融合历史描述与预测文本,提升时间序列预测精度。
Dual-Forecaster: A Multimodal Time Series Model Integrating Descriptive and Predictive Texts
- 设计双模态对齐机制,同时利用历史描述与未来预测文本。
- 在15个数据集上优于或媲美现有最优模型。
- 适合需要文本信息增强的时序分析场景。
现有单模态时间序列模型仅依赖数值序列,受限于信息不足。近期研究发现,多模态模型通过整合文本信息可解决核心问题。然而,这些模型仅关注历史或未来文本,忽视两者独特贡献;且难以捕捉文本与时间序列间的复杂关系,受限于多模态理解能力。为此,我们提出Dual-Forecaster,首个同时融合描述性历史文本与预测性文本的多模态时间序列模型,借助三种精心设计的跨模态对齐技术,显著提升多模态理解能力。在15个多模态时间序列数据集上的全面评估表明,Dual-Forecaster性能显著优于或媲美现有最先进模型,凸显整合文本信息在时间序列预测中的优势。该工作为文本与数值时间序列数据的融合提供了新路径。
原文摘要 · Abstract (English)
Most existing single-modal time series models rely solely on numerical series, which suffer from the limitations imposed by insufficient information. Recent studies have revealed that multimodal models can address the core issue by integrating textual information. However, these models focus on either historical or future textual information, overlooking the unique contributions each plays in time series forecasting. Besides, these models fail to grasp the intricate relationships between textual and time series data, constrained by their moderate capacity for multimodal comprehension. To tackle these challenges, we propose Dual-Forecaster, a pioneering multimodal time series model that combines both descriptively historical textual information and predictive textual insights, leveraging advanced multimodal comprehension capability empowered by three well-designed cross-modality alignment techniques. Our comprehensive evaluations on fifteen multimodal time series datasets demonstrate that Dual-Forecaster is a distinctly effective multimodal time series model that outperforms or is comparable to other state-of-the-art models, highlighting the superiority of integrating textual information for time series forecasting. This work opens new avenues in the integration of textual information with numerical time series data for multimodal time series analysis.
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