Hui Cheng
Jinsheng Guo
Zhenhao Weng
[email protected] Hefei University of Technology Hefei, China
[email protected] Hefei University of Technology Hefei, China
[email protected] Hefei University of Technology Hefei, China
Yan Qiao∗
Meng Li∗
[email protected] Hefei University of Technology Hefei, China
[email protected] Hefei University of Technology Hefei, China
Abstract
CCS Concepts • Mathematics of computing → Time series analysis; • Computing methodologies → Artificial intelligence; • Information systems → Data mining.
Keywords Time Series Forecasting, Multi-modal Learning, Symbolic Representation, Large Language Models
1
Introduction
Time series forecasting is essential for decision-making in complex dynamical systems, with applications across finance [14, 21], weather [12, 31], traffic [22, 40], and energy [33, 34]. Deep learning paradigms, particularly Transformer-based architectures [32, 38, 43, 44], have advanced time series analysis by capturing long-range dependencies. However, single-modality numerical models still struggle to handle non-stationary distribution shifts in long-term forecasting, often resulting in fragile generalization [16, 27, 28]. Recent research explores multi-modal-based forecasting by introducing additional modalities beyond numerical data to adapt ∗ Corresponding authors
Magnitude-optimized Methods ', 𝒀 𝑳𝑴𝑺𝑬 = 𝑴𝑺𝑬 𝒀
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Recent research in time series forecasting frequently investigates the integration of textual and visual modalities with numerical models to better navigate non-stationary environments. Despite delivering solid numerical results, existing multi-modal approaches usually encounter a dilemma: prioritizing the minimization of average errors can result in excessively smooth forecasts that overlook essential fluctuations. To resolve this limitation, we introduce STaT, an innovative multimodal architecture for Symbolic-Temporal-Textual Alignment, which seamlessly unites three synergistic modalities. Specifically, the symbolic modality converts continuous time series into discrete tokens, facilitating the accurate identification of structural patterns and turning points; the temporal modality extracts inherent sequential dependencies; and the textual modality leverages domain semantics to steer the macroscopic forecasting trends. Comprehensive evaluations on eight real-world benchmarks indicate that STaT delivers exceptional performance, enhancing conventional magnitude indicators by up to 8.9% while simultaneously decreasing shape distortion by up to 8.5%.
Ground Truth
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arXiv:2605.25943v1 [cs.LG] 25 May 2026
STaT: Resolving Shape Distortion in Non-Stationary Time Series via Tri-Modal Synergy
Textual modality “ Initial decline followed by an upward trend ”
Image patches Convolution
Time Steps
Time Steps
Figure 1: Comparison between existing forecasting paradigms and our approach (STaT). (Left) Current paradigms often suffer from over-smoothed predictions. (Right) Our STaT integrates temporal, textual, and symbolic modalities to minimize magnitude errors while ensuring precise shape alignment.
