One-for-All: A Lightweight Stabilized and Parameter-Efficient Pre-trained LLM for Time Series Forecasting
Organizations: ADAPT SFI Research Centre, School of Computer Science, Technological University Dublin, Ireland · ADAPT SFI Research Centre, School of Computer Science, University College Dublin
Abstract
We address the challenge of adapting pre-trained Large Language Models (LLMs) for multivariate time-series analysis, where their deployment is often hindered by prohibitive computational and memory demands. Our solution, One-for-All, introduces Gaussian Rank-Stabilized Low-Rank Adapters (rsLoRA) to enable parameter-efficient fine-tuning of frozen LLMs. While inspired by LoRA, rsLoRA introduces a mathematically grounded rank-stabilization mechanism that enables provable gradient stability at low ranks a novel contribution absent in prior PEFT methods. Our framework injects trainable rank decomposition matrices (rank 16) into positional embeddings and output layers, while keeping self-attention weights fixed. This design reduces trainable parameters by 6.8 (vs. TimesNet), 21 (vs. GPT4TS), and 11.8 (vs. TIME-LLM), while achieving a 168-1,776 smaller memory footprint (2.2MiB vs. 340MiB-4.18GiB in SOTA models). Rigorous evaluation across six time-series tasks demonstrates that One-for-All achieves state-of-the-art efficiency-accuracy trade-offs: 5.5 higher parameter efficiency (MSE=5.50) than TimesNet and 21 better than GPT4TS, while matching their forecasting accuracy (MSE=0.33). The framework's stability is validated through consistent performance across diverse horizons (96-720 steps) and datasets (ETT, Weather, M3, M4), with 98.3% fewer parameters than conventional transformers. These advances enable deployment on edge devices for healthcare, finance, and environmental monitoring without compromising performance.
Figures & tables
| Model | Parameters (M) | Memory (MiB) | Eff.*MSE/MAE | ETTh1 | ETTh2 | ETTm1 | ETTm2 | Weather | Avg |
|---|---|---|---|---|---|---|---|---|---|
| MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | ||||
| One-for-All | 0.55 | 2.2 | 5.50/5.05 | 0.43/0.43 | 0.36/0.39 | 0.36/0.38 | 0.26/0.33 | 0.23/0.27 | 0.33/0.36 |
| GPT4TS | 11.7 | 371.0 | 0.26/0.24 | 0.43/0.43 | 0.35/0.40 | 0.35/0.38 | 0.27/0.33 | 0.24/0.27 | 0.33/0.36 |
| TIME-LLM | 6.46 | 3907 | 0.50/0.44 | 0.41/0.42 | 0.34/0.38 | 0.33/0.37 | 0.25/0.32 | 0.23/0.26 | 0.31/0.35 |
