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PaP-NF: Probabilistic Long-Term Time Series Forecasting via Prefix-as-Prompt Reprogramming and Normalizing Flows

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Time series forecasting plays a central role in many real-world applications and has been extensively studied. Most existing approaches rely on deterministic models. However, real-world environments exhibit inherently uncertain and complex future behaviors, making single-point predictions insufficient. This highlights the need for probabilistic forecasting methods that can quantify and represent uncertainty. In this work, we propose PaP-NF, a probabilistic forecasting framework that aligns continuous time series representations with a frozen large language model (LLM) using a Prefix-as-Prompt mechanism, and conditions a normalizing flow decoder on the global context extracted by the LLM. The quality of the resulting predictive distributions is evaluated using the Continuous Ranked Probability Score (CRPS), a standard metric in probabilistic forecasting. Across a variety of long-term forecasting benchmarks, PaP-NF robustly captures multi-modal uncertainty while maintaining competitive point forecasting accuracy. The official implementation is available at: https://github.com/democracy04/PaP-NF

Minju Kim, Youngbum Hur• 2026

Related benchmarks

TaskDatasetResultRank
Long-term time-series forecastingETTh1
MAE0.397
575
Long-term time-series forecastingETTm1
MSE0.334
461
Long-term time-series forecastingETTh2
MSE0.337
461
Long-term time-series forecastingETTm2
MSE0.176
455
Long-term time-series forecastingTraffic
MSE0.579
427
Probabilistic time series forecastingETTm1
CRPS0.071
34
Probabilistic ForecastingETTm2
CRPS0.068
13
Probabilistic ForecastingETTh2
CRPS0.082
12
Probabilistic ForecastingETTh1
CRPS0.103
6
Probabilistic ForecastingTraffic
CRPS0.181
6
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