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awesome-llm-time-series

Tracking papers on "LLM for time series analysis", more details in Large Language Models for Time Series: A Survey.

[New🔥] Our survey paper is accepted to IJCAI 2024, survey track!

Left: Taxonomy of LLMs for time series analysis. If we outline typical LLM-driven NLP pipelines in five stages - input text, tokenization, embedding, LLM, output - then each category of our taxonomy targets one specific stage in this pipeline:

  • Prompting (input stage) treats time series data as raw text and directly prompts LLMs with time series;
  • Time Series Quantization (tokenization stage) discretizes time series as special tokens for LLMs to process;
  • Aligning (embedding stage) designs time series encoder to align time series embeddings with language space;
  • Vision as Bridge (LLM stage) connects time series with Vision-Lanuage Models (VLM) by employing visual representations as a bridge;
  • Tool Integration (output stage) adopts language models to output tools to benefit time series analysis.

Right: Representative works for each category, sorted by their publication dates. The use of arrows indicates that later works build upon earlier studies. Dark(light)-colored boxes represent billion(million)-parameter models. Icons to the left of the text boxes represent the application domains of domain-specific models.

Taxonomy

Prompting

Date Paper Institute Conference Domain Task LLM
11 Sep 2022 Leveraging Language Foundation Models for Human Mobility Forecasting University of New South Wales SIGSPATIAL'22 Mobility Forecasting BERT, BoBERTa, GPT-2, etc.
20 Sep 2022 PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting University of New South Wales TKDE'23 General Forecasting BART, BigBird, RoBERTa, etc.
19 Oct 2022 TabLLM: Few-shot Classification of Tabular Data with Large Language Models MIT, University of Münster AISTATS'23 Table Classification T0, GPT-3
30 Mar 2023 BloombergGPT: A Large Language Model for Finance Bloomberg, Johns Hopkins University Preprint Finance Sentiment Analysis, NER, QA, etc. BloombergGPT
10 Apr 2023 The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges Wuhan University, Southwest Jiaotong University, etc. Preprint Finance Forecasting ChatGPT
24 May 2023 Large Language Models are Few-Shot Health Learners Google Preprint Health Classification, Regression PaLM
10 Jul 2023 Large Language Models as General Pattern Machines Stanford University, Google DeepMind, etc. CoRL'23 General Forecasting, Translation, etc. GPT-3, PaLM
29 Aug 2023 Where Would I Go Next? Large Language Models as Human Mobility Predictors University College London, University of Liverpool Preprint Mobility Forecasting GPT-3.5
7 Oct 2023 Large Language Models for Spatial Trajectory Patterns Mining Emory University Preprint Mobility Anomaly Detection GPT-3.5, GPT-4, Claude-2
11 Oct 2023 Large Language Models Are Zero-Shot Time Series Forecasters NYU, CMU NeurIPS'23 General Forecasting GPT-3, LLaMA-2
26 Oct 2023 Utilizing Language Models for Energy Load Forecasting University of New South Wales BuildSys'23 Energy Forecasting BART, Bigbird, Pegasus
16 Feb 2024 Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities Rutgers University, Shanghai Jiao Tong University, etc. Preprint General Forecasting GPT-3.5, GPT-4, LLaMA-2
25 Feb 2024 LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting Georgia Institute of Technology, Microsoft Research Asia Preprint General Forecasting GPT-3.5, GPT-4
2 Mar 2024 Evaluating Large Language Models as Virtual Annotators for Time-series Physical Sensing Data Indian Institute of Technology, Kharagpur, Nokia Bell Labs Preprint IoT Classification GPT-4

