Understanding Why Large Language Models Can Be Ineffective in Time Series Analysis: The Impact of Modality Alignment

Fuente: arXiv
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Hauptverfasser: Zheng, Liangwei Nathan, Dong, Chang George, Zhang, Wei Emma, Yue, Lin, Xu, Miao, Maennel, Olaf, Chen, Weitong
Format: Preprint
Veröffentlicht: 2024
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author Zheng, Liangwei Nathan
Dong, Chang George
Zhang, Wei Emma
Yue, Lin
Xu, Miao
Maennel, Olaf
Chen, Weitong
author_facet Zheng, Liangwei Nathan
Dong, Chang George
Zhang, Wei Emma
Yue, Lin
Xu, Miao
Maennel, Olaf
Chen, Weitong
contents Large Language Models (LLMs) have demonstrated impressive performance in time series analysis and seems to understand the time temporal relationship well than traditional transformer-based approaches. However, since LLMs are not designed for time series tasks, simpler models like linear regressions can often achieve comparable performance with far less complexity. In this study, we perform extensive experiments to assess the effectiveness of applying LLMs to key time series tasks, including forecasting, classification, imputation, and anomaly detection. We compare the performance of LLMs against simpler baseline models, such as single layer linear models and randomly initialized LLMs. Our results reveal that LLMs offer minimal advantages for these core time series tasks and may even distort the temporal structure of the data. In contrast, simpler models consistently outperform LLMs while requiring far fewer parameters. Furthermore, we analyze existing reprogramming techniques and show, through data manifold analysis, that these methods fail to effectively align time series data with language and display "pseudo-alignment" behavior in embedding space. Our findings suggest that the performance of LLM based methods in time series tasks arises from the intrinsic characteristics and structure of time series data, rather than any meaningful alignment with the language model architecture.
format Preprint
id arxiv_https___arxiv_org_abs_2410_12326
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Understanding Why Large Language Models Can Be Ineffective in Time Series Analysis: The Impact of Modality Alignment
Zheng, Liangwei Nathan
Dong, Chang George
Zhang, Wei Emma
Yue, Lin
Xu, Miao
Maennel, Olaf
Chen, Weitong
Machine Learning
Large Language Models (LLMs) have demonstrated impressive performance in time series analysis and seems to understand the time temporal relationship well than traditional transformer-based approaches. However, since LLMs are not designed for time series tasks, simpler models like linear regressions can often achieve comparable performance with far less complexity. In this study, we perform extensive experiments to assess the effectiveness of applying LLMs to key time series tasks, including forecasting, classification, imputation, and anomaly detection. We compare the performance of LLMs against simpler baseline models, such as single layer linear models and randomly initialized LLMs. Our results reveal that LLMs offer minimal advantages for these core time series tasks and may even distort the temporal structure of the data. In contrast, simpler models consistently outperform LLMs while requiring far fewer parameters. Furthermore, we analyze existing reprogramming techniques and show, through data manifold analysis, that these methods fail to effectively align time series data with language and display "pseudo-alignment" behavior in embedding space. Our findings suggest that the performance of LLM based methods in time series tasks arises from the intrinsic characteristics and structure of time series data, rather than any meaningful alignment with the language model architecture.
title Understanding Why Large Language Models Can Be Ineffective in Time Series Analysis: The Impact of Modality Alignment
topic Machine Learning
url https://arxiv.org/abs/2410.12326