to non-stationary environments. Initial efforts augment numerical data with large language models (LLMs) [1, 13, 15, 39] to leverage semantic contexts. However, discrete text alone is too abstract to capture the variation patterns of temporal dynamics. Emerging vision–language models and vision-based techniques have been introduced to transform 1D time series into 2D images, such as heatmaps or line plots, exploiting visual features to complement textual semantics [36, 42]. Despite progress in standard magnitude metrics (e.g., mean squared error (MSE) and mean absolute error (MAE)) on nonstationary datasets, current multi-modal-based forecasting paradigms are caught in a trade-off: in pursuit of reducing the average magnitude error, they often forgo capturing volatility in certain instances, resorting instead to smooth predictions to avoid the risk of mispredicting peaks and troughs — since any error at peaks or troughs would cause a sharp increase in magnitude errors [6, 20] (as shown in Figure 1, left, green line). Nevertheless, in numerous real-world applications, the precise identification of peaks and troughs is paramount, even outweighing the accuracy of the mean prediction [8, 19]. For instance, precisely capturing the turning points of financial asset prices can help avert systemic financial crises; accurately tracking dynamic congestion trends enables proactive traffic diversion; and detecting extreme peak amplitudes of weather anomalies allows for the early deployment of countermeasures against extreme weather events. These
Hui Cheng, Jinsheng Guo, Zhenhao Weng, Yan Qiao, and Meng Li
real-world demands underscore the need to prioritize shape alignment alongside magnitude accuracy. Upon deeper investigation, besides the pursuit of minimizing the magnitude errors, the state-of-the-art visual representation for time series also leads to overly smooth prediction curves. Standard 2D visual operations, such as image patching and convolutions, inherently act as spatial low-pass filters [36, 37] that discard highfrequency mutations (Figure 1, left, yellow line). Consequently, while these models may successfully achieve even lower magnitude errors, they often suffer from shape distortion. Symbolic representation is an effective alternative form of sequence representation [23]. Distinct from the image patching and convolutions used in visual representations, symbolic time series analysis (STSA) discretizes continuous signals into discrete symbols [4]. With the distinct advantage of preserving local shapes, STSA tightly binds geometric structures to their exact temporal positions, effectively resolving shifts in turning points. Unlike visual representations, which have received considerable attention in the rapidly growing field of computer vision, symbolic representation of time series has been relatively underexplored. In this paper, we introduce, for the first time, a symbolic modality into time series forecasting, complementing the textual and temporal modalities. Specifically, the symbolic modality captures volatility and turning points by encoding numerical series into discrete, interpretable symbols that make abrupt changes structurally explicit; the textual modality captures global trends by incorporating contextual knowledge from external text, providing the overarching direction of the series; and the temporal modality captures temporal correlations, modeling the sequential dependencies and time-varying patterns inherent in the data. To fully empower the three modalities, we design a volatility-aware temperature (VAT) routing mechanism that adaptively adjusts their weights across various non-stationary environments. Through the synergy of the three modalities, our temporal-text-symbolic multimodal architecture, STaT, achieves accurate shape alignment while maintaining a low magnitude error (Figure 1, right, red line). In summary, this paper makes the following contributions to time series forecasting. • We propose the first multimodal framework that integrates symbolic, textual, and temporal modalities. This new framework effectively achieves minimal magnitude errors while simultaneously ensuring precise shape alignment to capture exact turning points, preserve extreme peak amplitudes, and track consistent trends. • We design a volatility-aware temperature (VAT) routing mechanism that adaptively adjusts the fusion weights of the three modalities based on the current volatility of the time series. This mechanism maximizes their synergistic complementarity across diverse non-stationary environments, contributing to robust performance across various volatility scenarios. • We conduct extensive experiments on eight real-world datasets. Empirical results demonstrate that while existing baselines struggle to balance magnitude accuracy and shape alignment, STaT achieves breakthrough performance on both fronts. It improves standard magnitude metrics by
up to 8.9% while simultaneously reducing shape distortion by up to 8.5%.
2
Related Work
This section reviews three lines of time series forecasting research closely related to this work: multimodal-based forecasting, symbolicbased forecasting, and shape-aligned forecasting.
2.1
Multi-Modal Forecasting
Multi-modal architectures drive new paradigms in time series forecasting. GPT4TS [45] and TimeLLM [15] project temporal patches [32] into textual representations. TimeCMA [25] aligns temporal features with textual prompts. Recent studies expand these integrations to include visual modality. Time-VLM [42] utilizes visionlanguage models to enrich temporal representations. T3Time [5] integrates temporal, spectral, and prompt-based features. However, these paradigms commonly rely on magnitude error as the loss function or on visual operations, which may introduce averaging biases and low-pass filtering effects, often resulting in over-smoothed predictions that overlook critical volatility.
