Organizations: School of Software, Shandong University, China · Boston University, Boston, MA, USA · State Key Laboratory of Complex & Critical Software Environment, Beihang University · Research Institute of Trustworthy Autonomous Systems, SUSTech
Incorporating textual information into time-series forecasting holds promise for addressing event-driven non-stationarity; however, a fundamental modality gap hinders effective fusion: textual descriptions express temporal impacts implicitly and qualitatively, whereas forecasting models rely on explicit and quantitative signals. Through controlled semi-synthetic experiments, we show that existing methods over-attend to redundant tokens and struggle to reliably translate textual semantics into usable numerical cues. To bridge this gap, we propose TESS, which introduces a Temporal Evolution Semantic Space as an intermediate bottleneck between modalities. This space consists of interpretable, numerically grounded temporal primitives (mean shift, volatility, shape, and lag) extracted from text by an LLM via structured prompting and filtered through confidence-aware gating. Experiments on four real-world datasets demonstrate up to a 29 percent reduction in forecasting error compared to state-of-the-art unimodal and multimodal baselines. The code will be released after acceptance.
Figures & tables
Figure 1: Illustration of the cross-modal transformation via the Temporal Semantic Space. Verbose textual narratives (left) are distilled into structured temporal primitives (middle), which then guide numerical forecasting (right).
Figure 2: Analysis of attention misalignment. Left : Distribution of focus ratio Rt on test samples. Right : Relationship between redundant token count and predictive performance.
Figure 3: Comparison of three input variants. Left : Prediction performance (MSE) across Full, Signal-Only, and Numerical inputs. Right : Training loss curves showing convergence dynamics.
Figure 4: Overview of TESS . Given numerical observations and associated text, a frozen LLM extracts temporal evolution primitives (e.g., mean shift, shape, volatility, lag) via structured prompting. These primitives, after confidence-aware gating, condition a Transformer-based forecaster that fuses semantic signals with encoded historical sequences to produce numerical predictions.
Model
Bitcoin (Finance)
FNSPID (Finance)
Electricity (General)
Environment (General)
MAE
MSE
RMSE
MAE
MSE
RMSE
MAE
MSE
RMSE
MAE
MSE
RMSE
Traditional Models
TimeMixer
1.6757
4.3725
2.0910
0.0153
0.0017
0.0407
0.1064
0.0252
0.1586
0.4219
0.3693
0.6077
TSMixer
4.1202
29.1934
5.4031
0.0353
0.0082
0.0907
0.1119
0.0258
0.1606
0.4860
0.3878
0.6227
Nonstationary
1.6003
4.3420
2.0837
0.0154
0.0016
0.0400
0.1066
0.0256
0.1600
0.4178
0.3472
0.5892
TimesNet
1.4598
3.8229
1.9552
0.0152
0.0015
0.0385
0.1035
0.0242
0.1557
0.4258
0.3473
0.5893
Table 1: Comparison of baselines for time-series forecasting. Lower scores indicate better performance. Red : best, Blue : runner-up.
Dataset
Metric
w/o TESS
w/o Gating
TESS
Bitcoin
MAE
1.6025
1.1532
1.1120
MSE
4.2238
2.3556
2.2726
RMSE
2.0552
1.5349
1.5075
FNSPID
MAE
0.0155
0.0151
0.0147
MSE
0.0018
0.0015
0.0012
RMSE
0.0412
0.0387
0.0347
Table 2: Ablation study on the contributions of temporal evolution semantic space (TESS) and gating mechanism. Lower scores indicate better performance. Red : best performance.
Figure 5: Performance comparison on three types of non-stationary scenarios (Shape, Volatility, Mean Shift). TESS (blue) consistently outperforms both unimodal (teal) and multimodal (red) baselines.
Figure 6: Training loss curves comparison. TESS (blue) converges faster with smoother dynamics than direct text fusion (purple).
Figure 7: Case study on Bitcoin and Electricity datasets. TESS (blue) accurately captures temporal evolution primitives and aligns closely with ground truth (black).
Figure 8: Analysis of temporal evolution semantic space. (a) Primitive ablation on FNSPID: removing each primitive leads to MSE increase, with Mean Shift having the largest impact. (b) Gating effectiveness: correctly extracted primitives (blue) receive significantly higher soft weights than incorrect ones (red).
Appendix figures & tables1 asset
Supplementary material from the paper’s appendix.
