Distribution-Aware Diffusion-LLM for Robust Ultra-Long-Term Time Series Forecasting
This work addresses the challenges of inadequate probabilistic calibration and difficulties in aligning heterogeneous representations when applying large language models (LLMs) to multivariate time series forecasting. To overcome these limitations, we propose a novel framework that integrates conditional diffusion mechanisms with LLMs. Our approach jointly models the conditional distribution of future data within a shared latent space, enabling semantic alignment and distribution-aware prediction, while incorporating distributional regularization to enhance robustness. As the first study to combine distribution-aware diffusion processes with LLMs for time series forecasting, our method achieves significant performance gains over existing approaches across six long-horizon benchmarks—including ETT, Weather, and ECL—with particularly strong results in ultra-long-term and few-shot forecasting scenarios.