jerronl/Time-LLM

(ICLR'24) Time-LLM: Time Series Forecasting by Reprogramming Large Language Models

[Paper Page] [Paper Explained] [中文解读1] [中文解读2] [中文解读3]

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🌟 If you find this resource helpful, please consider to star this repository and cite our research:

@inproceedings{jin2023time,
  title={{Time-LLM}: Time series forecasting by reprogramming large language models},
  author={Jin, Ming and Wang, Shiyu and Ma, Lintao and Chu, Zhixuan and Zhang, James Y and Shi, Xiaoming and Chen, Pin-Yu and Liang, Yuxuan and Li, Yuan-Fang and Pan, Shirui and Wen, Qingsong},
  booktitle={International Conference on Learning Representations (ICLR)},
  year={2024}
}

Introduction

Time-LLM is a reprogramming framework to repurpose LLMs for general time series forecasting with the backbone language models kept intact. Notably, we show that time series analysis (e.g., forecasting) can be cast as yet another "language task" that can be effectively tackled by an off-the-shelf LLM.

Time-LLM comprises two key components: (1) reprogramming the input time series into text prototype representations that are more natural for the LLM, and (2) augmenting the input context with declarative prompts (e.g., domain expert knowledge and task instructions) to guide LLM reasoning.

Requirements

accelerate==0.20.3
einops==0.7.0
matplotlib==3.7.0
numpy==1.23.5
pandas==1.5.3
scikit_learn==1.2.2
scipy==1.5.4
torch==2.0.1
tqdm==4.65.0
peft==0.4.0
transformers==4.31.0
deepspeed==0.13.0

To install all dependencies:

pip install -r requirements.txt

Datasets

You can access the well pre-processed datasets from [Google Drive], then place the downloaded contents under ./dataset

Quick Demos

Download datasets and place them under ./dataset
Tune the model. We provide five experiment scripts for demonstration purpose under the folder ./scripts. For example, you can evaluate on ETT datasets by:

bash ./scripts/TimeLLM_ETTh1.sh

bash ./scripts/TimeLLM_ETTh2.sh

bash ./scripts/TimeLLM_ETTm1.sh

bash ./scripts/TimeLLM_ETTm2.sh

Detailed usage

Please refer to run_main.py and run_m4.py for the detailed description of each hyperparameter.

@article{jin2023lm4ts,
  title={Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlook}, 
  author={Ming Jin and Qingsong Wen and Yuxuan Liang and Chaoli Zhang and Siqiao Xue and Xue Wang and James Zhang and Yi Wang and Haifeng Chen and Xiaoli Li and Shirui Pan and Vincent S. Tseng and Yu Zheng and Lei Chen and Hui Xiong},
  journal={arXiv preprint arXiv:2310.10196},
  year={2023}
}

2, Position Paper: What Can Large Language Models Tell Us about Time Series Analysis, in arXiv 2024.

Authors: Ming Jin, Yifan Zhang, Wei Chen, Kexin Zhang, Yuxuan Liang*, Bin Yang, Jindong Wang, Shirui Pan, Qingsong Wen*

🌟 If you find this paper helpful, please consider to cite it in your research:

@article{jin2024position,
   title={Position Paper: What Can Large Language Models Tell Us about Time Series Analysis}, 
   author={Ming Jin and Yifan Zhang and Wei Chen and Kexin Zhang and Yuxuan Liang and Bin Yang and Jindong Wang and Shirui Pan and Qingsong Wen},
  journal={arXiv preprint arXiv:2402.02713},
  year={2024}
}

3, Transformers in Time Series: A Survey, IJCAI'23 Survey Track

Authors: Qingsong Wen, Tian Zhou, Chaoli Zhang, Weiqi Chen, Ziqing Ma, Junchi Yan, Liang Sun

🌟 If you find this paper helpful, please consider to cite it in your research:

@inproceedings{wen2023transformers,
  title={Transformers in time series: A survey},
  author={Wen, Qingsong and Zhou, Tian and Zhang, Chaoli and Chen, Weiqi and Ma, Ziqing and Yan, Junchi and Sun, Liang},
  booktitle={International Joint Conference on Artificial Intelligence(IJCAI)},
  year={2023}
}

Acknowledgement

Our implementation adapts Time-Series-Library and GPT4TS as the code base and have extensively modified it to our purposes. We thank the authors for sharing their implementations and related resources.

jerronl / Time-LLM