Traditional forecasting models mainly concentrate on numerical time series data, often overlooking important textual information such as events and news, which can significantly affect forecasting accuracy. While large language models offer a promise for integrating multimodal data, existing single-prompt frameworks struggle to effectively capture the semantics of timestamped text, introducing redundant information that can hinder model performance. To address this limitation, we introduce DP-GPT4MTS (Dual-Prompt GPT2-base for Multimodal Time Series), a novel dual-prompt large language model framework that combines two complementary prompts: an explicit prompt for clear task instructions and a textual prompt for context-aware embeddings from time-stamped data. The tokenizer generates the explicit prompt while the embeddings from the textual prompt are refined through self-attention and feed-forward networks. Comprehensive experiments conducted on diverse textural-numerical time series datasets demonstrate that this approach outperforms state-of-the-art algorithms in time series forecasting. This highlights the significance of incorporating textual context via a dual-prompt mechanism to achieve more accurate time series predictions.