| TEST | 2.00 | 701 | 1.56/1.39 | 0.42/0.43 | 0.34/0.38 | 0.35/0.38 | 0.26/0.32 | 0.23/0.27 | 0.32/0.36 |
| TEMPO | 5.00 | 710 | 0.54/0.51 | 0.43/0.43 | 0.36/0.40 | 0.50/0.46 | 0.28/0.33 | 0.28/0.32 | 0.37/0.39 |
| Model | Parameters (M) | Memory (MiB) | Eff.*MSE/MAE | ETTh1 | ETTh2 | ETTm1 | ETTm2 | Weather | Avg |
|---|---|---|---|---|---|---|---|---|---|
| MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | ||||
| One-for-All | 0.55 | 2.2 | 4.37/4.48 | 0.65/0.55 | 0.43/0.44 | 0.47/0.44 | 0.29/0.33 | 0.24/0.27 | 0.416/0.406 |
| GPT4TS | 11.7 | 371.0 | 0.21/0.21 | 0.59/0.53 | 0.40/0.42 | 0.47/0.44 | 0.30/0.34 | 0.24/0.27 | 0.400/0.400 |
| TIME-LLM | 6.46 | 3907 | 0.43/0.40 | 0.56/0.52 | 0.37/0.40 | 0.41/0.43 | 0.28/0.33 | 0.24/0.28 | 0.372/0.392 |
| TEST | 2.00 | 701 | 1.24/1.26 | 0.59/0.53 | 0.40/0.43 | 0.46/0.45 | 0.32/0.31 | 0.25/0.27 | 0.404/0.398 |
| TimesNet | 0.63 | 2.9 | 3.02/3.46 | 0.87/0.63 | 0.48/0.47 | 0.68/0.54 | 0.32/0.35 | 0.28/0.30 | 0.526/0.458 |
| Model | Parameters (M) | Memory (MiB) | Eff.*MSE/MAE | ETTh1 | ETTh2 | ETTm1 | ETTm2 | Weather | Avg |
|---|---|---|---|---|---|---|---|---|---|
| MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | MSE/MAE | ||||
| One-for-All | 0.55 | 2.2 | 3.92/4.17 | 0.71/0.57 | 0.52/0.49 | 0.52/0.47 | 0.30/0.35 | 0.27/0.30 | 0.464/0.436 |
| GPT4TS | 11.7 | 371.0 | 0.20/0.20 | 0.68/0.56 | 0.40/0.43 | 0.47/0.45 | 0.31/0.35 | 0.27/0.30 | 0.426/0.418 |
| TIME-LLM | 6.46 | 3907 | 0.39/0.38 | 0.63/0.55 | 0.39/0.42 | 0.43/0.44 | 0.28/0.32 | 0.26/0.31 | 0.398/0.408 |
| TimesNet | 0.63 | 2.9 | 2.89/3.39 | 0.92/0.64 | 0.46/0.45 | 0.72/0.56 | 0.35/0.37 | 0.30/0.32 | 0.550/0.468 |
| EFDformer | 16.8 | 87.8 | 0.12/0.13 | 0.66/0.56 | 0.44/0.45 | 0.73/0.59 | 0.40/0.41 | 0.31/0.35 | 0.508/0.472 |
| Transfer | Frequency | Method | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| One-for-All | GPT4TS | TimeNet | FEDformer | TStationary | ETSformer | LightTS | Autoformer | Informer | Reformer | ||
| M3 M4 | Yearly | 13.53 | 16.42 | 18.75 | 16.00 | 17.05 | 20.56 | 15.63 | 16.18 | 19.70 | 16.03 |
| Quarterly | 11.00 | 10.13 | 12.26 | 9.48 | 12.56 | 11.65 | 9.40 | 13.92 | 13.00 | 9.76 | |
| Monthly | 15.28 | 14.10 | 14.01 | 15.12 | 16.82 | 16.97 | 24.60 | 16.91 | 15.91 | 14.80 | |
| Avg | 13.27 | 13.55 | 15.01 | 13.53 | 15.48 | 16.39 | 16.54 | 15.67 | 16.20 | 13.53 | |
| M4 M3 | Yearly | 19.23 | 13.74 | 15.65 | 13.88 | 14.98 | 27.84 | 13.78 | 14.55 | 18.54 | 15.65 |
