Reasoning-Aware Training for Time Series Forecasting

Fuente: arXiv
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Main Authors: Ahamed, Md Atik, Parmar, Mihir, Goyal, Palash, Li, Chun-Liang, Cheng, Qiang, Pfister, Tomas, Yoon, Jinsung
Format: Preprint
Published: 2026
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author Ahamed, Md Atik
Parmar, Mihir
Goyal, Palash
Li, Chun-Liang
Cheng, Qiang
Pfister, Tomas
Yoon, Jinsung
author_facet Ahamed, Md Atik
Parmar, Mihir
Goyal, Palash
Li, Chun-Liang
Cheng, Qiang
Pfister, Tomas
Yoon, Jinsung
contents Time Series Foundation Models (TSFMs) excel at numerical forecasting but operate as black boxes lacking qualitative reasoning. Conversely, applying LLMs directly to temporal data introduces a modality gap: text tokenizers fragment continuous numerical values, degrading mathematical relationships and exploding sequence lengths, leading to computational overhead. To resolve this, we introduce STRIDE (Strategic Time-series Reasoning Injected via Distilled Embeddings), a novel framework natively integrating LLM reasoning into the continuous embedding space of TSFMs. Instead of discrete tokens, STRIDE distills reasoning traces into a lightweight LLM, dynamically projecting its mean-pooled hidden states as a cross-modal prior into the target numerical encoder. The architecture is jointly optimized using cross-entropy and quantile losses. Evaluations demonstrate STRIDE establishes state-of-the-art numerical forecasting on GIFT-Eval (0.674 MASE, 0.454 CRPS) compared to TSFMs and exhibits superior in-domain and out-of-domain numerical as well as reasoning performance on TFRBench. Specifically, STRIDE acts as a plug-and-play enhancement, consistently improving diverse TSFMs (e.g., Chronos-2, Timer-S1) across various LLM configurations. Thus, injecting semantic reasoning as a continuous prior equips TSFMs with human-interpretable reasoning while fundamentally improving predictive accuracy.
format Preprint
id arxiv_https___arxiv_org_abs_2605_08625
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Reasoning-Aware Training for Time Series Forecasting
Ahamed, Md Atik
Parmar, Mihir
Goyal, Palash
Li, Chun-Liang
Cheng, Qiang
Pfister, Tomas
Yoon, Jinsung
Machine Learning
Artificial Intelligence
Time Series Foundation Models (TSFMs) excel at numerical forecasting but operate as black boxes lacking qualitative reasoning. Conversely, applying LLMs directly to temporal data introduces a modality gap: text tokenizers fragment continuous numerical values, degrading mathematical relationships and exploding sequence lengths, leading to computational overhead. To resolve this, we introduce STRIDE (Strategic Time-series Reasoning Injected via Distilled Embeddings), a novel framework natively integrating LLM reasoning into the continuous embedding space of TSFMs. Instead of discrete tokens, STRIDE distills reasoning traces into a lightweight LLM, dynamically projecting its mean-pooled hidden states as a cross-modal prior into the target numerical encoder. The architecture is jointly optimized using cross-entropy and quantile losses. Evaluations demonstrate STRIDE establishes state-of-the-art numerical forecasting on GIFT-Eval (0.674 MASE, 0.454 CRPS) compared to TSFMs and exhibits superior in-domain and out-of-domain numerical as well as reasoning performance on TFRBench. Specifically, STRIDE acts as a plug-and-play enhancement, consistently improving diverse TSFMs (e.g., Chronos-2, Timer-S1) across various LLM configurations. Thus, injecting semantic reasoning as a continuous prior equips TSFMs with human-interpretable reasoning while fundamentally improving predictive accuracy.
title Reasoning-Aware Training for Time Series Forecasting
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2605.08625