2.2
Symbolic Representation
Symbolic representation establishes a crucial bridge between continuous numerical sequences and discrete semantic spaces. Early frameworks, including SAX [24] and 1d-SAX [29], map temporal data into finite characters via fixed-window aggregation and linear trend extraction. Subsequent adaptive methods, such as ABBA [10] and fABBA [3], dynamically model time series patterns through joint amplitude and period variations using polygonal chain approximations. A recent study, LLM-ABBA [2], aligns these discrete symbols directly with the native vocabularies of pre-trained language models. However, despite their diverse symbolization strategies, relying solely on the symbolic modality makes it difficult to perceive overarching trends and long-range dependencies.
2.3
Shape-Aligned Forecasting
Shape-aligned forecasting aims to preserve temporal dynamics by adopting shape-focused losses such as Soft-DTW [6] and DILATE [20], instead of simple magnitude error minimization. Dong et al. [9] proposed a multimodal contrastive framework that optimizes InfoNCE-based alignment loss to reconstruct structural dependencies from visual and textual perspectives. Wang et al. [35] introduced a transformation-augmented objective, Time-o1, which projects label sequences into decorrelated components via singular value decomposition (SVD). Kudrat et al. [17] proposed a patch-wise structural (PS) loss that integrates localized correlation, variance, and mean metrics to produce more accurate shape predictions. However, without explicit discrete structural features, these paradigms—operating in continuous spaces—remain susceptible to filtering biases, making it challenging to strike a balance between shape constraints and magnitude accuracy. In contrast to the above methods, the proposed STaT integrates the symbolic, textual, and temporal modalities, allowing them to complement one another. We further design a VAT routing mechanism coupled with an adaptive dual fidelity (ADF) loss tailored to
STaT: Resolving Shape Distortion in Non-Stationary Time Series via Tri-Modal Synergy
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these modalities, thereby enabling the predictions to achieve jointly optimal magnitude accuracy and shape alignment.
3
Methodology
Problem Formulation. We consider a multivariate time series forecasting task. Let the historical observations be denoted as X ∈ R𝐵×𝐿×𝐶 , where 𝐵 represents the batch size, 𝐿 is the look-back window length, and 𝐶 denotes the number of variates. The goal is to predict the future sequence Ŷ ∈ R𝐵×𝑇 ×𝐶 , where 𝑇 is the forecasting horizon. We define our multi-modal forecasting model as a mapping function FΘ : R𝐵×𝐿×𝐶 → R𝐵×𝑇 ×𝐶 parameterized by Θ. Given a historical sequence X ∈ R𝐵×𝐿×𝐶 , our goal is to accurately forecast its future values Y ∈ R𝐵×𝑇 ×𝐶 over the next 𝑇 time steps. The forecasting model FΘ is trained to tightly align the predicted sequence Ŷ with the ground truth Y by concurrently minimizing the magnitude error and preserving shape fidelity. Method Overview. To achieve this goal, we propose STaT. As illustrated in Figure 2, our framework integrates three components to utilize their strong complementarity: a 1) temporal representation learner to establish base predictions and queries, a 2) textual representation learner providing macroscopic semantic priors, and a 3) symbolic representation learner extracting multi-scale discrete geometric structures. These multi-modal representations are dynamically harmonized via a VAT routing mechanism and optimized end-to-end using the ADF Loss.
3.1
Temporal Representation Learner
In the temporal representation learner, the input data is first tokenized into latent vectors via patch projection, then fused with retrieved historical states via historical auto-correlation modeling, and finally projected to future horizons and cross-modal dimensions via prediction and query generation to serve as queries for the other modalities.