| Method | SMAPE | MASE | OWS | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Yearly | Quarterly | Monthly | Others | Avg | Yearly | Quarterly | Monthly | Others | Avg | Yearly | Quarterly | Monthly | Others | Avg | |
| One-for-All | 14.29 | 10.51 | 13.11 | 5.37 | 12.37 | 3.34 | 1.21 | 0.96 | 3.66 | 1.70 | 0.85 | 0.92 | 0.90 | 1.14 | 0.90 |
| GPT4TS | 14.85 | 10.37 | 12.87 | 5.29 | 12.35 | 3.61 | 1.22 | 0.95 | 3.62 | 1.76 | 0.91 | 0.91 | 0.89 | 1.12 | 0.91 |
| TimeNet | 13.47 | 10.06 | 12.70 | 5.02 | 11.89 | 3.05 | 1.17 | 0.94 | 3.34 | 1.60 | 0.79 | 0.88 | 0.88 | 1.05 | 0.85 |
| FEDformer | 13.63 | 10.66 | 14.25 | 4.86 | 12.78 | 3.07 | 1.25 | 1.12 | 3.25 | 1.71 | 0.80 | 0.94 | 1.02 | 1.02 | 0.91 |
| ETSformer | 16.73 | 12.63 | 14.65 | 5.72 | 14.20 | 4.25 | 1.73 | 1.22 | 4.13 | 2.18 | 1.04 | 1.20 | 1.08 | 1.25 | 1.09 |
| Methods | SMD | MSL | SMAP | SWaT | PSM | Avg | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| P | R | F1 | P | R | F1 | P | R | F1 | P | R | F1 | P | R | F1 | P | R | F1 | |
| One-for-All | 87.60 | 80.30 | 83.80 | 82.30 | 81.40 | 81.90 | 89.80 | 53.60 | 67.10 | 92.00 | 92.40 | 92.20 | 98.60 | 95.50 | 97.10 | 90.06 | 80.64 | 84.42 |
| GPT4TS | 88.89 | 84.98 | 86.89 | 82.00 | 82.91 | 82.45 | 90.60 | 60.95 | 72.88 | 92.20 | 96.34 | 94.23 | 98.62 | 95.68 | 97.13 | 90.46 | 84.17 | 86.72 |
| TimeNet | 87.91 | 81.54 | 84.61 | 89.54 | 75.36 | 81.84 | 90.14 | 56.40 | 69.39 | 90.75 | 95.40 | 93.02 | 98.51 | 96.20 | 97.34 | 91.37 | 80.98 | 85.24 |
| FEDformer | 87.95 | 82.39 | 85.08 | 77.14 | 80.07 | 78.57 | 90.47 | 58.10 | 70.76 | 90.17 | 96.42 | 93.19 | 97.31 | 97.16 | 97.23 | 88.61 | 82.83 | 84.97 |
| TStationary | 88.33 | 81.21 | 84.62 | 68.55 | 89.14 | 77.50 | 89.37 | 59.02 | 71.09 | 68.03 | 96.75 | 79.88 | 97.82 | 96.76 | 97.29 | 82.42 | 84.58 | 82.08 |
| Resource Budget | Long-term Forecasting | Few-shot Forecasting (10%) | ||||||||
| Rank | Param. (M) | Mem. (MiB) | Param. | Mem. | MSE | MAE | Param. | Mem. | MSE | MAE |
| Rank 2 | ✓ | ✓ | 0.068 | 0.277 | 0.41 | 0.42 | 0.068 | 0.277 | 0.49 | 0.45 |
| Rank 4 | ✓ | ✓ | 0.137 | 0.055 | 0.37 | 0.40 | 0.137 | 0.055 | 0.45 | 0.42 |
| Rank 8 | ✓ | ✓ | 0.275 | 1.100 | 0.33 | 0.37 | 0.275 | 1.100 | 0.42 | 0.42 |
| Rank 16 | ✓ | ✓ | 0.550 | 2.200 | 0.33 | 0.36 | 0.550 | 2.200 | 0.42 | 0.41 |
| Rank 32 | ✓ | ✓ | 1.100 | 4.425 | 0.33 | 0.36 | 1.100 | 4.425 | 0.42 | 0.41 |
Appendix figures & tables17 assets
Supplementary material from the paper’s appendix.
