LEAF: Large Language Diffusion Model for Time Series Forecasting

Yuhang Pei, Tao Ren, Yifan Wang, Zhipeng Sun, Wei Ju, Chong Chen, Xian-Sheng Hua, Xiao Luo


Abstract
This paper studies the problem of time series forecasting, which aims to generate future predictions given historical trajectories. Recent researchers have applied large language models (LLMs) into time series forecasting, which usually align the time series space with textual space and output future predictions with strong autoregressive reasoning abilities. Despite their remarkable progress, these approaches usually lack an understanding of holistic temporal patterns with potential error accumulation. Towards this end, this paper proposes a simple yet effective framework that marries  ̲Larg ̲e Langu ̲age Diffusion Model with time series  ̲forecasting (LEAF). The core of our framework is to generate future predictions with a diffusion model from a holistic view. In particular, we first introduce a tokenization module to convert time series into tokens and then adopt the language diffusion models to capture the temporal dependencies. In this way, we can transform masked time series into all the predictions with the remasking strategy. Extensive experiments on various benchmark datasets validate the effectiveness of the proposed LEAF in comparison to various baselines.
Anthology ID:
2025.findings-emnlp.58
Volume:
Findings of the Association for Computational Linguistics: EMNLP 2025
Month:
November
Year:
2025
Address:
Suzhou, China
Editors:
Christos Christodoulopoulos, Tanmoy Chakraborty, Carolyn Rose, Violet Peng
Venue:
Findings
SIG:
Publisher:
Association for Computational Linguistics
Note:
Pages:
1076–1091
Language:
URL:
https://preview.aclanthology.org/author-page-yu-wang-polytechnic/2025.findings-emnlp.58/
DOI:
10.18653/v1/2025.findings-emnlp.58
Bibkey:
Cite (ACL):
Yuhang Pei, Tao Ren, Yifan Wang, Zhipeng Sun, Wei Ju, Chong Chen, Xian-Sheng Hua, and Xiao Luo. 2025. LEAF: Large Language Diffusion Model for Time Series Forecasting. In Findings of the Association for Computational Linguistics: EMNLP 2025, pages 1076–1091, Suzhou, China. Association for Computational Linguistics.
Cite (Informal):
LEAF: Large Language Diffusion Model for Time Series Forecasting (Pei et al., Findings 2025)
Copy Citation:
PDF:
https://preview.aclanthology.org/author-page-yu-wang-polytechnic/2025.findings-emnlp.58.pdf
Checklist:
 2025.findings-emnlp.58.checklist.pdf