# Enhancing Large Language Models for Time-Series Forecasting via Vector-Injected In-Context Learning

arXiv: https://arxiv.org/abs/2601.07903 · HTML: https://mlsanity.com/paper/2601.07903/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 34 of its 58 references that are in the map.
- First posted on arXiv 12 Jan 2026.

## Builds on (most cited first, 30 of 34)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [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)
- [OPT: Open Pre-trained Transformer Language Models](https://mlsanity.com/paper/2205.01068/) (2022)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Don't Stop Pretraining: Adapt Language Models to Domains and Tasks](https://mlsanity.com/paper/2004.10964/) (2020)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Steering Llama 2 via Contrastive Activation Addition](https://mlsanity.com/paper/2312.06681/) (2023)
- [What learning algorithm is in-context learning? Investigations with linear models](https://mlsanity.com/paper/2211.15661/) (2022)
- [Learning To Retrieve Prompts for In-Context Learning](https://mlsanity.com/paper/2112.08633/) (2021)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-context LLMs Struggle with Long In-context Learning](https://mlsanity.com/paper/2404.02060/) (2024)
- [Many-Shot In-Context Learning](https://mlsanity.com/paper/2404.11018/) (2024)
- [What Makes Good Examples for Visual In-Context Learning?](https://mlsanity.com/paper/2301.13670/) (2023)
- [UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting](https://mlsanity.com/paper/2310.09751/) (2023)
- [LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series Forecasters](https://mlsanity.com/paper/2308.08469/) (2023)
- [In-Context Learning with Long-Context Models: An In-Depth Exploration](https://mlsanity.com/paper/2405.00200/) (2024)
- [CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning](https://mlsanity.com/paper/2403.07300/) (2024)
- [Efficient Nearest Neighbor Language Models](https://mlsanity.com/paper/2109.04212/) (2021)
- [Test-Time Model Adaptation with Only Forward Passes](https://mlsanity.com/paper/2404.01650/) (2024)
- [Multimodal Task Vectors Enable Many-Shot Multimodal In-Context Learning](https://mlsanity.com/paper/2406.15334/) (2024)
- [In-Context Fine-Tuning for Time-Series Foundation Models](https://mlsanity.com/paper/2410.24087/) (2024)
- [Understanding In-Context Learning from Repetitions](https://mlsanity.com/paper/2310.00297/) (2023)
- [Improving Reasoning Performance in Large Language Models via Representation Engineering](https://mlsanity.com/paper/2504.19483/) (2025)
- [CAMul: Calibrated and Accurate Multi-view Time-Series Forecasting](https://mlsanity.com/paper/2109.07438/) (2021)

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

- [Efficient Test-Time Scaling for LLM-based Time Series Forecasting](https://mlsanity.com/paper/2608.08675/) (2026)

## Abstract (arXiv)

The World Wide Web needs reliable predictive capabilities to respond to changes in user behavior and usage patterns. Time series forecasting (TSF) is a key means to achieve this goal. In recent years, the large language models (LLMs) for TSF (LLM4TSF) have achieved good performance. However, there is a significant difference between pretraining corpora and time series data, making it hard to guarantee forecasting quality when directly applying LLMs to TSF; fine-tuning LLMs can mitigate this issue, but often incurs substantial computational overhead. Thus, LLM4TSF faces a dual challenge of prediction performance and compute overhead. To address this, we aim to explore a method for improving the forecasting performance of LLM4TSF while freezing all LLM parameters to reduce computational overhead. Inspired by in-context learning (ICL), we propose LVICL. LVICL uses our vector-injected ICL to inject example information into a frozen LLM, eliciting its in-context learning ability and thereby enhancing its performance on the example-related task (i.e., TSF). Specifically, we first use the LLM together with a learnable context vector adapter to extract a context vector from multiple examples adaptively. This vector contains compressed, example-related information. Subsequently, during the forward pass, we inject this vector into every layer of the LLM to improve forecasting performance. Compared with conventional ICL that adds examples into the prompt, our vector-injected ICL does not increase prompt length; moreover, adaptively deriving a context vector from examples suppresses components harmful to forecasting, thereby improving model performance. Extensive experiments demonstrate the effectiveness of our approach.