用文本和时间序列平衡对齐,提升大模型预测精度。
BALM-TSF: Balanced Multimodal Alignment for LLM-Based Time Series Forecasting
- 通过可学习提示生成文本嵌入,与时间序列编码器协同
- 轻量级设计,参数极少却实现最优长程/少样本预测
- 适合需要融合文本信息的时间序列任务研究者
时间序列预测是长期且具有挑战性的研究课题。近年来,随着大语言模型(LLM)的兴起,研究逐渐从纯时间序列方法转向利用文本模态提升预测性能。然而,文本与时间数据间存在巨大差异,现有多模态架构常过度强调某一模态而忽略另一模态,导致信息损失,影响预测效果。为此,本文提出BALM-TSF(Balanced Multimodal Alignment for LLM-Based Time Series Forecasting),一种轻量级时间序列预测框架,以保持双模态间的平衡。具体而言,原始时间序列由时间序列编码器处理,其描述性统计输入带可学习提示的LLM,生成紧凑的文本嵌入。为确保时间序列与文本嵌入之间的跨模态上下文对齐,采用简单有效的缩放策略结合对比目标,将文本嵌入映射至时间序列嵌入的潜在空间。最终,对齐后的文本语义嵌入与时间序列嵌入共同用于预测。在标准基准上的大量实验表明,仅需极少可训练参数,BALM-TSF在长时序和少样本预测上均达到当前最优性能,验证了其有效融合文本与时间序列互补信息的能力。代码已开源:https://github.com/ShiqiaoZhou/BALM-TSF。
原文摘要 · Abstract (English)
Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual modalities to enhance forecasting performance. However, the vast discrepancy between text and temporal data often leads current multimodal architectures to over-emphasise one modality while neglecting the other, resulting in information loss that harms forecasting performance. To address this modality imbalance, we introduce BALM-TSF (Balanced Multimodal Alignment for LLM-Based Time Series Forecasting), a lightweight time series forecasting framework that maintains balance between the two modalities. Specifically, raw time series are processed by the time series encoder, while descriptive statistics of raw time series are fed to an LLM with learnable prompt, producing compact textual embeddings. To ensure balanced cross-modal context alignment of time series and textual embeddings, a simple yet effective scaling strategy combined with a contrastive objective then maps these textual embeddings into the latent space of the time series embeddings. Finally, the aligned textual semantic embeddings and time series embeddings are together integrated for forecasting. Extensive experiments on standard benchmarks show that, with minimal trainable parameters, BALM-TSF achieves state-of-the-art performance in both long-term and few-shot forecasting, confirming its ability to harness complementary information from text and time series. Code is available at https://github.com/ShiqiaoZhou/BALM-TSF.
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