Multi-scale Semantic Reprogramming for Time Series Forecasting with Large Language Models
摘要
Effective time series prediction with hierarchical temporal dynamics is vital in fields like finance, energy, and traffic control. Recent work shows that large language models (LLMs), such as Time-LLM, can forecast by converting numerical data into text. However, current methods face key limitations: general-domain embeddings cause semantic mismatches, fixed prompts lack adaptability, and most critically, they fail to capture multi-scale temporal patterns. To address these issues, we propose a new framework based on multi-scale semantic encoding and adaptive reasoning. Our method uses a hierarchical reprogramming mechanism to decompose sequences into short-, medium-, and long-term components, better capturing multi-scale dynamics. We also introduce domain-adaptive semantic alignment to link numerical data with domain-specific text, improving coherence. Additionally, an adaptive fusion module and dynamic Chain-of-Thought (CoT) prompting enhance the use of pre-trained LLMs, increasing prediction flexibility and interpretability. Experiments show our framework outperforms state-of-the-art models in short- and long-term accuracy, cross-domain zero-shot performance, and computational efficiency.