Yuqian Wu, Qingxiang Liu, Yuxin Guo, Weifeng Su, Jian Li, Pengfei Xu, Xi Chen, Yutao Yue 等 9 位作者
Time series forecasting is critical for demand prediction and resource management in modern Web services, yet applying pretrained Time Series Foundation Models (TSFMs) to downstream tasks remains challenging due to domain shifts. Existing retrieval-augmented approaches typically retrieve coarse-grained window contexts and may introduce context-specific noise. To address this problem, we argue that temporal patterns should be reused at a decomposition level, as effective trend and seasonal dynamics may originate from different contexts. We propose \method, a two-stage \underline{F}ine-grained \underline{K}nowledge \underline{A}ugmentation framework that decouples and consolidates pre-training knowledge into compact, task-shared residual codebooks to enhance frozen TSFMs. Specifically, Stage I constructs dual-branch residual codebooks for decoupled trend and seasonal signals, while Stage II dynamically retrieves and merges these fine-grained patterns into target representations via task-adaptive aggregation and gate fusion. Extensive experiments across eight real-world benchmarks with four representative TSFM backbones demonstrate the superior effectiveness and computational efficiency of \method, while further validating the strong transferability of the residual codebooks across different backbones. The source code is available at the anonymous repository: https://github.com/yuppielqx/TSFM-Component-Token-Adapter
Zhiqing Cui Reading University and Nanjing University of Information Science & Technology, Binwu Wang University of Science and Technology of China, Qingxiang Liu, Yeqiang Wang Northwest A&F University, Zhengyang Zhou, Yuxuan Liang The Hong Kong University of Science and Technology (Guangzhou), Yang Wang University of Science and Technology of China
Large language models (LLM) have emerged as a promising avenue for time series forecasting, offering the potential to integrate multimodal data. However, existing LLM-based approaches face notable limitations—such as marginalized role in model architectures, reliance on coarse statistical text prompts, and lack of interpretability. In this work, we introduce Augur, a fully LLM driven time series forecasting framework that exploits LLM causal reasoning to discover and use directed causal associations among covariates. Augur uses a two stage teacher student architecture where a powerful teacher LLM infers a directed causal graph from time series using heuristic search together with pairwise causality testing. A lightweight student agent then refines the graph and fine tune on high confidence causal associations that are encoded as rich textual prompts to perform forecasting. This design improves predictive accuracy while yielding transparent, traceable reasoning about variable interactions. Extensive experiments on real-world datasets with 25 baselines demonstrate that Augur achieves competitive performance and robust zero-shot generalization.
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cs.CL · cs.CV
Proceedings of the 64th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers) · 2026 · 正式发表