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Context-Alignment: Activating and Enhancing LLMs Capabilities in Time Series
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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
- FSCA reports average long-term MSE 3.1% lower than PatchTST, and 7.3%, 12.2%, 16.6% lower than S2IP-LLM, Time-LLM, GPT4TS respectively.
- In 5%-data few-shot forecasting on ETT, FSCA average MSE 0.415 vs 0.445 for S2IP-LLM (about 6.7% reduction).
- In zero-shot cross-domain ETT forecasting, FSCA average MSE 0.357 vs 0.412 for PatchTST (about 13.3% improvement).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add context-alignment with FSCA | GPT-2 for long-term forecasting · ETTh1, ETTh2, ETTm1, ETTm2, Weather, Electricity, Traffic, and ILI | MSE: 3.1% MSE reduction compared to the second-best method, PatchTST | Helped |
| Add FSCA few-shot demonstrations and context-alignment | GPT-2 for forecasting with 5% training data · ETT few-shot average | MSE: 0.445~ -> 0.415~ | Helped |
| Add FSCA context-alignment | GPT-2 for cross-domain forecasting · ETT zero-shot average | MSE: 0.412 -> 0.357 | Helped |
| Add DSCA-GNNs to VCA (ablation) | VCA on ETTh1 · ETTh1 | MSE: 0.435 -> 0.417 | Helped |
| Add Dual-Scale GNNs (ablation) | FSCA · ETTh1 long-term forecasting | MSE: 0.441 -> 0.394 | Helped |
| Add Dual-Scale GNNs (ablation) | FSCA · ETTm1 long-term forecasting | MSE: 0.379 -> 0.342 | Helped |
| Add Dual-Scale GNNs (ablation) | FSCA · FaceDetection classification | accuracy: 67.7 -> 70.4 | Helped |
| Use semantically guided rather than randomly initialized adjacency (ablation) | FSCA · ETTh1 long-term forecasting | MSE: 0.463 -> 0.441 | Helped |
| Add the coarse-grained branch (ablation) | FSCA · ETTh1 long-term forecasting | MSE: 0.401 -> 0.394 | Helped |
| Use 4 GPT-2 layers rather than 2 (ablation) | FSCA · ETTh1 long-term forecasting | MSE: 0.402 -> 0.396 | Helped |
| Use 6 GPT-2 layers rather than 4 (ablation) | FSCA · ETTh1 long-term forecasting | MSE: 0.396 -> 0.399 | Hurt |
| Increase GPT-2 depth to 8, 10, or 12 layers (ablation) | FSCA · ETTh1 long-term forecasting | MSE: 0.396 -> 0.418; 0.396 -> 0.439; 0.396 -> 0.455 | Hurt |
Surprising findings
- Random initialization of the adjacency matrix degrades performance relative to the dual-scale GNN without it, indicating incorrect logical structure harms the model.
Limitations
- Classification uses VCA instead of FSCA for multi-class datasets due to GPT-2 input length constraints.
- Performance depends on insertion position and number of LLM layers, which vary by task and require tuning.
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
Closest papers by meaning
- TEST: Text Prototype Aligned Embedding to Activate LLM's Ability for Time Series (ICLR 2024 · similarity 0.90)
- Time-LLM: Time Series Forecasting by Reprogramming Large Language Models (ICLR 2024 · similarity 0.89)
- TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment (AAAI 2025 · similarity 0.89)
- Long-Short Alignment for Effective Long-Context Modeling in LLMs (ICML 2025 · similarity 0.89)
- STEM-LTS: Integrating Semantic-Temporal Dynamics in LLM-driven Time Series Analysis (AAAI 2025 · similarity 0.88)
- In-context Time Series Predictor (ICLR 2025 · similarity 0.87)
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