Patch Projection: To capture local temporal patterns, the input sequence X is first partitioned into overlapping patches X𝑝 ∈ R𝐵×𝑁 × (𝑃 ·𝐶 ) , where 𝑃 denotes the patch length and 𝑁 is the total number of patches. These patches are then linearly projected into a high-dimensional latent space R𝐷 model and injected with positional embeddings to preserve temporal ordering, resulting in the embedded sequence Xemb ∈ R𝐵×𝑁 ×𝐷 model . Historical Auto-Correlation Modeling: To learn both local and global autocorrelation features of the time series, we construct a unified reference pool that captures complex temporal dynamics by maintaining a historical state bank Bmem ∈ R𝑀 ×𝐷 model , where 𝑀 denotes the maximum bank capacity. During each forward pass, the current patch embeddings are first temporally averaged and then enqueued into Bmem , while the oldest representations are dynamically dequeued to keep the bank up-to-date. The extraction of autocorrelations proceeds at two levels, local and global: Local Auto-Correlation: We retrieve the top-𝑘 similar historical patches from the state bank based on their cosine similarity with the current embeddings Xemb . These retrieved patches are processed through a two-layer MLP and combined with the original Xemb via a residual connection to extract local auto-correlation features: Mlocal = Xemb + MLP(Top-𝑘 (Bmem )).
(1)
Global Auto-Correlation: To capture long-range dependencies, we apply multi-head self-attention over linear projections of the current patch embeddings to yield contextualized representations. The global auto-correlation Mglobal is then obtained by temporally averaging these contextualized attention outputs across the patch dimension 𝑁 : 𝑁
Mglobal =
1 ∑︁ Attn(Xemb )𝑖 . 𝑁 𝑖=1
(2)
Hui Cheng, Jinsheng Guo, Zhenhao Weng, Yan Qiao, and Meng Li
The two representations are fused via broadcasting addition to capture high-level temporal patterns Ftemp = Mlocal + Mglobal . Prediction and Query Generation: The temporal representation Ftemp ∈ R𝐵×𝑁 ×𝐷 model serves a dual purpose. It is processed by a linear head to generate the independent temporal representation Ŷtemp ∈ R𝐵×𝑇 ×𝐶 , and is simultaneously transformed via a normalized linear projection into a cross-modal query axis Qtemp ∈ R𝐵×𝐶 ×𝐷 model utilized for textual and symbolic space retrieval.
3.2
Textual Representation Learner
In the textual representation learner, the numerical input is first translated into descriptive prompts via dynamic prompting, then mapped into a high-dimensional semantic space via textual feature extraction, and finally fused with temporal queries to generate textaugmented forecasts via textual prediction. Dynamic Prompting: As shown in Table 1, we transform the raw data X into a textual prompt Xtext , which consists of a task specification section and a dynamic statistics section. The task specification contextualizes the forecasting objective by specifying the dataset and the prediction horizon. The dynamic statistics section provides precise numerical grounding through statistical properties such as trend, momentum, and global volatility. To enable the model to adapt to different volatility regimes, we extract a volatility descriptor 𝛼 for the current input window, defined as: 𝐶 1 ∑︁ 𝛼= std(x𝑐 ), (3) 𝐶 𝑐=1 where std(x𝑐 ) denotes the standard deviation of the 𝑐-th individual variate (𝑐 ∈ {1, 2, . . . , 𝐶}) within the normalized input window. Table 1: Structural template of the dynamic textual prompt Xtext . [Task Specification] Dataset: <domain-specific dataset description>
Ŷtxt = GELU(LayerNorm(Lineartxt_head (Otxt ))),
3.3
Symbolic Representation Learner
In the symbolic representation learner, the continuous sequence is first discretized into multi-scale discrete symbols via time series symbolization, then projected into a continuous semantic space via symbolic feature extraction, and finally queried across scales to formulate symbolic representation via symbolic prediction. Time Series Symbolization: We first apply window-level Zscore normalization to the continuous sequence X to ensure scale consistency, and yield the normalized sequence X̃. Then we employ the fABBA algorithm [4] to discretize it into piecewise linear approximations. The algorithm first segments the original time series into a sequence of 2D tuples (𝑙𝑒𝑛𝑖 , 𝑖𝑛𝑐𝑖 ) representing the length and increment of each piece, ensuring that the reconstruction error remains strictly bounded by a predefined tolerance 𝑡𝑜𝑙. Next, a distance-based clustering mechanism groups these 2D tuples to construct a discrete vocabulary Σ. Each cluster center 𝑐𝑘 encapsulates a unique local geometric structure and is assigned a distinct alphabetical identifier (e.g., ’A’, ’B’, ’C’, ’D’). The mapping function can be formally defined as: 𝑣𝑖 = arg min ∥(𝑙𝑒𝑛𝑖 , 𝑖𝑛𝑐𝑖 ) − 𝑐𝑘 ∥ 2, 𝑐𝑘 ∈ C
𝑣𝑖 ∈ Σ.
