arXiv:2602.03564cs.LG2026-02

用LLM+流匹配联合建模时序上下文与动态,提升预测精度。

CoGenCast: A Coupled Autoregressive-Flow Generative Framework for Time Series Forecasting

  • 将LLM改造成编码器-解码器结构,支持双向上下文编码
  • 引入流匹配机制,捕捉条件化的连续时序动态
  • 支持多模态预测和跨领域统一训练,适用范围广

时间序列预测可视为一个生成问题,需同时具备对上下文条件的语义理解与对连续时序动态的概率建模。现有方法通常依赖自回归大语言模型(LLMs)进行语义建模,或依赖类似扩散模型的方法实现连续概率生成,但单一方法难以兼顾二者。本文提出CoGenCast,一种融合预训练LLM与流匹配机制的混合生成框架。具体地,仅通过修改注意力拓扑,将预训练的仅解码器LLM重构为原生的预测编码器-解码器主干,实现双向上下文编码与因果表征生成;在此基础上,进一步集成流匹配机制,建模以自回归生成表征为条件的时序演化过程,捕捉连续的随机动态。值得注意的是,CoGenCast天然支持多模态预测与跨域统一训练。在多个基准数据集上的大量实验表明,其性能优于先前基线。代码已公开于https://github.com/liuyaguo/_CoGenCast。

原文摘要 · Abstract (English)

Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics. Existing approaches typically rely on either autoregressive large language models (LLMs) for semantic context modeling or diffusion-like models for continuous probabilistic generation. However, neither method alone can adequately model both aspects simultaneously. In this work, we propose CoGenCast, a hybrid generative framework that couples pre-trained LLMs with flow-matching mechanism for effective time series forecasting. Specifically, we reconfigure pre-trained decoder-only LLMs into a native forecasting encoder-decoder backbone by modifying only the attention topology, enabling bidirectional context encoding and causal representation generation. Building on this, a flow-matching mechanism is further integrated to model temporal evolution, capturing continuous stochastic dynamics conditioned on the autoregressively generated representation. Notably, CoGenCast naturally supports multimodal forecasting and cross-domain unified training. Extensive experiments on multiple benchmarks show that CoGenCast achieves competitive performance compared to previous baselines. Code is available at https://github.com/liuyaguo/_CoGenCast.

时序预测生成模型LLM应用流匹配

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