CoGenCast: A Coupled Autoregressive–Flow Generative Framework for Time Series Forecasting
Mingyue Cheng, Yaguo Liu, Daoyu Wang, Xiaoyu Tao, Qi Liu
Abstract
Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics. Existing approaches typically rely on either autoregressive large language models (LLMs) for semantic context modeling or diffusion-like models for continuous probabilistic generation. However, neither method alone can adequately model both aspects simultaneously. In this work, we propose CoGenCast, a hybrid generative framework that couples pre-trained LLMs with flow-matching mechanism for effective time series forecasting. Specifically, we reconfigure pre-trained decoder-only LLMs into a native forecasting encoder–decoder backbone by modifying only the attention topology, enabling bidirectional context encoding and causal representation generation. Building on this, a flow-matching mechanism is further integrated to model temporal evolution, capturing continuous stochastic dynamics conditioned on the autoregressively generated representation. Notably, CoGenCast naturally supports multimodal forecasting and cross-domain unified training. Extensive experiments on multiple benchmarks show that CoGenCast achieves competitive performance compared to previous baselines. Code is available at https://github.com/liuyaguo/_CoGenCast.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Your agent calls
Luneget_paper_fulltext
Free to start. No credit card required.
Terminal
Install the CLIlune papers fulltext c0fe884c-2b05-4f51-80ae-d8058fe1f88cBuilds on29
- Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingHaoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang et al.AAAI 2021 · 7,289 citations
- Are Transformers Effective for Time Series Forecasting?Ailing Zeng, Muxi Chen, Lei Zhang, Qiang XuAAAI 2023 · 3,619 citations
- iTransformer: Inverted Transformers Are Effective for Time Series ForecastingYong Liu, Tengge Hu, Haoran Zhang, Haixu Wu et al.ICLR 2024 · 1,703 citations
- Time-LLM: Time Series Forecasting by Reprogramming Large Language ModelsMing Jin, Shiyu Wang, Lintao Ma, Zhixuan Chu et al.ICLR 2024 · 915 citations
- Mean Flows for One-step Generative ModelingZhengyang Geng, Mingyang Deng, Xingjian Bai, Zico Kolter et al.NeurIPS 2025 · 628 citations
Related papers
- AutoTimes: Autoregressive Time Series Forecasters via Large Language ModelsYong Liu, Guo Qin, Xiangdong Huang, Jianmin Wang et al.NeurIPS 2024 · 138 citations
- MemCast: Memory-Driven Time Series Forecasting with Experience-Conditioned ReasoningXiaoyu Tao, Mingyue Cheng, Ze Guo, Shuo Yu et al.ICML 2026 · 8 citations
- Augur: Modeling Covariate Causal Associations in Time Series via Large Language ModelsZhiqing Cui, Binwu Wang, Qingxiang Liu, Yeqiang Wang et al.ACL 2026
- TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot ForecasterKanghui Ning, Zijie Pan, Yu Liu, Yushan Jiang et al.NeurIPS 2025 · 53 citations
- Markovian Linguistic-Temporal Bridge: Unlocking the Potential of LLMs for Time Series ForecastingSiming Sun, Kai Zhang, Xuejun Jiang, Wenchao Meng et al.ACL 2026
