Work

ADTime: Adaptive Multivariate Time Series Forecasting Using LLMs

Year: 2025
Type: article
Abstract: Large language models (LLMs) have recently demonstrated notable performance, particularly in addressing the challenge of extensive data requirements when training traditional forecasting models. However, these methods encounter significant challenges when applied to high-dimensional and domain-specific datasets. These challenges primarily arise from inability to effectively model inter-variable dependencies and capture variable-specific characteristics, leading to suboptimal performance in complex forecasting scenarios. To address these limitations, we propose ADTime, an adaptive LLM-based approach for multivariate time series forecasting. ADTime employs advanced preprocessing techniques to identify latent relationships among key variables and temporal features. Additionally, it integrates temporal alignment mechanisms and prompt-based strategies to enhance the semantic understanding of forecasting tasks by LLMs. Experimental results show that ADTime outperforms state-of-the-art methods, reducing MSE by 9.5% and MAE by 6.1% on public datasets, and by 17.1% and 13.5% on domain-specific datasets. Furthermore, zero-shot experiments on real-world refinery datasets demonstrate that ADTime exhibits stronger generalization capabilities across various transfer scenarios. These findings highlight the potential of ADTime in advancing complex, domain-specific time series forecasting tasks.
Language: English
Open Access status: gold
Estimated APC paid: $2,172
OpenAlex ID: W4409545836
FWCI: 1.44
Cites: 28
Cited by: 3
Related to: 10