Appendix
Datasets
Electicity
Bitcoin
FNSPID
Environment
Time Horizon
2019.01-2021.12
2019.01-2021.06
Not specified
1982.01-2012.05
Variates
19
18
7
4
Timesteps
52,560
858
49140
11,095
Granularity
30 minutes
1 day
5 days
7 days
Input length
48
7
5
7
Prediction length
48
7
5
7
Appendix
Table 3: The Electricity dataset represents the half-hourly electricity demand in a state. FNSPID provides daily stock price data integrated with time-aligned financial news. Environment dataset contains daily Air Quality Index (AQI) measurements and Bitcoin denotes the daily Bitcoin price.
Multimodal time series forecasting, which pairs numerical sequences with domain-relevant textual reports, promises to inject world knowledge into forecasting pipelines. However, we uncover a critical failure mode in existing frameworks that we term text collapse: the text branch converges to a content-independent transformation, contributing negligible discriminative signal regardless of the input description. We argue that text collapse is a consequence of a fundamental asymmetry in time series forecasting: the numerical input is strongly autocorrelated with the output, making the numerical backbone inherently dominant, while the text branch, despite carrying complementary and often critical information, is insufficiently utilized, leading to its systematic underexploitation. To address this, we propose REST-TS (Residual-Exclusive Supervision for Text in Time Series), which turns the asymmetry into a design principle: the numerical backbone produces its own independent numerical forecast, and the text branch is exclusively supervised to predict the structured components of the residual, the prediction gap that numbers cannot explain. Because no numerical pathway can reduce these losses, the text branch must extract genuine content from the input description. Evaluated across diverse real-world domains and backbone architectures, REST-TS achieves state-of-the-art performance and consistently demonstrates greater text-branch utilization than existing frameworks, providing strong empirical evidence that supervising the text branch on the residual compels it to extract genuine content from the input.
Huu Hiep Nguyen, Minh Hoang Nguyen, Dung Nguyen +1
Applied Artificial Intelligence Initiative Deakin University Geelong, Australia
Most existing time series forecasting methods rely solely on numerical observations, overlooking rich contextual information from auxiliary texts. Recent multimodal approaches attempt to incorporate textual signals, but they often treat text as static features or use large language models as forecasting backbones, limiting their ability to capture temporal dynamics and increasing computational cost. To address these challenges, we propose TAC-Time, a unified framework that transforms textual information into additional temporal channels. By modeling text features jointly with numerical sequences in a shared temporal backbone, TAC-Time preserves temporal continuity and periodic structures while remaining efficient and scalable. This formulation also enables systematic interpretability analyses. We show strong cross-modal dependencies through attention and frequency-domain analyses, and identify predictive textual signals whose correlation-aware alignment yields partial forecasting improvements. Extensive experiments on real-world multimodal benchmarks demonstrate that TAC-Time outperforms prior methods.
Conventional forecasting methods are trained end-to-end on unimodal time series, which limits their ability to exploit textual information and undermines their generalization in data-scarce scenarios. Recently, large language models (LLMs) and time series foundation models (TSFMs) have demonstrated powerful capabilities in complex textual reasoning and zero-shot temporal modeling, respectively. Integrating these strengths to construct a multimodal time series foundation model that jointly leverages temporal and textual information for zero-shot future inference has emerged as a promising research direction. However, the scarcity of large-scale, high-quality multimodal datasets remains a fundamental obstacle. To address this challenge, we propose ChronoSteer, a decoupled agentic framework that learns cross-modal alignment from synthetic paired supervision. Specifically, a pretrained LLM first converts textual events into revision instructions that steer the initial unimodal prediction produced by a frozen TSFM. These revision instructions form an intermediate instruction space that bridges the semantic gap between text and time series while fully leveraging pretrained knowledge. Technically, the instructions are discretized into a compact codebook of instruction anchors, effectively mitigating semantic divergence while reducing the cost of dataset construction. Finally, we adopt a two-stage training strategy to recover the fine-grained magnitude information lost during discretization. Furthermore, we release a leakage-controlled multimodal benchmark constructed with temporal separation and textual context available before the prediction window. When paired with an LLM and trained on synthetic cross-modal alignment data, ChronoSteer achieves a 25.8% improvement in zero-shot prediction accuracy over its unimodal backbone, and outperforms prior state-of-the-art unimodal and multimodal ...
Chengsen Wang, Qi Qi, Zhongwen Rao +2
Beijing University of Posts and Telecommunications · Huawei Noah’s Ark Lab