STEM-LTS: Integrating Semantic-Temporal Dynamics in LLM-driven Time Series Analysis

Time series forecasting plays a crucial role in domains such as finance, healthcare, and climate science. However, as modern time series data become increasingly complex, featuring high dimensionality, intricate spatiotemporal dependencies, and multi-scale evolutionary patterns, traditional analytical methods and existing predictive models face significant challenges. Although Large Language Models (LLMs) excel in capturing long-range dependencies, they still struggle with multi-scale dynamics and seasonal patterns. Moreover, while LLMs' semantic representation capabilities are rich, they often lack explicit alignment with the numerical patterns and temporal structures of time series data, leading to limitations in predictive accuracy and interpretability. To address these challenges, this paper proposes a novel framework, STEM-LTS (Semantic-TEmporal Modeling for Large-scale Time Series). STEM-LTS enhances the ability to capture complex spatiotemporal dependencies by integrating time series decomposition techniques with LLM-based modeling. The semantic-temporal alignment mechanism within the framework significantly improves LLMs' ability to interpret and forecast time series data. Additionally, we develop an adaptive multi-task learning strategy to optimize the model's performance across multiple dimensions. Through extensive experiments on various real-world datasets, we demonstrate that STEM-LTS achieves significant improvements in prediction accuracy, robustness to noise, and interpretability. Our work not only advances LLM-based time series analysis but also offers new perspectives on handling complex temporal data. The code is available at https://github.com/DataLab- atom/STEM-LTS.