Text2Freq: Learning Series Patterns from Text via Frequency Domain

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Hauptverfasser: Lo, Ming-Chih, Chang, Ching, Peng, Wen-Chih
Format: Preprint
Veröffentlicht: 2024
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author Lo, Ming-Chih
Chang, Ching
Peng, Wen-Chih
author_facet Lo, Ming-Chih
Chang, Ching
Peng, Wen-Chih
contents Traditional time series forecasting models mainly rely on historical numeric values to predict future outcomes.While these models have shown promising results, they often overlook the rich information available in other modalities, such as textual descriptions of special events, which can provide crucial insights into future dynamics.However, research that jointly incorporates text in time series forecasting remains relatively underexplored compared to other cross-modality work. Additionally, the modality gap between time series data and textual information poses a challenge for multimodal learning. To address this task, we propose Text2Freq, a cross-modality model that integrates text and time series data via the frequency domain. Specifically, our approach aligns textual information to the low-frequency components of time series data, establishing more effective and interpretable alignments between these two modalities. Our experiments on paired datasets of real-world stock prices and synthetic texts show that Text2Freq achieves state-of-the-art performance, with its adaptable architecture encouraging future research in this field.
format Preprint
id arxiv_https___arxiv_org_abs_2411_00929
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Text2Freq: Learning Series Patterns from Text via Frequency Domain
Lo, Ming-Chih
Chang, Ching
Peng, Wen-Chih
Machine Learning
Artificial Intelligence
Computation and Language
Traditional time series forecasting models mainly rely on historical numeric values to predict future outcomes.While these models have shown promising results, they often overlook the rich information available in other modalities, such as textual descriptions of special events, which can provide crucial insights into future dynamics.However, research that jointly incorporates text in time series forecasting remains relatively underexplored compared to other cross-modality work. Additionally, the modality gap between time series data and textual information poses a challenge for multimodal learning. To address this task, we propose Text2Freq, a cross-modality model that integrates text and time series data via the frequency domain. Specifically, our approach aligns textual information to the low-frequency components of time series data, establishing more effective and interpretable alignments between these two modalities. Our experiments on paired datasets of real-world stock prices and synthetic texts show that Text2Freq achieves state-of-the-art performance, with its adaptable architecture encouraging future research in this field.
title Text2Freq: Learning Series Patterns from Text via Frequency Domain
topic Machine Learning
Artificial Intelligence
Computation and Language
url https://arxiv.org/abs/2411.00929