Jigang Bao

Peiyuan Liu, Beiliang Wu, Naiqi Li et al.

Recent CNN and Transformer-based models tried to utilize frequency and periodicity information for long-term time series forecasting. However, most existing work is based on Fourier transform, which cannot capture fine-grained and local frequency structure. In this paper, we propose a Wavelet-Fourier Transform Network (WFTNet) for long-term time series forecasting. WFTNet utilizes both Fourier and wavelet transforms to extract comprehensive temporal-frequency information from the signal, where Fourier transform captures the global periodic patterns and wavelet transform captures the local ones. Furthermore, we introduce a Periodicity-Weighted Coefficient (PWC) to adaptively balance the importance of global and local frequency patterns. Extensive experiments on various time series datasets show that WFTNet consistently outperforms other state-of-the-art baseline. Code is available at https://github.com/Hank0626/WFTNet.

Peiyuan Liu, Hang Guo, Tao Dai et al.

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models (LLMs) based MTSF methods with cross-modal text and time series input have recently shown great superiority, especially with limited temporal data. However, current LLM-based MTSF methods usually focus on adapting and fine-tuning LLMs, while neglecting the distribution discrepancy between textual and temporal input tokens, thus leading to sub-optimal performance. To address this issue, we propose a novel Cross-Modal LLM Fine-Tuning (CALF) framework for MTSF by reducing the distribution discrepancy between textual and temporal data, which mainly consists of the temporal target branch with temporal input and the textual source branch with aligned textual input. To reduce the distribution discrepancy, we develop the cross-modal match module to first align cross-modal input distributions. Additionally, to minimize the modality distribution gap in both feature and output spaces, feature regularization loss is developed to align the intermediate features between the two branches for better weight updates, while output consistency loss is introduced to allow the output representations of both branches to correspond effectively. Thanks to the modality alignment, CALF establishes state-of-the-art performance for both long-term and short-term forecasting tasks with low computational complexity, and exhibiting favorable few-shot and zero-shot abilities similar to that in LLMs. Code is available at https://github.com/Hank0626/LLaTA.