Quantization

Left: VQ-VAE based quantization

Right: K-Means based quantization

Date Paper Institute Conference Domain Task LLM
7 Sep 2022 AudioLM: a Language Modeling Approach to Audio Generation Google Preprint Audio Generation w2v-BERT
30 Sep 2022 AudioGen: Textually Guided Audio Generation Meta, The Hebrew University of Jerusalem ICLR'23 Audio Generation Transformer
9 Mar 2023 Text-to-ECG: 12-Lead Electrocardiogram Synthesis conditioned on Clinical Text Reports KAIST, Medical AI Inc., etc. ICASSP'23 Health Generation Transformer
18 May 2023 SpeechGPT: Empowering Large Language Models with Intrinsic Cross-Modal Conversational Abilities Fudan University EMNLP'23 Findings Audio Generation, Translation LLaMA
25 May 2023 VioLA: Unified Codec Language Models for Speech Recognition, Synthesis, and Translation Microsoft Preprint Audio Generation, Translation Transformer
19 Jun 2023 Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting Amazon Preprint Finance Forecasting GPT-4, Open LLaMA
22 Jun 2023 AudioPaLM: A Large Language Model That Can Speak and Listen Google Preprint Audio Generation, Translation PaLM-2
15 Sept 2023 Modeling Time Series as Text Sequence A Frequency-vectorization Transformer for Time Series Forecasting Anonymous OpenReview General Forecasting Transformer
22 Sept 2023 Time Series Modeling at Scale: A Universal Representation Across Tasks and Domains Anonymous OpenReview General Forecasting, Classification, etc. Transformer
25 Sep 2023 DeWave: Discrete EEG Waves Encoding for Brain Dynamics to Text Translation University of Technology Sydney, The University of Sydney NeurIPS'23 Health Generation BART
1 Oct 2023 UniAudio: An Audio Foundation Model Toward Universal Audio Generation The Chinese University of Hong Kong, CMU, etc. Preprint Audio Generation Transformer
12 Mar 2024 Chronos: Learning the Language of Time Series Amazon Web Services, UC San Diego, etc. Preprint General Forecasting T5
19 Mar 2024 Advancing Time Series Classification with Multimodal Language Modeling University of Science and Technology of China Preprint General Classification GPT-2
19 Mar 2024 Learning Transferable Time Series Classifier with Cross-Domain Pre-training from Language Model University of Science and Technology of China, Kuaishou Technology Preprint General Classification BERT, GPT-2

Aligning

Left: Aligning by similarity matching

Right: Aligning with large language models as backbones, where the output could be time series (e.g., forecasting) or text (e.g., EEG-to-text) depending on the downstream tasks.

