Univariate to Multivariate: LLMs as Zero-Shot Predictors for Time-Series Forecasting — mentioned by thesz

Sat, 17 Jan 2026 19:28:19 GMT

[1] https://towardsdatascience.com/llm-powered-time-series-analy... [2] https://arxiv.org/abs/2506.02389 [3] https://arxiv.org/html/2402.10835v3 Some links from the top of Google search. Take a look here, also, it's an important law: https://en.wikipedia.org/wiki/Benford%27s_law It is possible for LLMs to learn Bernford's law, implicitly. So they will be non-null predictors of time series data, because time series data is also Bernford-law-distributed [4]. [4] https://ui.adsabs.harvard.edu/abs/2017EGUGA..19.2950T/abstra...

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Univariate to Multivariate: LLMs as Zero-Shot Predictors for Time-Series Forecasting · HackerPapers discussions

Univariate to Multivariate: LLMs as Zero-Shot Predictors for Time-Series Forecasting — mentioned by thesz