Appendix
| Dataset | Dimension | Length | Prediction Length | Frequency | Domain |
|---|---|---|---|---|---|
| ETTh | 7 | 17420 | {96, 192, 336, 720} | 1 hour | Temperature |
| ETTm | 7 | 69680 | {96, 192, 336, 720} | 15 min | Temperature |
| Weather | 22 | 52696 | {96, 192, 336, 720} | 10 min | Weather |
| Dataset | Frequency | Length | Prediction Length | Mapping | |
|---|---|---|---|---|---|
| M4 | M3 | ||||
| M3 | Yearly | 645 | 6 | Yearly | – |
| M3 | Quarterly | 756 | 8 | Quarterly | – |
| M3 | Monthly | 1428 | 18 | Monthly | – |
| M4 | Yearly | 23000 | 6 | – | Yearly |
| M4 | Quarterly | 24000 | 8 | – | Quarterly |
| Dataset | Hyperparameters | Training Process | ||||||||
| GPT layer | Patch Size | Input length | Label length | Heads | Learning rate | Loss | Batch Size | Epochs | ||
| Few/Long | ETTh1 | 6 | 16 | 336 | 168 | 4 | MSE | 256 | 10 | |
| ETTh2 | 6 | 16 | 336 | 168 | 4 | MSE | 256 | 10 | ||
| ETTm1 | 6 | 16 | 512 | 48 | 4 | MSE | 256 | 10 | ||
| ETTm2 | 6 | 16 | 512 | 48 | 4 | MSE | 256 | 10 | ||
| Weather | 6 | 16 | 512 | 48 | 4 | MSE | 512 | 10 | ||
| Method | One-for-All | GPT4TS | TIME-LLM | TEST | TEMPO | TimeNet | FEDformer | TStationary | ETSformer | Autoformer | Informer | Reformer | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | ||
| ETTh1 | 96 | 0.38 | 0.40 | 0.38 | 0.40 | 0.36 | 0.39 | 0.37 | 0.40 | 0.40 | 0.41 | 0.38 | 0.40 | 0.38 | 0.42 | 0.51 | 0.49 | 0.49 | 0.48 | 0.45 | 0.46 | 0.86 | 0.71 | 0.84 | 0.73 |
| 192 | 0.42 | 0.42 | 0.42 | 0.42 | 0.40 | 0.42 | 0.42 | 0.42 | 0.43 | 0.42 | 0.44 | 0.43 | 0.42 | 0.45 | 0.53 | 0.50 | 0.54 | 0.50 | 0.50 | 0.48 | 1.00 | 0.79 | 0.92 | 0.77 | |
| 336 | 0.44 | 0.43 | 0.44 | 0.43 | 0.43 | 0.43 | 0.42 | 0.44 | 0.44 | 0.43 | 0.49 | 0.47 | 0.46 | 0.46 | 0.59 | 0.53 | 0.57 | 0.52 | 0.52 | 0.50 | 1.11 | 0.81 | 1.20 | 0.83 | |
| 720 | 0.47 | 0.47 | 0.48 | 0.46 | 0.44 | 0.46 | 0.45 | 0.47 | 0.44 | 0.45 | 0.52 | 0.50 | 0.51 | 0.51 | 0.64 | 0.62 | 0.56 | 0.53 | 0.51 | 0.51 | 1.18 | 0.86 | 1.26 | 0.89 | |
| Avg | 0.43 | 0.43 | 0.43 | 0.43 | 0.41 | 0.42 | 0.42 | 0.43 | 0.43 | 0.43 | 0.46 | 0.45 | 0.44 | 0.46 | 0.57 | 0.54 | 0.54 | 0.51 | 0.50 | 0.49 | 1.04 | 0.79 | 1.06 | 0.81 | |
| Method | One-for-All | GPT4TS | TIME-LLM | TEST | TimeNet | FEDformer | TStationary | ETSformer | Autoformer | Informer | Reformer | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | ||
| ETTh1 | 96 | 0.51 | 0.48 | 0.46 | 0.46 | 0.45 | 0.46 | 0.46 | 0.46 | 0.86 | 0.63 | 0.51 | 0.50 | 0.92 | 0.64 | 1.11 | 0.81 | 0.61 | 0.55 | 1.18 | 0.79 | 1.18 | 0.79 |