(7)
By replacing each linear segment with its corresponding identifier 𝑣𝑖 , X̃ is completely transformed into a discrete symbolic string S = [𝑣 1, 𝑣 2, . . . , 𝑣 𝐿sym ], where 𝐿sym denotes the length of the symbolic sequence. We denote this entire STSA pipeline as the function fABBA( X̃, 𝑡𝑜𝑙), where 𝑡𝑜𝑙 is the error tolerance indicating the maximum permissible reconstruction deviation. To systematically capture these discrete symbols at multiple granularities, we extract three distinct symbolic sequences by varying the error tolerance: S𝑠 = fABBA( X̃, 𝑡𝑜𝑙𝑠 )
Task: Forecast the next <𝑇 > steps using the past <𝐿> steps.
(6)
where Otxt ∈ R𝐵×𝐶 ×𝐷 model is the retrieved semantic feature, and Ŷtxt ∈ R𝐵×𝑇 ×𝐶 is the resulting textual representation.
(8) Σ𝐿sym represents the
[Dynamic Statistics] Input statistics: min value = <min>, max value = <max>, median value = <med>, overall trend is <upward|downward>, recent momentum is <upward|downward>, periodicity is approximately <𝑃 > steps, Volatility descriptor 𝛼 = <value> (<high|moderate|low>).
Textual Feature Extraction: The constructed text sequence Xtext is fed into a pre-trained language encoder to produce highdimensional textual embeddings, which are then aligned to the model’s primary dimension:
where 𝑠 ∈ {fine, mid, coarse}, and S𝑠 ∈ discrete symbolic sequence for scale 𝑠. 𝑡𝑜𝑙 fine , 𝑡𝑜𝑙 mid , and 𝑡𝑜𝑙 coarse are configured to capture exact turning points, short-term local fluctuations, and broader amplitude shifts, respectively. Symbolic Feature Extraction: To treat the alphabetical identifiers as textual tokens, we map the discrete symbolic strings into a continuous high-dimensional vector pool utilizing the frozen language embedding layer of the pre-trained language encoder and the subsequent alignment projection used in textual feature extraction: F𝑠 = Linearalign (EmbedLanguage (S𝑠 )),
(9)
Ftxt = Linearalign (EmbedLanguage (Xtext )), (4) where EmbedLanguage (·) denotes the frozen language embedding layer of the pre-trained language encoder, and Ftxt ∈ R𝐵×𝐿txt ×𝐷 model forms the macroscopic semantic knowledge pool, with 𝐿txt representing the textual token length. Textual Prediction: The temporal query Qtemp attends to the semantic pool via a cross-attention mechanism to generate the text-augmented prediction:
where F𝑠 ∈ R𝐵×𝐿sym ×𝐷 model is the symbolic feature. This projection explicitly aligns the discrete symbols with the textual features in the same representation space, ensuring that the temporal query can seamlessly attend to both global semantic contexts and local geometric structures. Symbolic Prediction: With the continuous symbolic features F𝑠 established, the temporal query Qtemp conducts independent cross-modal retrieval across the three scales to generate the corresponding symbolic representation:
Otxt = CrossAttention(Q = Qtemp, K = Ftxt, V = Ftxt ),
O𝑠 = CrossAttention(Q = Qtemp, K = F𝑠 , V = F𝑠 ),
(5)
(10)
STaT: Resolving Shape Distortion in Non-Stationary Time Series via Tri-Modal Synergy
Ŷ𝑠 = GELU(LayerNorm(Linearsym_head (O𝑠 ))),
(11)
where O𝑠 ∈ R𝐵×𝐶 ×𝐷 model is the retrieved structural feature, and Ŷ𝑠 ∈ R𝐵×𝑇 ×𝐶 is the specific representation for scale 𝑠. To adaptively integrate these multi-scale presentations, we use a feature mixing module to dynamically fuse them into a unified symbolic representation Ŷsym = 𝑐 fine Ŷfine + 𝑐 mid Ŷmid + 𝑐 coarse Ŷcoarse utilizing scale-specific importance weights [𝑐 fine, 𝑐 mid, 𝑐 coarse ] = Softmax(𝝎 fmm ), where 𝝎 fmm ∈ R3 represents learnable parameters optimized during training to adaptively balance the three structural granularities.
