LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting

Fuente: arXiv
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Autori principali: Liu, Haoxin, Zhao, Zhiyuan, Wang, Jindong, Kamarthi, Harshavardhan, Prakash, B. Aditya
Natura: Preprint
Pubblicazione: 2024
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author Liu, Haoxin
Zhao, Zhiyuan
Wang, Jindong
Kamarthi, Harshavardhan
Prakash, B. Aditya
author_facet Liu, Haoxin
Zhao, Zhiyuan
Wang, Jindong
Kamarthi, Harshavardhan
Prakash, B. Aditya
contents Time-series forecasting (TSF) finds broad applications in real-world scenarios. Prompting off-the-shelf Large Language Models (LLMs) demonstrates strong zero-shot TSF capabilities while preserving computational efficiency. However, existing prompting methods oversimplify TSF as language next-token predictions, overlooking its dynamic nature and lack of integration with state-of-the-art prompt strategies such as Chain-of-Thought. Thus, we propose LSTPrompt, a novel approach for prompting LLMs in zero-shot TSF tasks. LSTPrompt decomposes TSF into short-term and long-term forecasting sub-tasks, tailoring prompts to each. LSTPrompt guides LLMs to regularly reassess forecasting mechanisms to enhance adaptability. Extensive evaluations demonstrate consistently better performance of LSTPrompt than existing prompting methods, and competitive results compared to foundation TSF models.
format Preprint
id arxiv_https___arxiv_org_abs_2402_16132
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting
Liu, Haoxin
Zhao, Zhiyuan
Wang, Jindong
Kamarthi, Harshavardhan
Prakash, B. Aditya
Computation and Language
Artificial Intelligence
Time-series forecasting (TSF) finds broad applications in real-world scenarios. Prompting off-the-shelf Large Language Models (LLMs) demonstrates strong zero-shot TSF capabilities while preserving computational efficiency. However, existing prompting methods oversimplify TSF as language next-token predictions, overlooking its dynamic nature and lack of integration with state-of-the-art prompt strategies such as Chain-of-Thought. Thus, we propose LSTPrompt, a novel approach for prompting LLMs in zero-shot TSF tasks. LSTPrompt decomposes TSF into short-term and long-term forecasting sub-tasks, tailoring prompts to each. LSTPrompt guides LLMs to regularly reassess forecasting mechanisms to enhance adaptability. Extensive evaluations demonstrate consistently better performance of LSTPrompt than existing prompting methods, and competitive results compared to foundation TSF models.
title LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting
topic Computation and Language
Artificial Intelligence
url https://arxiv.org/abs/2402.16132