| 192 | 0.62 | 0.52 | 0.57 | 0.52 | 0.49 | 0.48 | 0.57 | 0.52 | 0.80 | 0.59 | 0.62 | 0.55 | 0.91 | 0.63 | 1.15 | 0.82 | 0.72 | 0.60 | 1.20 | 0.81 | 1.29 | 0.85 | |
| 336 | 0.75 | 0.59 | 0.61 | 0.53 | 0.59 | 0.54 | 0.61 | 0.53 | 0.94 | 0.65 | 0.69 | 0.57 | 0.94 | 0.64 | 1.18 | 0.83 | 0.75 | 0.62 | 1.20 | 0.81 | 1.29 | 0.85 | |
| 720 | 0.72 | 0.59 | 0.72 | 0.59 | 0.70 | 0.61 | 0.72 | 0.60 | 0.88 | 0.64 | 0.73 | 0.61 | 0.89 | 0.64 | 1.27 | 0.87 | 0.72 | 0.62 | 1.22 | 0.82 | 1.22 | 0.84 | |
| Avg | 0.65 | 0.55 | 0.59 | 0.53 | 0.56 | 0.52 | 0.59 | 0.53 | 0.87 | 0.63 | 0.64 | 0.56 | 0.92 | 0.64 | 1.18 | 0.83 | 0.70 | 0.60 | 1.20 | 0.81 | 1.25 | 0.83 | |
| Method | One-for-All | GPT4TS | TIME-LLM | TimeNet | FEDformer | TStationary | ETSformer | Autoformer | Informer | Reformer | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | ||
| ETTh1 | 96 | 0.63 | 0.54 | 0.54 | 0.51 | 0.48 | 0.47 | 0.89 | 0.62 | 0.59 | 0.53 | 0.95 | 0.65 | 1.17 | 0.83 | 0.68 | 0.57 | 1.22 | 0.81 | 1.20 | 0.79 |
| 192 | 0.75 | 0.58 | 0.75 | 0.58 | 0.63 | 0.54 | 0.94 | 0.66 | 0.65 | 0.56 | 0.94 | 0.64 | 1.22 | 0.85 | 0.72 | 0.60 | 1.25 | 0.83 | 1.27 | 0.85 | |
| 336 | 0.75 | 0.59 | 0.75 | 0.59 | 0.77 | 0.63 | 0.94 | 0.65 | 0.73 | 0.59 | 0.93 | 0.64 | 1.18 | 0.83 | 0.76 | 0.62 | 1.20 | 0.81 | 1.25 | 0.86 | |
| 720 | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | |
| Avg | 0.71 | 0.57 | 0.68 | 0.56 | 0.63 | 0.55 | 0.92 | 0.64 | 0.66 | 0.56 | 0.94 | 0.64 | 1.19 | 0.84 | 0.72 | 0.60 | 1.22 | 0.82 | 1.24 | 0.83 | |
| Variant | Long-term Forecasting with Different Rank | ||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rank 2 | Rank 4 | Rank 8 | Rank 16 | Rank 32 | Rank 64 | Rank 128 | Rank 256 | Rank 512 | Rank 1024 | ||||||||||||
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | ||
| ETTh1 | 96 | 0.55 | 0.51 | 0.48 | 0.47 | 0.40 | 0.42 | 0.38 | 0.40 | 0.38 | 0.40 | 0.38 | 0.40 | 0.38 | 0.40 | 0.38 | 0.40 | 0.38 | 0.40 | 0.39 | 0.40 |
| 192 | 0.59 | 0.52 | 0.51 | 0.49 | 0.43 | 0.44 | 0.42 | 0.42 | 0.42 | 0.42 | 0.42 | 0.42 | 0.42 | 0.43 | 0.42 | 0.42 | 0.42 | 0.43 | 0.42 | 0.43 | |
| 336 | 0.60 | 0.53 | 0.53 | 0.50 | 0.45 | 0.45 | 0.44 | 0.43 | 0.45 | 0.45 | 0.45 | 0.45 | 0.45 | 0.44 | 0.45 | 0.45 | 0.45 | 0.45 | 0.45 | 0.45 | |
| 720 | 0.58 | 0.54 | 0.53 | 0.52 | 0.47 | 0.48 | 0.47 | 0.47 | 0.47 | 0.48 | 0.46 | 0.47 | 0.46 | 0.47 | 0.47 | 0.48 | 0.46 | 0.47 | 0.48 | 0.48 | |
| Variant | Few-shot Forecasting with Different Rank | ||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rank 2 | Rank 4 | Rank 8 | Rank 16 | Rank 32 | Rank 64 | Rank 128 | Rank 256 | Rank 512 | Rank 1024 | ||||||||||||
