The Performance of the LSTM-based Code Generated by Large Language Models (LLMs) in Forecasting Time Series Data

Fuente: arXiv
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Autores principales: Gopali, Saroj, Siami-Namini, Sima, Abri, Faranak, Namin, Akbar Siami
Formato: Preprint
Publicado: 2024
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author Gopali, Saroj
Siami-Namini, Sima
Abri, Faranak
Namin, Akbar Siami
author_facet Gopali, Saroj
Siami-Namini, Sima
Abri, Faranak
Namin, Akbar Siami
contents As an intriguing case is the goodness of the machine and deep learning models generated by these LLMs in conducting automated scientific data analysis, where a data analyst may not have enough expertise in manually coding and optimizing complex deep learning models and codes and thus may opt to leverage LLMs to generate the required models. This paper investigates and compares the performance of the mainstream LLMs, such as ChatGPT, PaLM, LLama, and Falcon, in generating deep learning models for analyzing time series data, an important and popular data type with its prevalent applications in many application domains including financial and stock market. This research conducts a set of controlled experiments where the prompts for generating deep learning-based models are controlled with respect to sensitivity levels of four criteria including 1) Clarify and Specificity, 2) Objective and Intent, 3) Contextual Information, and 4) Format and Style. While the results are relatively mix, we observe some distinct patterns. We notice that using LLMs, we are able to generate deep learning-based models with executable codes for each dataset seperatly whose performance are comparable with the manually crafted and optimized LSTM models for predicting the whole time series dataset. We also noticed that ChatGPT outperforms the other LLMs in generating more accurate models. Furthermore, we observed that the goodness of the generated models vary with respect to the ``temperature'' parameter used in configuring LLMS. The results can be beneficial for data analysts and practitioners who would like to leverage generative AIs to produce good prediction models with acceptable goodness.
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id arxiv_https___arxiv_org_abs_2411_18731
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Performance of the LSTM-based Code Generated by Large Language Models (LLMs) in Forecasting Time Series Data
Gopali, Saroj
Siami-Namini, Sima
Abri, Faranak
Namin, Akbar Siami
Artificial Intelligence
Software Engineering
As an intriguing case is the goodness of the machine and deep learning models generated by these LLMs in conducting automated scientific data analysis, where a data analyst may not have enough expertise in manually coding and optimizing complex deep learning models and codes and thus may opt to leverage LLMs to generate the required models. This paper investigates and compares the performance of the mainstream LLMs, such as ChatGPT, PaLM, LLama, and Falcon, in generating deep learning models for analyzing time series data, an important and popular data type with its prevalent applications in many application domains including financial and stock market. This research conducts a set of controlled experiments where the prompts for generating deep learning-based models are controlled with respect to sensitivity levels of four criteria including 1) Clarify and Specificity, 2) Objective and Intent, 3) Contextual Information, and 4) Format and Style. While the results are relatively mix, we observe some distinct patterns. We notice that using LLMs, we are able to generate deep learning-based models with executable codes for each dataset seperatly whose performance are comparable with the manually crafted and optimized LSTM models for predicting the whole time series dataset. We also noticed that ChatGPT outperforms the other LLMs in generating more accurate models. Furthermore, we observed that the goodness of the generated models vary with respect to the ``temperature'' parameter used in configuring LLMS. The results can be beneficial for data analysts and practitioners who would like to leverage generative AIs to produce good prediction models with acceptable goodness.
title The Performance of the LSTM-based Code Generated by Large Language Models (LLMs) in Forecasting Time Series Data
topic Artificial Intelligence
Software Engineering
url https://arxiv.org/abs/2411.18731