Qiao Wang

Rui Cao, Qiao Wang

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and sentiment analysis, this study highlights the key challenges that large language models encounter in the context of time series prediction. We assess the performance of LLMTIME across multiple datasets and introduce classical almost periodic functions as time series to gauge its effectiveness. The empirical results indicate that while large language models can perform well in zero-shot forecasting for certain datasets, their predictive accuracy diminishes notably when confronted with diverse time series data and traditional signals. The primary finding of this study is that the predictive capacity of LLMTIME, similar to other LLMs, significantly deteriorates when dealing with time series data that contain both periodic and trend components, as well as when the signal comprises complex frequency components.

Chen Zeng, Tiehang Xu, Qiao Wang

Traditional neural networks struggle to capture the spectral structure of complex signals. Fourier neural networks (FNNs) attempt to address this by embedding Fourier series components, yet many real-world signals are almost-periodic with non-commensurate frequencies, posing additional challenges. Building on prior work showing that ARIMA outperforms large language models (LLMs) for forecasting, we extend the comparison to neural predictors and find ARIMA still superior. We therefore propose the Autoregressive-Weight-Enhanced Kolmogorov-Arnold Network (AR-KAN), which integrates a pre-trained AR module for temporal memory with a KAN for nonlinear representation. The AR module preserves essential temporal features while reducing redundancy. Experiments demonstrate that AR-KAN matches ARIMA on almost-periodic functions and achieves the best results on $72\%$ of Rdatasets series, with a clear advantage on data with periodic structure. These results highlight AR-KAN as a robust and effective framework for time series forecasting.