用双提示框架融合文本与时间序列数据,提升预测精度。
DP-GPT4MTS: Dual-Prompt Large Language Model for Textual-Numerical Time Series Forecasting
- 设计双提示机制,分别处理任务指令与上下文文本
- 在多个数据集上超越现有最先进模型性能
- 适合需要融合新闻事件等文本信息的预测场景
时间序列预测在各行业战略规划与决策中至关重要。传统模型多聚焦数值型时间序列,常忽略事件、新闻等文本信息对预测的显著影响。尽管大语言模型有望融合多模态数据,但现有单提示框架难以有效捕捉带时间戳文本的语义,易引入冗余信息,影响模型表现。为此,我们提出DP-GPT4MTS(Dual-Prompt GPT2-base for Multimodal Time Series),一种新型双提示大语言模型框架,包含显式提示(用于明确任务指令)和文本提示(用于生成时序上下文嵌入)。分词器生成显式提示,文本提示的嵌入通过自注意力与前馈网络进行优化。在多种文本-数值时间序列数据集上的全面实验表明,该方法在时间序列预测任务中优于现有最先进算法,凸显通过双提示机制融入文本上下文对实现更精准预测的重要性。
原文摘要 · Abstract (English)
Time series forecasting is crucial in strategic planning and decision-making across various industries. Traditional forecasting models mainly concentrate on numerical time series data, often overlooking important textual information such as events and news, which can significantly affect forecasting accuracy. While large language models offer a promise for integrating multimodal data, existing single-prompt frameworks struggle to effectively capture the semantics of timestamped text, introducing redundant information that can hinder model performance. To address this limitation, we introduce DP-GPT4MTS (Dual-Prompt GPT2-base for Multimodal Time Series), a novel dual-prompt large language model framework that combines two complementary prompts: an explicit prompt for clear task instructions and a textual prompt for context-aware embeddings from time-stamped data. The tokenizer generates the explicit prompt while the embeddings from the textual prompt are refined through self-attention and feed-forward networks. Comprehensive experiments conducted on diverse textural-numerical time series datasets demonstrate that this approach outperforms state-of-the-art algorithms in time series forecasting. This highlights the significance of incorporating textual context via a dual-prompt mechanism to achieve more accurate time series predictions.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。