Date Paper Institute Conference Domain Task LLM
5 Dec 2021 Open Vocabulary Electroencephalography-To-Text Decoding and Zero-shot Sentiment Classification UIUC AAAI'22 Health Translation, Classification BART
29 Mar 2022 WAVPROMPT: Towards Few-Shot Spoken Language Understanding with Frozen Language Models UIUC, MIT-IBM Watson AI Lab, etc. Preprint Audio Classification GPT-2
10 Aug 2022 Can Brain Signals Reveal Inner Alignment with Human Languages? CMU, MIT, etc. EMNLP'23 Findings Health Sentiment Analysis, Relation Detection BERT
21 Jan 2023 Transfer Knowledge from Natural Language to Electrocardiography: Can We Detect Cardiovascular Disease Through Language Models? CMU, Allegheny General Hospital, etc. EACL'23 Findings Health Generation, Classification BERT, BART
23 Feb 2023 One Fits All:Power General Time Series Analysis by Pretrained LM Alibaba NeurIPS'23 General Forecasting, Classification, etc. GPT-2
18 May 2023 Listen, Think, and Understand MIT, MIT-IBM Watson AI Lab ICLR'24 Audio Classification, Captioning Vicuna
16 Aug 2023 TEST: Text Prototype Aligned Embedding to Activate LLM's Ability for Time Series Peking University, Alibaba Group ICLR'24 General Forecasting, Classification BERT, GPT-2, ChatGLM, etc.
16 Aug 2023 LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series Forecasters National Yang Ming Chiao Tung University Preprint General Forecasting GPT-2
22 Aug 2023 Music Understanding LLaMA: Advancing Text-to-Music Generation with Question Answering and Captioning Tencent, National University of Singapore Preprint Audio QA, Captioning LLaMA
6 Sep 2023 ETP: Learning Transferable ECG Representations via ECG-Text Pre-training Imperial College London, The Ohio State University Preprint Health Classification BioClinicalBERT
19 Sep 2023 End-to-End Speech Recognition Contextualization with Large Language Models Meta Preprint Audio ASR LLaMA
3 Oct 2023 Time-LLM: Time Series Forecasting by Reprogramming Large Language Models Monash University, Ant Group, etc. ICLR'24 General Forecasting LLaMA
8 Oct 2023 TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting University of Southern California, Google ICLR'24 General Forecasting GPT-2
12 Oct 2023 Lag-Llama: Towards Foundation Models for Time Series Forecasting Morgan Stanley, ServiceNow, etc. NeurIPS'23 Workshop General Forecasting LLaMA
15 Oct 2023 UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting National University of Singapore, The Hong Kong University of Science and Technology WWW'24 General Forecasting GPT-2
20 Oct 2023 SALMONN: Towards Generic Hearing Abilities for Large Language Models Tsinghua University, ByteDance ICLR'24 Audio ASR, QA, etc. Vicuna
27 Oct 2023 JoLT: Jointly Learned Representations of Language and Time-Series CMU NeurIPS'23 Workshop Health Captioning, QA GPT-2, OPT
14 Nov 2023 TENT: Connect Language Models with IoT Sensors for Zero-Shot Activity Recognition Nanyang Technological University Preprint IoT Classification CLIP
24 Nov 2023 GATGPT: A Pre-trained Large Language Model with Graph Attention Network for Spatiotemporal Imputation University of Technology Sydney Preprint General Imputation GPT-2
11 Dec 2023 Multimodal Pretraining of Medical Time Series and Notes Texas A&M University ML4H'23 Health Classification BERT
18 Jan 2024 Spatial-Temporal Large Language Model for Traffic Prediction Nanyang Technological University, Peking University, etc. Preprint Traffic Forecasting GPT-2, LLaMA-2
25 Jan 2024 How Can Large Language Models Understand Spatial-Temporal Data? Dalian University of Technology Preprint General Forecasting GPT-2
26 Jan 2024 Large Language Model Guided Knowledge Distillation for Time Series Anomaly Detection Zhejiang University Preprint General Anomaly Detection GPT-2
4 Feb 2024 AutoTimes: Autoregressive Time Series Forecasters via Large Language Models Tsinghua University Preprint General Forecasting LLaMA, GPT-2, OPT
7 Feb 2024 Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning The Chinese University of Hong Kong, Tongji University, etc. Preprint General Forecasting, Anomaly Detection GPT-2
9 Mar 2024 S^2IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting University of Connecticut, Morgan Stanley Preprint General Forecasting GPT-2
12 Mar 2024 Taming Pre-trained LLMs for Generalised Time Series Forecasting via Cross-modal Knowledge Distillation Tsinghua University, Shenzhen University Preprint General Forecasting GPT-2
24 Mar 2024 GPT4MTS: Prompt-Based Large Language Model for Multimodal Time-Series Forecasting University of Southern California AAAI'24 Finance Forecasting GPT-2, BERT

