LLM-TS Integrator; Integrating LLM for Enhanced Time Series Modeling

LLM-TS Integrator: Integrating LLM for Enhanced Time Series Modeling

Previous Works

LLM for TS modeling

Previous works: Primiarility position LLM as the predictive backbone

\(\rightarrow\) Problematic!! omit the modeling within traditional TS models (e.g., periodicity)

LLM-TS Integrator

Effectively integrates the capabilities of (1) LLMs into (2) traditional TS modeling

Two modules

• (1) Mutual information (MI) module
  • Maximizing MI btw ..
    • (1) traditional model’s representation
    • (2) LLM’s textual representation
• (2) Sample reweighting module
  • Recognize that samples vary in importance for two losses
    • a) prediction loss
    • b) MI loss
  • Dynamically optimize these weight via bi-level optimization