Adapting LLMs to Time Series Forecasting via Temporal Heterogeneity Modeling and Semantic Alignment
This work solves the problem of adapting LLMs for time series forecasting, which is incremental as it builds on existing LLM capabilities with specific enhancements for this domain.
The paper tackles the challenge of applying Large Language Models (LLMs) to time series forecasting by addressing temporal heterogeneity and modality gaps, resulting in TALON achieving up to 11% average MSE improvement over state-of-the-art methods on seven benchmarks.
Large Language Models (LLMs) have recently demonstrated impressive capabilities in natural language processing due to their strong generalization and sequence modeling capabilities. However, their direct application to time series forecasting remains challenging due to two fundamental issues: the inherent heterogeneity of temporal patterns and the modality gap between continuous numerical signals and discrete language representations. In this work, we propose TALON, a unified framework that enhances LLM-based forecasting by modeling temporal heterogeneity and enforcing semantic alignment. Specifically, we design a Heterogeneous Temporal Encoder that partitions multivariate time series into structurally coherent segments, enabling localized expert modeling across diverse temporal patterns. To bridge the modality gap, we introduce a Semantic Alignment Module that aligns temporal features with LLM-compatible representations, enabling effective integration of time series into language-based models while eliminating the need for handcrafted prompts during inference. Extensive experiments on seven real-world benchmarks demonstrate that TALON achieves superior performance across all datasets, with average MSE improvements of up to 11\% over recent state-of-the-art methods. These results underscore the effectiveness of incorporating both pattern-aware and semantic-aware designs when adapting LLMs for time series forecasting. The code is available at: https://github.com/syrGitHub/TALON.