Poster
in
Workshop: Time Series in the Age of Large Models
Adaptive Information Routing for Multi Modal Time Series Forecasting
Jun Seo · Hyeokjun Choe · Seohui Bae · Soyeon Park · Jinseok Yang · Dongwan Kang · Woohyung Lim
Time series forecasting is a critical task for artificial intelligence with numerous real-world applications. Traditional approaches primarily rely on historical time series data to predict the future values. However, in practical scenarios, this is often insufficient for accurate predictions due to the limited information available. To address this challenge, multimodal time series forecasting methods which incorporate additional data modalities, mainly text data, alongside time series data have been explored.In this work, we introduce the Adaptive Information Routing (AIR) framework, a novel approach for multimodal time series forecasting. Unlike existing methods that treat text data as an auxiliary input for forecasting, AIR leverages text information to dynamically guide the time series model by controlling how and to what extent multivariate time series information should be combined.Experiment results demonstrate that AIR effectively modulates the behavior of the time series model using textual inputs, significantly enhancing forecasting accuracy in real-world forecasting tasks. Using synthetic data, we demonstrate that AIR can adjust the integration of time series information in time series forecasting model based on textual cues. Furthermore, experiments with stock price data confirm that AIR enhances the performance of time series forecasting model by effectively leveraging text information.