InA-Probe: Instruction-Aware Active Probing for Time Series Forecasting with LLMs

Recent advances in Large Language Models (LLMs) have spurred cross-modal solutions for time-series forecasting. However, existing methods rely heavily on textual prompts for modality alignment-introducing nontrivial computational overhead and failing to leverage the rich spectral dynamics inherent in time-series data. To enable prompt-free, frequency-aware adaptation of frozen LLMs, we propose FM-LLM (Frequency-Enhanced Mixture-of-Experts for adapting LLMs to Time Series Forecasting), an autoregressive framework grounded in constrained asymmetric coupling. A Fourier Analysis Network (FAN)-based spectral token aligner injects structured harmonic representations directly into the frozen LLM with numerical compatibility. An asymmetric Mixture-of-Experts (MoE) decoder enforces role separation: shared experts with lightweight FAN layers reconstruct the global periodic backbone, while routed experts-restricted to standard FFNs-specialize in modeling non-periodic residual dynamics. A time-frequency hybrid loss function jointly optimizes temporal accuracy and spectral consistency, mitigating error accumulation during long-horizon autoregressive rollouts. Evaluated across eleven public benchmarks, FM-LLM achieves state-of-the-art performance on 59 out of 78 evaluation metrics. Compared to the strongest autoregressive LLM-based baseline, it delivers average improvements of 5.3% in MSE and 5.6% in MAE, with maximum gains reaching 8.0% for MSE and 8.4% for MAE. FM-LLM also demonstrates robust transferability, maintaining superior performance in 10% few-shot and zero-shot forecasting scenarios.

Recently, large language models (LLMs) have shown great promise in time series forecasting. However, most existing LLM-based forecasting methods still follow a static generative paradigm that directly maps historical observations to future values in a single pass. Under this paradigm, forecasting is constrained by limited temporal pattern extraction, single-round acquisition of contextual features, one-shot forecast generation, and lack of support from ensemble forecasts. To address these limitations, in this work, we propose CastFlow, a dynamic agentic forecasting framework that enables multi-view temporal pattern extraction, multi-round contextual features acquisition, iterative forecast refinement, and forecasting with ensemble forecasts. First, CastFlow organizes the forecasting process into planning, action, forecasting, and reflection, establishing an agentic workflow. Second, this workflow is supported by a memory module that retrieves prior experience and a multi-view toolkit that constructs diagnostic evidence and provides a reliable ensemble forecast baseline. Third, CastFlow adopts a role-specialized design that combines general-purpose reasoning with specialized numerical forecasting. Under this design, a frozen LLM preserves general-purpose reasoning, while a fine-tuned domain-specific LLM performs evidence-guided numerical forecasting based on the ensemble forecast baseline, rather than from scratch. To optimize a fine-tuned domain-specific LLM, we further develop a two-stage workflow-oriented training that combines supervised fine-tuning (SFT) and reinforcement learning with verifiable rewards (RLVR). To evaluate the effectiveness of CastFlow, we conduct extensive experiments on diverse datasets and show that it achieves superior overall results against strong baselines. We hope that this work can serve as a step toward more adaptive and accurate time series forecasting.

Recent advances in Large Language Models (LLMs) have opened new possibilities for time series forecasting by enabling alignment between temporal patterns and pretrained word embeddings. However, most LLM-based methods overlook the heterogeneous nature of time series, where dynamic fluctuations and invariant semantics are entangled. This entanglement introduces spurious correlations during the alignment, as dynamic components act as confounders by simultaneously influencing invariant components and the resulting aligned embeddings. To address this issue, a variable-level alignment framework CVAformer is proposed. CVAformer explicitly disentangles each variable into invariant and dynamic components just before alignment, and applies causal intervention to mitigate the confounding effect of the dynamics. To better support variable-level alignment, CVAformer replaces the standard causal attention in LLMs with a non-causal attention mechanism that captures interactions among variables at each time step. Extensive experiments across long-term, short-term, few-shot, and zero-shot forecasting settings indicate that CVAformer matches or exceeds state-of-the-art performance on most datasets, and in some cases achieves notably better accuracy. Experimental results validate the effectiveness of variable-level alignment and dynamic disentanglement in CVAformer, offering a new perspective for LLM-based time series tasks.