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | ||
| ETTh1 | 96 | 0.72 | 0.56 | 0.73 | 0.56 | 0.52 | 0.49 | 0.51 | 0.48 | 0.49 | 0.47 | 0.49 | 0.47 | 0.52 | 0.49 | 0.53 | 0.49 | 0.53 | 0.50 | 0.53 | 0.49 |
| 192 | 0.75 | 0.58 | 0.75 | 0.58 | 0.64 | 0.54 | 0.62 | 0.52 | 0.63 | 0.54 | 0.64 | 0.54 | 0.64 | 0.55 | 0.66 | 0.55 | 0.68 | 0.56 | 0.66 | 0.55 | |
| 336 | 0.74 | 0.59 | 0.75 | 0.59 | 0.75 | 0.59 | 0.75 | 0.59 | 0.74 | 0.59 | 0.75 | 0.59 | 0.75 | 0.59 | 0.76 | 0.59 | 0.75 | 0.59 | 0.75 | 0.59 | |
| 720 | 0.74 | 0.61 | 0.74 | 0.61 | 0.74 | 0.61 | 0.72 | 0.59 | 0.74 | 0.61 | 0.74 | 0.61 | 0.75 | 0.61 | 0.75 | 0.61 | 0.74 | 0.61 | 0.74 | 0.61 | |
| Variant | Few-shot Forecasting with Different Rank | ||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rank 2 | Rank 4 | Rank 8 | Rank 16 | Rank 32 | Rank 64 | Rank 128 | Rank 256 | Rank 512 | Rank 1024 | ||||||||||||
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | ||
| ETTh1 | 96 | 0.74 | 0.57 | 0.63 | 0.53 | 0.64 | 0.54 | 0.63 | 0.54 | 0.63 | 0.55 | 0.63 | 0.55 | 0.61 | 0.53 | 0.62 | 0.54 | 0.69 | 0.55 | 0.63 | 0.53 |
| 192 | 0.75 | 0.59 | 0.75 | 0.58 | 0.75 | 0.58 | 0.75 | 0.58 | 0.75 | 0.58 | 0.75 | 0.59 | 0.75 | 0.58 | 0.75 | 0.58 | 0.75 | 0.58 | 0.75 | 0.58 | |
| 336 | 0.75 | 0.60 | 0.75 | 0.60 | 0.75 | 0.59 | 0.75 | 0.59 | 0.75 | 0.59 | 0.75 | 0.59 | 0.76 | 0.60 | 0.75 | 0.60 | 0.75 | 0.60 | 0.75 | 0.59 | |
| 720 | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | – | |
| Variant | Rank 2 | Rank 4 | Rank 8 | Rank 16 | Rank 32 | Rank 64 | Rank 128 | Rank 256 | Rank 512 | Rank 1024 | |
| Metric | sMAPE | sMAPE | sMAPE | sMAPE | sMAPE | sMAPE | sMAPE | sMAPE | sMAPE | sMAPE | |
| M3 M4 | Yearly | 13.80 | 13.67 | 13.60 | 13.53 | 13.54 | 13.51 | 13.41 | 13.69 | 13.57 | 13.73 |
| Quarterly | 11.31 | 11.03 | 10.86 | 11.00 | 10.92 | 11.09 | 10.89 | 11.12 | 10.91 | 11.45 | |
| Monthly | 15.52 | 15.28 | 15.16 | 15.28 | 15.39 | 14.90 | 15.07 | 14.94 | 14.85 | 14.95 | |
| M4 M3 | Yearly | 22.77 | 22.25 | 20.75 | 19.23 | 19.11 | 18.01 | 18.16 | 17.87 | 17.61 | 17.44 |
| Quarterly | 11.92 | 11.83 | 11.57 | 11.77 | 11.66 | 11.01 | 11.66 | 11.28 | 11.47 | 11.20 |
| Method | SMAPE | MASE | OWS | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Yearly | Quarterly | Monthly | Others | Avg | Yearly | Quarterly | Monthly | Others | Avg | Yearly | Quarterly | Monthly | Others | Avg | |
| Rank 2 | 15.28 | 10.48 | 12.96 | 5.29 | 12.51 | 3.71 | 1.23 | 0.96 | 3.59 | 1.79 | 0.93 | 0.92 | 0.90 | 1.12 | 0.93 |