Vision

Date Paper Institute Conference Domain Task LLM
26 Oct 2022 IMU2CLIP: Multimodal Contrastive Learning for IMU Motion Sensors from Egocentric Videos and Text Meta EMNLP'23 Findings IoT Classification, Retrieval CLIP
17 Jan 2023 Leveraging Vision-Language Models for Granular Market Change Prediction Johannes Kepler University Linz, Linz Institute of Technology AAAI'23 Workshop Finance Forecasting CLIP
4 May 2023 Generating Virtual On-body Accelerometer Data from Virtual Textual Descriptions for Human Activity Recognition Georgia Institute of Technology ISWC'23 IoT Generation ChatGPT
9 May 2023 ImageBind: One Embedding Space To Bind Them All Meta CVPR'23 Audio, IoT Classification, Retrieval CLIP
25 May 2023 PandaGPT: One Model To Instruction-Follow Them All University of Cambridge, Nara Institute of Science and Technology, etc. Preprint Audio, IoT QA, Generation ImageBind, Vicuna
27 Sep 2023 AnyMAL: An Efficient and Scalable Any-Modality Augmented Language Model Meta Preprint Audio, IoT Generation, QA, etc. CLIP, LLaMA-2
27 Oct 2023 Insight Miner: A Time Series Analysis Dataset for Cross-Domain Alignment with Natural Language UC Berkeley, Mineral, etc. NeurIPS'23 Workshop General Generation LLaVA, GPT-4

Tool

Date Paper Institute Conference Domain Task LLM
1 Jan 2023 Unleashing the Power of Shared Label Structures for Human Activity Recognition UC San Diego, Amazon CIKM'23 IoT Classification ImageBind, GPT-4
10 Jun 2023 Language-Guided Traffic Simulation via Scene-Level Diffusion Columbia University, NVIDIA Research CoRL'23 Traffic Generation GPT-4
31 Jul 2023 ToolLLM: Facilitating Large Language Models to Master 16000+ Real-world APIs Tsinghua University, ModelBest Inc., etc. ICLR'24 General Forecasting LLaMA
9 Oct 2023 Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction Hithink RoyalFlush Information Network Co., Ltd. IJCAI'23 Finance Forecasting LLaMA
30 Oct 2023 GG-LLM: Geometrically Grounding Large Language Models for Zero-shot Human Activity Forecasting in Human-Aware Task Planning Samsung Preprint IoT Forecasting LLaMA
10 Feb 2024 REALM: RAG-Driven Enhancement of Multimodal Electronic Health Records Analysis via Large Language Models Beihang University, China Mobile Research Institute Preprint Health Classification BERT, BGE-M3, Qwen
6 Mar 2024 K-Link: Knowledge-Link Graph from LLMs for Enhanced Representation Learning in Multivariate Time-Series Data Institute for Infocomm Research, Nanyang Technological University Preprint General Classification, Regression CLIP

Datasets

Dataset Domain Modality Size Task
Ego4D Audio, IoT Text, IMU, Video, Audio, 3D 3, 670h data, 3.85M narrations Classification, Forecasting, etc.
Ego-Exo4D Audio, IoT Text, IMU, Video, Audio, Eye Gaze, Pose, 3D 1,422h data Classification, Translation, etc.
DeepSQA IoT Text, IMU 25h data, 91K questions Classification, Question Answering
PIXIU Finance Text, Tables 136K instruction data NER, QA, Forecasting, etc.
MoAT Finance, Health Text, Time Series 6 datasets, 2K timesteps in total Forecasting
FNSPID Finance Text, Time Series 29.7M stock prices, 15.7M news records Forecasting, Anomaly Detection, etc.
Zuco 2.0 Health Text, Eye Tracking, EEG 739 sentences Classification, Generation
PTB-XL Health Text, ECG 60h data, 71 unique statements Classification
ECG-QA Health Text, ECG 70 question templates Classification, QA
OpenAQA-5M Audio Text, Audio 5.6M (audio, question, answer) tuples Tagging, Classification
MusicCaps Audio Text, Music 5.5K music clips Captioning, Generation
CommonVoice Audio Text, Speech 7, 335 speech hours in 60 languages ASR, Translation

Citation

If you find this useful, please cite our paper: "Large Language Models for Time Series: A Survey"

@article{zhang2024large,
  title={Large Language Models for Time Series: A Survey},
  author={Zhang, Xiyuan and Chowdhury, Ranak Roy and Gupta, Rajesh K and Shang, Jingbo},
  journal={arXiv preprint arXiv:2402.01801},
  year={2024}
}

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