notesum.ai
Published at November 11Multi-Modal Forecaster: Jointly Predicting Time Series and Textual Data
cs.AI
Released Date: November 11, 2024
Authors: Kai Kim1, Howard Tsai1, Rajat Sen2, Abhimanyu Das2, Zihao Zhou1, Abhishek Tanpure1, Mathew Luo1, Rose Yu1
Aff.: 1Department of Computer Science, University of California, San Diego; 2Google Research
| Model | 1-1 | 2-2 | 3-3 | 4-4 | 5-5 | 6-6 | 7-7 |
|---|---|---|---|---|---|---|---|
| Input_Copy | 5.027 | 7.222 | 8.133 | 8.504 | 8.692 | 8.839 | 8.834 |
| NLinear | 4.981 | 6.129 | 6.501 | 6.710 | 6.834 | 6.916 | 6.962 |
| NLinear_Text_Embedding | 4.835 | 5.800 | 5.951 | 5.934 | 6.022 | 6.024 | 6.106 |
| TextTime2TextTime (zero-shot) | 7.150 | 7.818 | 9.842 | 9.782 | 9.693 | 9.679 | 9.804 |
| TextTime2Time (zero-shot) | 6.400 | 7.936 | 9.253 | 9.984 | 10.179 | 9.880 | 10.100 |
| TextTime2TextTime (in-context) | 7.092 | 8.141 | 8.437 | 8.743 | 8.574 | 9.156 | 9.241 |
| TextTime2Time (in-context) | 7.215 | 10.550 | 10.509 | 9.548 | 9.436 | 10.094 | 9.161 |
| TextTime2TextTime (fine-tuned) | 5.243 | 5.955 | 6.724 | 7.253 | 7.678 | 8.034 | 7.666 |
| TextTime2Time (fine-tuned) | 5.268 | 6.323 | 7.139 | 7.736 | 8.131 | 7.908 | 7.849 |
| PatchTST | 4.912 | 5.305 | 6.021 | 6.576 | 6.980 | 7.170 | 7.360 |
| Hybrid (pretrain MLP + Full) | 4.759 | 5.597 | 5.906 | 6.019 | 6.133 | 6.027 | 6.143 |
| Hybrid (pretrain mlp&L1M + full) | 4.888 | 5.689 | 5.960 | 6.168 | 6.461 | 6.543 | 6.647 |