# TimeMKG: Knowledge-Infused Causal Reasoning for Multivariate Time Series Modeling

arXiv: https://arxiv.org/abs/2508.09630 · HTML: https://mlsanity.com/paper/2508.09630/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Placed in Time series reasoning, one of 17 directions in LLM reasoning.
- Builds on 14 of its 40 references that are in the map.
- First posted on arXiv 13 Aug 2025.

## Placed in

- LLM reasoning / [Time series reasoning](https://mlsanity.com/lr/time-series-reasoning/)

## Builds on (most cited first, 14 of 14)

- [Qwen3 Technical Report](https://mlsanity.com/paper/2505.09388/) (2025)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [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)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [LightRAG: Simple and Fast Retrieval-Augmented Generation](https://mlsanity.com/paper/2410.05779/) (2024)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment](https://mlsanity.com/paper/2406.01638/) (2024)
- [Aligning Vision to Language: Annotation-Free Multimodal Knowledge Graph Construction for Enhanced LLMs Reasoning](https://mlsanity.com/paper/2503.12972/) (2025)
- [Causal Reasoning in Large Language Models: A Knowledge Graph Approach](https://mlsanity.com/paper/2410.11588/) (2024)

## Built on by (most cited first, 2 of 2)

- [Distilling Time Series Foundation Models for Efficient Forecasting](https://mlsanity.com/paper/2601.12785/) (2026)
- [BeliefGraph-JEPA: Structured Latent World Models for Action-Conditioned Time Series](https://mlsanity.com/paper/2610.05409/) (2026)

## Abstract (arXiv)

Multivariate time series data typically comprises two distinct modalities: variable semantics and sampled numerical observations. Traditional time series models treat variables as anonymous statistical signals, overlooking the rich semantic information embedded in variable names and data descriptions. However, these textual descriptors often encode critical domain knowledge that is essential for robust and interpretable modeling. Here we present TimeMKG, a multimodal causal reasoning framework that elevates time series modeling from low-level signal processing to knowledge informed inference. TimeMKG employs large language models to interpret variable semantics and constructs structured Multivariate Knowledge Graphs that capture inter-variable relationships. A dual-modality encoder separately models the semantic prompts, generated from knowledge graph triplets, and the statistical patterns from historical time series. Cross-modality attention aligns and fuses these representations at the variable level, injecting causal priors into downstream tasks such as forecasting and classification, providing explicit and interpretable priors to guide model reasoning. The experiment in diverse datasets demonstrates that incorporating variable-level knowledge significantly improves both predictive performance and generalization.