用四类提示增强LLM时间序列预测,效果优于现有方法
MAP4TS: A Multi-Aspect Prompting Framework for Time-Series Forecasting with Large Language Models
- 设计四类提示:全局、局部、统计和时序,融合经典时间分析方法
- 在8个数据集上超越当前最优,尤其长周期预测表现更优
- 结构化提示让小模型(如GPT-2)胜过大模型,适合高效部署
近期研究尝试将预训练大语言模型(LLM)用于时间序列预测,通过将数值输入对齐至LLM嵌入空间。然而,现有多模态方法常忽略时间序列固有的统计特性与时间依赖性。为此,我们提出MAP4TS——一种新型多方面提示框架,将经典时间序列分析显式融入提示设计。框架包含四类专用提示:全局领域提示传递数据集级上下文,局部领域提示编码近期趋势与序列特有行为,统计与时序提示则嵌入基于自相关(ACF)、偏自相关(PACF)及傅里叶分析的手工洞察。多方面提示与原始时间序列嵌入结合,经跨模态对齐模块生成统一表示,再交由LLM处理并投影输出预测结果。在八个不同数据集上的实验表明,MAP4TS持续优于当前最先进的基于LLM的方法。消融实验进一步显示,提示感知设计显著提升性能稳定性;且搭配结构化提示时,GPT-2主干模型在长周期预测任务中表现超越更大模型如LLaMA。
原文摘要 · Abstract (English)
Recent advances have investigated the use of pretrained large language models (LLMs) for time-series forecasting by aligning numerical inputs with LLM embedding spaces. However, existing multimodal approaches often overlook the distinct statistical properties and temporal dependencies that are fundamental to time-series data. To bridge this gap, we propose MAP4TS, a novel Multi-Aspect Prompting Framework that explicitly incorporates classical time-series analysis into the prompt design. Our framework introduces four specialized prompt components: a Global Domain Prompt that conveys dataset-level context, a Local Domain Prompt that encodes recent trends and series-specific behaviors, and a pair of Statistical and Temporal Prompts that embed handcrafted insights derived from autocorrelation (ACF), partial autocorrelation (PACF), and Fourier analysis. Multi-Aspect Prompts are combined with raw time-series embeddings and passed through a cross-modality alignment module to produce unified representations, which are then processed by an LLM and projected for final forecasting. Extensive experiments across eight diverse datasets show that MAP4TS consistently outperforms state-of-the-art LLM-based methods. Our ablation studies further reveal that prompt-aware designs significantly enhance performance stability and that GPT-2 backbones, when paired with structured prompts, outperform larger models like LLaMA in long-term forecasting tasks.
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