用控制理论让大模型预测时间序列更稳定,防止误差越滚越大。
Closing the Loop: A Control-Theoretic Framework for Provably Stable Time Series Forecasting with LLMs
- 引入闭环反馈机制,让模型自我修正预测偏差。
- 理论证明在特定条件下误差始终可控,不随时间发散。
- 适合需要长期准确预测的场景,如金融、气象建模。
大型语言模型(LLMs)在时间序列预测(TSF)中展现出巨大潜力,利用其固有的序列推理能力建模复杂的时序动态。现有方法通常采用自回归生成策略适配LLM进行TSF,但我们发现该范式存在理论缺陷:推理时模型以开环方式运行,递归使用自身生成的输出,导致误差累积,早期微小偏差会随长时程预测不断放大。本文从控制理论角度重构自回归预测,提出反馈驱动的LLM(F-LLM)——一种新型闭环框架。与传统方法被动传播误差不同,F-LLM通过可学习的残差估计器(作为系统观测器)主动稳定预测轨迹。我们进一步提供数学证明,在明确的收缩假设下,该闭环机制保证了局部近似动力学中每一步误差序列一致有界。大量实验表明,F-LLM显著缓解了误差传播,在多个时间序列基准上表现优异。代码已公开于 https://github.com/Zh-XY22/F-LLM。
原文摘要 · Abstract (English)
Large Language Models (LLMs) have recently shown exceptional potential in time series forecasting (TSF), leveraging their inherent sequential reasoning capabilities to model complex temporal dynamics. Existing approaches typically employ an autoregressive generation strategy to adapt LLMs for TSF. However, we identify a theoretical flaw in this paradigm: during inference, the model operates in an open-loop manner, recursively consuming its own generated outputs. This leads to error accumulation, where minor early deviations cascade into significant rollout drift over long horizons. In this paper, we reformulate autoregressive forecasting through the lens of control theory, proposing Feedback-driven LLM (F-LLM), a novel closed-loop framework. Unlike standard methods that passively propagate errors, F-LLM actively stabilizes the trajectory via a learnable residual estimator functioning as a system observer. Furthermore, we provide a mathematical proof that, under explicit contraction assumptions, this closed-loop mechanism guarantees a uniformly bounded step-wise error sequence within the local surrogate dynamics. Extensive experiments demonstrate that F-LLM significantly mitigates error propagation, achieving good performance on time series benchmarks. Our code is publicly available at https://github.com/Zh-XY22/F-LLM.
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