LLM-Mixer: Multiscale Mixing in LLMs for Time Series Forecasting
Md Kowsher, Md. Shohanur Islam Sobuj, Nusrat Jahan Prottasha, E. Alejandro Alanis, Ozlem Garibay, Niloofar Yousefi
Abstract
Time series forecasting is a challenging task, especially when dealing with data that contains both short-term variations and long-term trends. In this study, we introduce LLM-Mixer, a novel framework that combines multiscale time-series decomposition with the power of pre-trained Large Language Models (LLMs). LLM-Mixer breaks down time-series data into multiple temporal resolutions using downsampling and processes these multiscale representations with a frozen LLM, guided by a carefully designed text prompt that encodes information about the dataset’s features and structure. To understand the role of downsampling, we conduct a detailed analysis using Neural Tangent Kernel (NTK) distance, showing that incorporating multiple scales improves the model’s learning dynamics.We evaluate LLM-Mixer across a diverse set of forecasting tasks, including long-term multivariate, short-term multivariate, and long-term univariate scenarios. Experimental results demonstrate that LLM-Mixer achieves competitive performance compared to recent state-of-the-art models across various forecasting horizons.- Anthology ID:
- 2025.trl-1.12
- Volume:
- Proceedings of the 4th Table Representation Learning Workshop
- Month:
- July
- Year:
- 2025
- Address:
- Vienna, Austria
- Editors:
- Shuaichen Chang, Madelon Hulsebos, Qian Liu, Wenhu Chen, Huan Sun
- Venues:
- TRL | WS
- SIG:
- Publisher:
- Association for Computational Linguistics
- Note:
- Pages:
- 156–165
- Language:
- URL:
- https://preview.aclanthology.org/acl25-workshop-ingestion/2025.trl-1.12/
- DOI:
- Cite (ACL):
- Md Kowsher, Md. Shohanur Islam Sobuj, Nusrat Jahan Prottasha, E. Alejandro Alanis, Ozlem Garibay, and Niloofar Yousefi. 2025. LLM-Mixer: Multiscale Mixing in LLMs for Time Series Forecasting. In Proceedings of the 4th Table Representation Learning Workshop, pages 156–165, Vienna, Austria. Association for Computational Linguistics.
- Cite (Informal):
- LLM-Mixer: Multiscale Mixing in LLMs for Time Series Forecasting (Kowsher et al., TRL 2025)
- PDF:
- https://preview.aclanthology.org/acl25-workshop-ingestion/2025.trl-1.12.pdf