FreSia: Frequency-Semantic Instantiation and Alignment for Multivariate Time Series Analysis

Abstract:Large Language Models (LLMs) have shown strong potential in multivariate time series forecasting and anomaly detection. Existing studies predominantly inject temporal information into LLMs via direct numerical tokenization or heuristic textual descriptions. However, LLMs still face difficulty in perceiving the underlying structural patterns of numerical time series, particularly the seasonal and trend components obscured by discrete numerical tokens. To bridge this gap, we propose FreSia, a frequency-aware framework that establishes an effective alignment between the semantic space of LLMs and the frequency space of time series. Specifically, FGPrompt, a Frequency-Guided Prompt mechanism within FreSia, distills the frequency-domain structures of time series and projects them into prompts tailored to the semantic space of LLMs. Furthermore, we introduce a Global-driven Context Learning (GCL) component, which uses a global CLS-driven probe to generate global context to bridge the time-frequency domain gap and fuse the multi-modal information. Experiments on eight forecasting benchmarks show that FreSia achieves average improvements of 13.48% and 8.06% in MSE and MAE, respectively.

Artificial Intelligence (cs.AI)

arXiv:2610.05726 [cs.AI]

(or arXiv:2610.05726v1 [cs.AI] for this version)

https://doi.org/10.48550/arXiv.2610.05726 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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