ADTime: Adaptive Multivariate Time Series Forecasting Using LLMs
Large language models (LLMs) have recently demonstrated notable performance, particularly in addressing the challenge of extensive data requirements when training traditional forecasting models. However, these methods encounter significant challenges when applied to high-dimensional and domain-speci...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Machine Learning and Knowledge Extraction |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-4990/7/2/35 |
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| Summary: | Large language models (LLMs) have recently demonstrated notable performance, particularly in addressing the challenge of extensive data requirements when training traditional forecasting models. However, these methods encounter significant challenges when applied to high-dimensional and domain-specific datasets. These challenges primarily arise from inability to effectively model inter-variable dependencies and capture variable-specific characteristics, leading to suboptimal performance in complex forecasting scenarios. To address these limitations, we propose <b>ADTime</b>, an adaptive LLM-based approach for multivariate time series forecasting. ADTime employs advanced preprocessing techniques to identify latent relationships among key variables and temporal features. Additionally, it integrates temporal alignment mechanisms and prompt-based strategies to enhance the semantic understanding of forecasting tasks by LLMs. Experimental results show that ADTime outperforms state-of-the-art methods, reducing MSE by 9.5% and MAE by 6.1% on public datasets, and by 17.1% and 13.5% on domain-specific datasets. Furthermore, zero-shot experiments on real-world refinery datasets demonstrate that ADTime exhibits stronger generalization capabilities across various transfer scenarios. These findings highlight the potential of ADTime in advancing complex, domain-specific time series forecasting tasks. |
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| ISSN: | 2504-4990 |