T-LLM: Teaching Large Language Models to Forecast Time Series via Temporal Distillation

Fuente: arXiv
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Autori principali: Guo, Suhan, Wang, Bingxu, Zhang, Shaodan, Shen, Furao
Natura: Preprint
Pubblicazione: 2026
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author Guo, Suhan
Wang, Bingxu
Zhang, Shaodan
Shen, Furao
author_facet Guo, Suhan
Wang, Bingxu
Zhang, Shaodan
Shen, Furao
contents Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only accumulate as real-world time progresses, limiting the effectiveness of scale-driven pretraining alone. This time-bound constraint poses a challenge for enabling large language models (LLMs) to acquire forecasting capability, as existing approaches primarily rely on representation-level alignment or inference-time temporal modules rather than explicitly teaching forecasting behavior to the LLM. We propose T-LLM, a temporal distillation framework that equips general-purpose LLMs with time series forecasting capability by transferring predictive behavior from a lightweight temporal teacher during training. The teacher combines trend modeling and frequency-domain analysis to provide structured temporal supervision, and is removed entirely at inference, leaving the LLM as the sole forecasting model. Experiments on benchmark datasets and infectious disease forecasting tasks demonstrate that T-LLM consistently outperforms existing LLM-based forecasting methods under full-shot, few-shot, and zero-shot settings, while enabling a simple and efficient deployment pipeline.
format Preprint
id arxiv_https___arxiv_org_abs_2602_01937
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle T-LLM: Teaching Large Language Models to Forecast Time Series via Temporal Distillation
Guo, Suhan
Wang, Bingxu
Zhang, Shaodan
Shen, Furao
Machine Learning
Artificial Intelligence
Time series forecasting plays a critical role in decision-making across many real-world applications. Unlike data in vision and language domains, time series data is inherently tied to the evolution of underlying processes and can only accumulate as real-world time progresses, limiting the effectiveness of scale-driven pretraining alone. This time-bound constraint poses a challenge for enabling large language models (LLMs) to acquire forecasting capability, as existing approaches primarily rely on representation-level alignment or inference-time temporal modules rather than explicitly teaching forecasting behavior to the LLM. We propose T-LLM, a temporal distillation framework that equips general-purpose LLMs with time series forecasting capability by transferring predictive behavior from a lightweight temporal teacher during training. The teacher combines trend modeling and frequency-domain analysis to provide structured temporal supervision, and is removed entirely at inference, leaving the LLM as the sole forecasting model. Experiments on benchmark datasets and infectious disease forecasting tasks demonstrate that T-LLM consistently outperforms existing LLM-based forecasting methods under full-shot, few-shot, and zero-shot settings, while enabling a simple and efficient deployment pipeline.
title T-LLM: Teaching Large Language Models to Forecast Time Series via Temporal Distillation
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2602.01937