3.4
Multi-Modal Representation Fusion
The multi-modal representation fusion module dynamically harmonizes the presentations produced by the temporal, textual, and symbolic learners through our VAT routing mechanism, thereby accommodating various volatility scenarios. In the VAT routing mechanism, we first compute the basic stepwise weights Z ∈ R𝐵×𝑇 ×𝐶 ×3 for the three modality experts, by applying a linear projection layer to the pure temporal query Qtemp . To accommodate various volatility scenarios, we modify these weights using the volatility descriptor 𝛼 derived by Eqn. (3). This descriptor generates an inverse temperature 𝜆 for the VAT routing: 𝜆 = 𝜂 · Sigmoid(𝛼),
(12)
where Sigmoid(·) is the sigmoid function, and 𝜂 is a hyperparameter that controls the scale of 𝜆. Here, 𝜆 directly controls the routing sharpness: low volatility produces a small 𝜆 for an evenly averaged ensemble, whereas high volatility yields a large 𝜆 to amplify the dominant modality. The experimental analysis of the VAT mechanism is provided in Section 4.5 and Figure 6. The final forecasting output Ŷ is formulated by aggregating the modality-specific predictions utilizing the VAT-adjusted dynamic fusion weights: [𝑤 temp, 𝑤 txt, 𝑤 sym ] = Softmaxdim=−1 𝜆 · (Z + b) , (13) Ŷ = 𝑤 temp ⊙ Ŷtemp + 𝑤 txt ⊙ Ŷtxt + 𝑤 sym ⊙ Ŷsym,
(14)
where b ∈ R3 is a constant initialization bias applied to temporarily favor the temporal backbone and stabilize the routing distribution during the initial training phase.
3.5
Optimization
Since the three modalities—temporal, textual, and symbolic—capture complementary aspects of the time series, their fusion provides a unified interface for jointly optimizing both magnitude error and shape alignment. However, standard loss functions, such as MSE (e.g., MSE) or shape-focused losses (e.g., Soft-DTW), often struggle to balance magnitude accuracy and shape fidelity. To address this gap, we design a new training loss function, termed the ADF loss, which is defined as: 4 ∑︁ 1 (𝑖 ) (15) LTotal = LMSE + Laux + log(𝜎𝑖 ) , 2𝜎𝑖2 𝑖=1 where the primary prediction loss LMSE = MSE( Ŷ, Y) serves as the stable anchor with a fixed unit weight to guarantee magnitude fidelity. To enforce shape alignment with complementary constraints,
(𝑖 ) the regularization term Laux integrates four auxiliary objectives: ⊤ 1) LL1 = ∥ Û𝑘 Σ̂𝑘 V̂𝑘 − U𝑘 Σ𝑘 V𝑘⊤ ∥ 1 retains the top-𝑘 singular components to filter out high-frequency noise, forcing the model to Í align with the global trend; 2) LMean = 𝑁1 𝑁𝑗=1 (𝜇 ( ŷ 𝑗 ) − 𝜇 (y 𝑗 )) 2 calculates the patch-wise mean to prevent local vertical shifts; 3) Í LVar = 𝑁1 𝑁𝑗=1 (std( ŷ 𝑗 ) − std(y 𝑗 )) 2 uses variance to measure the variation severity, forcing the model to restore severe fluctuations; Í Cov( ŷ 𝑗 ,y 𝑗 ) and 4) LCorr = 𝑁1 𝑁𝑗=1 (1 − std( ŷ 𝑗 )std(y ) uses the Pearson corre𝑗) lation to evaluate local shape similarity, ensuring the model accurately captures turning points. To balance these different objectives, 𝜎𝑖 is a learnable uncertainty parameter that automatically downweights noisy tasks. During the optimization process guided by LTotal , the pre-trained language encoder and the language embedding layer are kept strictly frozen. Only the following lightweight components are optimized during fine-tuning: 1) Temporal representation learner: including patch projection, historical auto-correlation modeling, and the linear head; 2) Textual representation learner: including the cross-attention mechanism and linear heads; 3) Symbolic representation learner: including the cross-attention mechanisms and the feature mixing module; 4) Multimodal prediction fusion: including the linear projection layer for VAT routing.
