Revisiting LLMs as Zero-Shot Time Series Forecasters: Small Noise Can Break Large Models

Junwoo Park, Hyuck Lee, Dohyun Lee, Daehoon Gwak, Jaegul Choo


Abstract
Large Language Models (LLMs) have shown remarkable performance across diverse tasks without domain-specific training, fueling interest in their potential for time-series forecasting. While LLMs have shown potential in zero-shot forecasting through prompting alone, recent studies suggest that LLMs lack inherent effectiveness in forecasting. Given these conflicting findings, a rigorous validation is essential for drawing reliable conclusions. In this paper, we evaluate the effectiveness of LLMs as zero-shot forecasters compared to state-of-the-art domain-specific models. Our experiments show that LLM-based zero-shot forecasters often struggle to achieve high accuracy due to their sensitivity to noise, underperforming even simple domain-specific models. We have explored solutions to reduce LLMs’ sensitivity to noise in the zero-shot setting, but improving their robustness remains a significant challenge. Our findings suggest that rather than emphasizing zero-shot forecasting, a more promising direction would be to focus on fine-tuning LLMs to better process numerical sequences. Our experimental code is available at https://github.com/junwoopark92/revisiting-LLMs-zeroshot-forecaster.
Anthology ID:
2025.acl-short.71
Volume:
Proceedings of the 63rd Annual Meeting of the Association for Computational Linguistics (Volume 2: Short Papers)
Month:
July
Year:
2025
Address:
Vienna, Austria
Editors:
Wanxiang Che, Joyce Nabende, Ekaterina Shutova, Mohammad Taher Pilehvar
Venue:
ACL
SIG:
Publisher:
Association for Computational Linguistics
Note:
Pages:
906–922
Language:
URL:
https://preview.aclanthology.org/landing_page/2025.acl-short.71/
DOI:
Bibkey:
Cite (ACL):
Junwoo Park, Hyuck Lee, Dohyun Lee, Daehoon Gwak, and Jaegul Choo. 2025. Revisiting LLMs as Zero-Shot Time Series Forecasters: Small Noise Can Break Large Models. In Proceedings of the 63rd Annual Meeting of the Association for Computational Linguistics (Volume 2: Short Papers), pages 906–922, Vienna, Austria. Association for Computational Linguistics.
Cite (Informal):
Revisiting LLMs as Zero-Shot Time Series Forecasters: Small Noise Can Break Large Models (Park et al., ACL 2025)
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PDF:
https://preview.aclanthology.org/landing_page/2025.acl-short.71.pdf