TimeXL: Explainable Multi-modal Time Series Prediction with LLM-in-the-Loop

Fuente: arXiv
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Autores principales: Jiang, Yushan, Yu, Wenchao, Lee, Geon, Song, Dongjin, Shin, Kijung, Cheng, Wei, Liu, Yanchi, Chen, Haifeng
Formato: Preprint
Publicado: 2025
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author Jiang, Yushan
Yu, Wenchao
Lee, Geon
Song, Dongjin
Shin, Kijung
Cheng, Wei
Liu, Yanchi
Chen, Haifeng
author_facet Jiang, Yushan
Yu, Wenchao
Lee, Geon
Song, Dongjin
Shin, Kijung
Cheng, Wei
Liu, Yanchi
Chen, Haifeng
contents Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this gap, we introduce TimeXL, a multi-modal prediction framework that integrates a prototype-based time series encoder with three collaborating Large Language Models (LLMs) to deliver more accurate predictions and interpretable explanations. First, a multi-modal prototype-based encoder processes both time series and textual inputs to generate preliminary forecasts alongside case-based rationales. These outputs then feed into a prediction LLM, which refines the forecasts by reasoning over the encoder's predictions and explanations. Next, a reflection LLM compares the predicted values against the ground truth, identifying textual inconsistencies or noise. Guided by this feedback, a refinement LLM iteratively enhances text quality and triggers encoder retraining. This closed-loop workflow-prediction, critique (reflect), and refinement-continuously boosts the framework's performance and interpretability. Empirical evaluations on four real-world datasets demonstrate that TimeXL achieves up to 8.9% improvement in AUC and produces human-centric, multi-modal explanations, highlighting the power of LLM-driven reasoning for time series prediction.
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publishDate 2025
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spellingShingle TimeXL: Explainable Multi-modal Time Series Prediction with LLM-in-the-Loop
Jiang, Yushan
Yu, Wenchao
Lee, Geon
Song, Dongjin
Shin, Kijung
Cheng, Wei
Liu, Yanchi
Chen, Haifeng
Machine Learning
Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this gap, we introduce TimeXL, a multi-modal prediction framework that integrates a prototype-based time series encoder with three collaborating Large Language Models (LLMs) to deliver more accurate predictions and interpretable explanations. First, a multi-modal prototype-based encoder processes both time series and textual inputs to generate preliminary forecasts alongside case-based rationales. These outputs then feed into a prediction LLM, which refines the forecasts by reasoning over the encoder's predictions and explanations. Next, a reflection LLM compares the predicted values against the ground truth, identifying textual inconsistencies or noise. Guided by this feedback, a refinement LLM iteratively enhances text quality and triggers encoder retraining. This closed-loop workflow-prediction, critique (reflect), and refinement-continuously boosts the framework's performance and interpretability. Empirical evaluations on four real-world datasets demonstrate that TimeXL achieves up to 8.9% improvement in AUC and produces human-centric, multi-modal explanations, highlighting the power of LLM-driven reasoning for time series prediction.
title TimeXL: Explainable Multi-modal Time Series Prediction with LLM-in-the-Loop
topic Machine Learning
url https://arxiv.org/abs/2503.01013