4
Experiment
We conduct extensive experiments on 8 public time series datasets, comparing STaT against 9 representative baselines.
4.1
Setup
Datasets. As summarized in Table 2, we evaluate STaT on eight widely used time series datasets across diverse domains, including: temperature monitoring (ETTm1, ETTm2, ETTh1, ETTh2), electricity consumption (Electricity), transportation (Traffic), weather forecasting (Weather) and daily exchange rates (Exchange) [18, 43]. These datasets are commonly used for benchmarking forecasting models [37], and vary in frequency, dimensionality, and temporal characteristics. Metrics. Performance is measured using magnitude metrics, including MSE and MAE, as well as shape-aware metrics, including Dynamic Time Warping (DTW) [30] and Time Distortion Index (TDI) [11, 20], all following standard evaluation practices in this field. The formulations for these two shape-aware metrics are defined as follows: ∑︁ DTW(Y, Ŷ) = min 𝑑 (y𝑚 , ŷ𝑛 ), (16) 𝐴∈ A (Y,Ŷ) (𝑚,𝑛) ∈𝐴
TDI(Y, Ŷ) =
∑︁ (𝑚,𝑛) ∈𝐴
(𝑚 − 𝑛) 2 , 𝑇2 ∗
(17)
where (𝑚, 𝑛) denotes aligned time steps in a warping path 𝐴 from the admissible set A, 𝐴∗ is the optimal path minimizing the alignment distance, and 𝑑 (·, ·) is the squared Euclidean distance. Baselines. We compare STaT with state-of-the-art time series models from three categories. 1) LLM / multimodal time-series models: TimeCMA [25], Time-VLM [42], Time-LLM [15], and GPT4TS [45], which leverage large language models and/or multimodal priors for forecasting. 2) Transformer-based forecasting models: We
Hui Cheng, Jinsheng Guo, Zhenhao Weng, Yan Qiao, and Meng Li
Dim.
Series Length
Dataset Size
Frequency
Domain
ETTh1 ETTh2 ETTm1 ETTm2 Weather Electricity Traffic Exchange
7 7 7 7 21 321 862 8
{96, 192, 336, 720} {96, 192, 336, 720} {96, 192, 336, 720} {96, 192, 336, 720} {96, 192, 336, 720} {96, 192, 336, 720} {96, 192, 336, 720} {96, 192, 336, 720}
(8545, 2881, 2881) (8545, 2881, 2881) (34465, 11521, 11521) (34465, 11521, 11521) (36792, 5271, 10540) (18317, 2633, 5261) (12185, 1757, 3509) (5120, 665, 1422)
1 hour 1 hour 15 min 15 min 10 min 1 hour 1 hour 1 day
Temperature Temperature Temperature Temperature Weather Electricity Transportation Exchange rates