用符号化方法让大模型更好理解时间序列,提升分类与预测性能。
LLM-ABBA: Understanding time series via symbolic approximation
- 将时间序列转为符号表示,适配大模型现有词元
- 在UCR和医疗数据集上超越最新方法,回归任务达新SOTA
- 引入固定多边形链减少误差累积,适合时序建模与预测
大语言模型在时间序列任务中表现优异,但如何有效利用符号或现有词元挖掘时间序列中的语义信息,并对齐模型嵌入空间仍具挑战。本文提出一种符号化时间序列近似方法ABBA,通过建模幅度与周期特征,保留关键时序模式,同时兼容现有大模型词元。我们构建了LLM-ABBA框架,将该方法集成至大模型中,用于多种下游任务。实验表明,在UCR基准及三项医学时间序列分类任务中,该方法优于当前最先进水平;在时序外生回归(TSER)任务中达到新的最高性能。此外,通过引入固定多边形链技巧,显著缓解符号转数值过程中的累计误差问题,提升预测稳定性。结果显示其在时序预测任务中也具备竞争力。代码已公开于GitHub。
原文摘要 · Abstract (English)
The success of large language models (LLMs) for time series has been demonstrated in previous work. Utilizing a symbolic time series representation, one can efficiently bridge the gap between LLMs and time series. However, the remaining challenge is to exploit the semantic information hidden in time series by using symbols or existing tokens of LLMs, while aligning the embedding space of LLMs according to the hidden information of time series. The symbolic time series approximation (STSA) method called adaptive Brownian bridge-based symbolic aggregation (ABBA) shows outstanding efficacy in preserving salient time series features by modeling time series patterns in terms of amplitude and period while using existing tokens of LLMs. In this paper, we introduce a method, called LLM-ABBA, that integrates ABBA into large language models for various downstream time series tasks. By symbolizing time series, LLM-ABBA compares favorably to the recent state-of-the-art (SOTA) in UCR and three medical time series classification tasks. Meanwhile, a fixed-polygonal chain trick in ABBA is introduced to avoid obvious drifting during forecasting tasks by significantly mitigating the effects of cumulative error arising from misused symbols during the transition from symbols to numerical values. In time series regression tasks, LLM-ABBA achieves the new SOTA on Time Series Extrinsic Regression (TSER) benchmarks. LLM-ABBA also shows competitive forecasting capability compared to recent SOTA time series forecasting results. We believe this framework can also seamlessly extend to other time series tasks. Our simulation code is publicly available at: https://github.com/inEXASCALE/llm-abba
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