Daily Arxiv

This is a page that curates AI-related papers published worldwide.
All content here is summarized using Google Gemini and operated on a non-profit basis.
Copyright for each paper belongs to the authors and their institutions; please make sure to credit the source when sharing.

DualSG: A Dual-Stream Explicit Semantic-Guided Multivariate Time Series Forecasting Framework

Created by
  • Haebom

Author

Kuiye Ding, Fanda Fan, Yao Wang, Ruijie jian, Xiaorui Wang, Luqi Gong, Yishan Jiang, Chunjie Luo, Jianfeng Zhan

Outline

In this paper, we propose DualSG, a novel dual-stream framework for multivariate time series forecasting (MTSF). This framework utilizes a large-scale language model (LLM) as a semantic guidance module that complements existing prediction models, rather than as a standalone predictor. DualSG provides interpretable context to the LLM using an explicit prompt format called "Time Series Caption," which summarizes time series patterns in natural language. To address the numerical precision degradation of existing methods, the processing of patterns beyond the LLM's design intent, and the difficulty of modality alignment in the latent space, the LLM is designed to enhance existing prediction results. Experimental results using real-world datasets from various fields show that DualSG consistently outperforms 15 state-of-the-art baseline models.

Takeaways, Limitations

Takeaways:
We present a novel framework that effectively integrates LLM into multivariate time series forecasting.
We demonstrate that explicit semantic guidance can improve the accuracy of existing prediction models.
Time Series Captions enhance the interpretability of your LLM and provide clear connections between text and time series.
Achieve state-of-the-art performance on real-world datasets across a wide range of fields.
Limitations:
There may be a lack of detailed explanation on how Time Series Captions are generated.
Performance may be poor for certain types of time series data.
An analysis of the computational cost of the proposed framework may be required.
There may be a lack of analysis of performance changes when using different types of LLM.
👍