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PaP-NF: Probabilistic Long-Term Time Series Forecasting via Prefix-as-Prompt Reprogramming and Normalizing Flows

arXiv 2605.23219 ↗First posted 22 May 2026cs.LG cs.AIcited by 0

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Abstract (arXiv)

Time series forecasting plays a central role in many real-world applications and has been extensively studied. Most existing approaches rely on deterministic models. However, real-world environments exhibit inherently uncertain and complex future behaviors, making single-point predictions insufficient. This highlights the need for probabilistic forecasting methods that can quantify and represent uncertainty. In this work, we propose PaP-NF, a probabilistic forecasting framework that aligns continuous time series representations with a frozen large language model (LLM) using a Prefix-as-Prompt mechanism, and conditions a normalizing flow decoder on the global context extracted by the LLM. The quality of the resulting predictive distributions is evaluated using the Continuous Ranked Probability Score (CRPS), a standard metric in probabilistic forecasting. Across a variety of long-term forecasting benchmarks, PaP-NF robustly captures multi-modal uncertainty while maintaining competitive point forecasting accuracy. The official implementation is available at: https://github.com/democracy04/PaP-NF

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 22 of its 30 references that are in the map. First posted on arXiv 22 May 2026.

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22 of 30 references.

References · 22

  1. 2023LLaMA: Open and Efficient Foundation Language Modelscited by 13,958
  2. 2021Prefix-Tuning: Optimizing Continuous Prompts for Generationcited by 3,878
  3. 2021The Power of Scale for Parameter-Efficient Prompt Tuningcited by 3,769
  4. 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
  5. 2016Density estimation using Real NVPcited by 2,029
  6. 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
  7. 2022Are Transformers Effective for Time Series Forecasting?cited by 1,400
  8. 2019Normalizing Flows for Probabilistic Modeling and Inferencecited by 1,315
  9. 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,200
  10. 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,030
  11. 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,004
  12. 2023Time-LLM: Time Series Forecasting by Reprogramming Large Language Modelscited by 680
10 more
  1. 2023One Fits All:Power General Time Series Analysis by Pretrained LMcited by 615
  2. 2021CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputationcited by 577
  3. 2022Non-stationary Transformers: Exploring the Stationarity in Time Series Forecastingcited by 385
  4. 2024Are Language Models Actually Useful for Time Series Forecasting?cited by 163
  5. 2022Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structurescited by 158
  6. 2022ETSformer: Exponential Smoothing Transformers for Time-series Forecastingcited by 146
  7. 2020Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flowscited by 142
  8. 2023Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecastingcited by 102
  9. 2024A Comprehensive Survey of Deep Learning for Time Series Forecasting: Architectural Diversity and Open Challengescited by 46
  10. 2023AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecastingcited by 36

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