# LLM-Integrated Bayesian State Space Models for Multimodal Time-Series Forecasting

arXiv: https://arxiv.org/abs/2510.20952 · HTML: https://mlsanity.com/paper/2510.20952/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 40 references that are in the map.
- First posted on arXiv 23 Oct 2025.

## Builds on (most cited first, 27 of 27)

- [The Llama 3 Herd of Models](https://mlsanity.com/paper/2407.21783/) (2024)
- [Visual Instruction Tuning](https://mlsanity.com/paper/2304.08485/) (2023)
- [Qwen2.5 Technical Report](https://mlsanity.com/paper/2412.15115/) (2024)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Auto-Encoding Variational Bayes](https://mlsanity.com/paper/1312.6114/) (2013)
- [Prefix-Tuning: Optimizing Continuous Prompts for Generation](https://mlsanity.com/paper/2101.00190/) (2021)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [Multi-Task Learning Using Uncertainty to Weigh Losses for Scene Geometry and Semantics](https://mlsanity.com/paper/1705.07115/) (2017)
- [Learning Latent Dynamics for Planning from Pixels](https://mlsanity.com/paper/1811.04551/) (2018)
- [Mastering Atari with Discrete World Models](https://mlsanity.com/paper/2010.02193/) (2020)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [Adapting Language Models to Compress Contexts](https://mlsanity.com/paper/2305.14788/) (2023)
- [In-context Autoencoder for Context Compression in a Large Language Model](https://mlsanity.com/paper/2307.06945/) (2023)
- [Deep Kalman Filters](https://mlsanity.com/paper/1511.05121/) (2015)
- [KalmanNet: Neural Network Aided Kalman Filtering for Partially Known Dynamics](https://mlsanity.com/paper/2107.10043/) (2021)
- [A Disentangled Recognition and Nonlinear Dynamics Model for Unsupervised Learning](https://mlsanity.com/paper/1710.05741/) (2017)
- [ChatTime: A Unified Multimodal Time Series Foundation Model Bridging Numerical and Textual Data](https://mlsanity.com/paper/2412.11376/) (2024)
- [From News to Forecast: Integrating Event Analysis in LLM-Based Time Series Forecasting with Reflection](https://mlsanity.com/paper/2409.17515/) (2024)
- [Language Models Still Struggle to Zero-shot Reason about Time Series](https://mlsanity.com/paper/2404.11757/) (2024)
- [Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis](https://mlsanity.com/paper/2406.08627/) (2024)
- [TimeSeriesExam: A time series understanding exam](https://mlsanity.com/paper/2410.14752/) (2024)
- [Backprop KF: Learning Discriminative Deterministic State Estimators](https://mlsanity.com/paper/1605.07148/) (2016)
- [Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal Narrative](https://mlsanity.com/paper/2502.08942/) (2025)
- [Multi-Modal Forecaster: Jointly Predicting Time Series and Textual Data](https://mlsanity.com/paper/2411.06735/) (2024)
- [Compute Optimal Scaling of Skills: Knowledge vs Reasoning](https://mlsanity.com/paper/2503.10061/) (2025)

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

- [Position: A Dynamical Systems Perspective is Needed to Advance Time Series Modeling](https://mlsanity.com/paper/2602.16864/) (2026)

## Abstract (arXiv)

Forecasting in the real world requires integrating structured time-series data with unstructured textual information, but existing methods are architecturally limited by fixed input/output horizons and are unable to model or quantify uncertainty. We address this challenge by introducing LLM-integrated Bayesian State space models (LBS), a novel probabilistic framework for multimodal temporal forecasting. At a high level, LBS consists of two components: (1) a state space model (SSM) backbone that captures the temporal dynamics of latent states from which both numerical and textual observations are generated and (2) a pretrained large language model (LLM) that is adapted to encode textual inputs for posterior state estimation and decode textual forecasts consistent with the latent trajectory. This design enables flexible lookback and forecast windows, principled uncertainty quantification, and improved temporal generalization thanks to the well-suited inductive bias of SSMs toward modeling dynamical systems. Experiments on the TextTimeCorpus benchmark demonstrate that LBS improves the previous state-of-the-art by 13.20% while providing human-readable summaries of each forecast. Our work is the first to unify LLMs and SSMs for joint numerical and textual prediction, offering a novel foundation for multimodal temporal reasoning.