| Rank 4 | 14.29 | 10.51 | 13.11 | 5.37 | 12.37 | 3.34 | 1.21 | 0.96 | 3.66 | 1.70 | 0.85 | 0.92 | 0.90 | 1.14 | 0.90 |
| Rank 8 | 15.21 | 10.50 | 13.02 | 5.34 | 12.53 | 3.76 | 1.24 | 0.96 | 3.60 | 1.80 | 0.93 | 0.92 | 0.90 | 1.13 | 0.93 |
| Rank 16 | 14.79 | 10.36 | 12.96 | 5.34 | 12.38 | 3.59 | 1.22 | 0.96 | 3.57 | 1.76 | 0.90 | 0.91 | 0.90 | 1.21 | 0.91 |
| Rank 32 | 15.05 | 10.49 | 13.36 | 5.45 | 12.66 | 3.68 | 1.23 | 0.99 | 3.63 | 1.80 | 0.92 | 0.92 | 0.92 | 1.14 | 0.93 |
| Dateset | Rank 2 | Rank 4 | Rank 8 | Rank 16 | Rank 32 | Rank 64 | Rank 128 | Rank 256 | Rank 512 | Rank 1024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ethanol | 28% | 30% | 32% | 32% | 30% | 29% | 30% | 31% | 30% | 32% |
| Face Detection | 56% | 62% | 65% | 66% | 66% | 66% | 66% | 66% | 68% | 67% |
| Heartbeat | 72% | 75% | 76% | 75% | 75% | 76% | 76% | 76% | 76% | 75% |
| Japanese Vowels | 46% | 81% | 95% | 97% | 97% | 97% | 98% | 97% | 98% | 97% |
| SCP1 | 83% | 89% | 91% | 91% | 91% | 92% | 91% | 92% | 91% | 93% |
| SCP2 | 50% | 55% | 60% | 57% | 53% | 57% | 55% | 58% | 57% | 55% |
| Dateset | Rank 2 | Rank 4 | Rank 8 | Rank 16 | Rank 32 | Rank 64 | Rank 128 | Rank 256 | Rank 512 | Rank 1024 |
|---|---|---|---|---|---|---|---|---|---|---|
| MSL | 80% | 83% | 82% | 82% | 82% | 82% | 82% | 82% | 82% | 82% |
| PSM | 96% | 96% | 97% | 97% | 97% | 97% | 97% | 97% | 94% | 94% |
| SMAP | 66% | 67% | 67% | 67% | 67% | 67% | 67% | 67% | 67% | 67% |
| SMD | 82% | 82% | 83% | 84% | 84% | 84% | 84% | 84% | 84% | 84% |
| SWAT | 88% | 92% | 92% | 92% | 92% | 92% | 92% | 92% | 92% | 92% |
| Avg | 82% | 84% | 84% | 84% | 84% | 84% | 84% | 84% | 84% | 84% |
| Variant | Trainable parameters (M) for Few-shot Forecasting and Long-term Forecasting | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 96 | 192 | 336 | 720 | Avg | |||||||||||
| Tran.* | %All* | Mem.* | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | |
| Rank 2 | 0.068 | 0.080% | 0.275 | 0.068 | 0.077% | 0.276 | 0.067 | 0.074% | 0.277 | 0.069 | 0.066% | 0.280 | 0.068 | 0.074% | 0.277 |
| Rank 4 | 0.136 | 0.160% | 0.548 | 0.136 | 0.155% | 0.550 | 0.137 | 0.148% | 0.552 | 0.139 | 0.132% | 0.558 | 0.137 | 0.149% | 0.552 |
| Rank 8 | 0.273 | 0.320% | 1.100 | 0.273 | 0.309% | 1.100 | 0.275 | 0.295% | 1.100 | 0.278 | 0.263% | 1.100 | 0.275 | 0.297% | 1.100 |
| Rank 16 | 0.546 | 0.638% | 2.200 | 0.547 | 0.617% | 2.200 | 0.550 | 0.589% | 2.200 | 0.556 | 0.526% | 2.200 | 0.550 | 0.593% | 2.200 |
