PaP-NF: Probabilistic Long-Term Time Series Forecasting via Prefix-as-Prompt Reprogramming and Normalizing Flows
About
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
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Long-term time-series forecasting | ETTh1 | MAE0.397 | 575 | |
| Long-term time-series forecasting | ETTm1 | MSE0.334 | 461 | |
| Long-term time-series forecasting | ETTh2 | MSE0.337 | 461 | |
| Long-term time-series forecasting | ETTm2 | MSE0.176 | 455 | |
| Long-term time-series forecasting | Traffic | MSE0.579 | 427 | |
| Probabilistic time series forecasting | ETTm1 | CRPS0.071 | 34 | |
| Probabilistic Forecasting | ETTm2 | CRPS0.068 | 13 | |
| Probabilistic Forecasting | ETTh2 | CRPS0.082 | 12 | |
| Probabilistic Forecasting | ETTh1 | CRPS0.103 | 6 | |
| Probabilistic Forecasting | Traffic | CRPS0.181 | 6 |