Skip to yearly menu bar Skip to main content


Poster

Multi-Patch Prediction: Adapting Language Models for Time Series Representation Learning

Yuxuan Bian · Xuan Ju · Jiangtong Li · Zhijian Xu · Dawei Cheng · Qiang Xu

Hall C 4-9 #209
[ ] [ Paper PDF ]
[ Poster
Tue 23 Jul 4:30 a.m. PDT — 6 a.m. PDT

Abstract: In this study, we present $\text{aL\small{LM}4T\small{S}}$, an innovative framework that adapts Large Language Models (LLMs) for time-series representation learning. Central to our approach is that we reconceive time-series forecasting as a self-supervised, multi-patch prediction task, which, compared to traditional mask-and-reconstruction methods, captures temporal dynamics in patch representations more effectively. Our strategy encompasses two-stage training: (i). a causal continual pre-training phase on various time-series datasets, anchored on next patch prediction, effectively syncing LLM capabilities with the intricacies of time-series data; (ii). fine-tuning for multi-patch prediction in the targeted time-series context. A distinctive element of our framework is the patch-wise decoding layer, which departs from previous methods reliant on sequence-level decoding. Such a design directly transposes individual patches into temporal sequences, thereby significantly bolstering the model's proficiency in mastering temporal patch-based representations. $\text{aL\small{LM}4T\small{S}}$ demonstrates superior performance in several downstream tasks, proving its effectiveness in deriving temporal representations with enhanced transferability and marking a pivotal advancement in the adaptation of LLMs for time-series analysis.

Chat is not available.