| Variant | Trainable parameters (M) for Few-shot Forecasting and Long-term Forecasting | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 96 | 192 | 336 | 720 | Avg | |||||||||||
| Tran.* | %All* | Mem.* | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | |
| Rank 2 | 0.054 | 0.064% | 0.220 | 0.054 | 0.062% | 0.220 | 0.054 | 0.060% | 0.222 | 0.055 | 0.055% | 0.225 | 0.054 | 0.060% | 0.222 |
| Rank 4 | 0.108 | 0.128% | 0.437 | 0.109 | 0.125% | 0.439 | 0.109 | 0.121% | 0.441 | 0.111 | 0.111% | 0.447 | 0.109 | 0.121% | 0.441 |
| Rank 8 | 0.217 | 0.257% | 0.873 | 0.218 | 0.251% | 0.876 | 0.219 | 0.242% | 0.881 | 0.222 | 0.221% | 0.893 | 0.219 | 0.243% | 0.881 |
| Rank 16 | 0.435 | 0.513% | 1.700 | 0.437 | 0.501% | 1.800 | 0.439 | 0.483% | 1.800 | 0.445 | 0.442% | 1.800 | 0.439 | 0.485% | 1.775 |
| Variant | Trainable parameters (M) for Few-shot Forecasting and Long-term Forecasting | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 96 | 192 | 336 | 720 | Avg | |||||||||||
| Tran.* | %All* | Mem.* | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | |
| Rank 2 | 0.102 | 0.117% | 0.410 | 0.102 | 0.111% | 0.411 | 0.102 | 0.104% | 0.412 | 0.103 | 0.087% | 0.415 | 0.102 | 0.105% | 0.412 |
| Rank 4 | 0.204 | 0.235% | 0.818 | 0.204 | 0.223% | 0.820 | 0.205 | 0.207% | 0.822 | 0.206 | 0.175% | 0.828 | 0.205 | 0.210% | 0.822 |
| Rank 8 | 0.408 | 0.469% | 1.600 | 0.409 | 0.445% | 1.600 | 0.410 | 0.415% | 1.600 | 0.413 | 0.351% | 1.700 | 0.410 | 0.420% | 1.625 |
| Rank 16 | 0.816 | 0.933% | 3.300 | 0.818 | 0.887% | 3.300 | 0.820 | 0.826% | 3.300 | 0.826 | 0.699% | 3.300 | 0.820 | 0.836% | 3.300 |
| Models | Trainable parameters (M) and checkpoint size (MiB) for few-shot forecasting and long-term forecasting | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 96 | 192 | 336 | 720 | Avg | |||||||||||
| Tran.* | %All* | Mem.* | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | Tran. | %All | Mem. | |
| GPT4TS | 3.916 | 4.60% | 340.1 | 7.012 | 7.95% | 352.5 | 11.65 | 12.5% | 371.1 | 24.04 | 22.8% | 420.6 | 11.65 | 11.9% | 371.0 |
| TIME-LLM (LLaMA-7B) | 6.390 | 0.20% | 3678 | 6.420 | 0.20% | 3812 | 6.480 | 0.2% | 3960 | 6.550 | 0.2% | 4176 | 6.460 | 0.2% | 3907 |
| TEST (GPT-2 Medium) | – | – | – | – | – | – | – | — | – | – | – | – | 1-2 | 0.3–0.6% | 701 |
| TEMPO (GPT-2 Medium) | – | – | – | – | – | – | – | – | – | – | – | – | 3-5 | 0.9%-1.4% | 710 |
LLM-Based Time Series Forecasting
LLM-based time series forecasting uses large language models to predict future values from numerical histories and contextual data.
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