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Context-Alignment: Activating and Enhancing LLMs Capabilities in Time Series

ICLR 2025 · Time series › Foundation models for time series · approach: LLM-based time series forecasting

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Proposes Context-Alignment, a paradigm that aligns time series with language context via dual-scale GNNs (DSCA-GNNs) and a few-shot instantiation (FSCA) inserted into GPT-2 layers, reporting gains in long-term, few-shot and zero-shot forecasting.

Problem

Token-level alignment of time series with LLM embeddings fails to exploit LLMs' strength in linguistic logic and structure, limiting LLM performance on time series tasks (forecasting and classification).

Approach

Context-level alignment via dual-scale graph neural networks: a coarse-grained GNN treats each TS segment and prompt as a node with directed logical edges, a fine-grained GNN keeps token nodes, and their interaction is learned; FSCA adds demonstration examples in the prompt and the module is inserted at multiple GPT-2 layers.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add context-alignment with FSCAGPT-2 for long-term forecasting · ETTh1, ETTh2, ETTm1, ETTm2, Weather, Electricity, Traffic, and ILIMSE: 3.1% MSE reduction compared to the second-best method, PatchTSTHelped
Add FSCA few-shot demonstrations and context-alignmentGPT-2 for forecasting with 5% training data · ETT few-shot averageMSE: 0.445~ -> 0.415~Helped
Add FSCA context-alignmentGPT-2 for cross-domain forecasting · ETT zero-shot averageMSE: 0.412 -> 0.357Helped
Add DSCA-GNNs to VCA (ablation)VCA on ETTh1 · ETTh1MSE: 0.435 -> 0.417Helped
Add Dual-Scale GNNs (ablation)FSCA · ETTh1 long-term forecastingMSE: 0.441 -> 0.394Helped
Add Dual-Scale GNNs (ablation)FSCA · ETTm1 long-term forecastingMSE: 0.379 -> 0.342Helped
Add Dual-Scale GNNs (ablation)FSCA · FaceDetection classificationaccuracy: 67.7 -> 70.4Helped
Use semantically guided rather than randomly initialized adjacency (ablation)FSCA · ETTh1 long-term forecastingMSE: 0.463 -> 0.441Helped
Add the coarse-grained branch (ablation)FSCA · ETTh1 long-term forecastingMSE: 0.401 -> 0.394Helped
Use 4 GPT-2 layers rather than 2 (ablation)FSCA · ETTh1 long-term forecastingMSE: 0.402 -> 0.396Helped
Use 6 GPT-2 layers rather than 4 (ablation)FSCA · ETTh1 long-term forecastingMSE: 0.396 -> 0.399Hurt
Increase GPT-2 depth to 8, 10, or 12 layers (ablation)FSCA · ETTh1 long-term forecastingMSE: 0.396 -> 0.418; 0.396 -> 0.439; 0.396 -> 0.455Hurt

Surprising findings

Limitations

Experimental setup

Datasets: ETTh1 ETTh2 ETTm1 ETTm2 Weather Electricity Traffic ILI M4 UEA classification datasets

Benchmarks: ETTh1 ETTh2 ETTm1 ETTm2 Weather Electricity Traffic ILI M4 UEA

Metrics: MSE MAE SMAPE MASE OWA accuracy

Baselines: GPT4TS Time-LLM S2IP-LLM iTransformer PatchTST DLinear TimesNet FEDformer Stationary ETSformer N-HiTS N-BEATS

Builds on: GPT4TS Time-LLM S2IP-LLM

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