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Yushan Jiang

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5 papers

2 author rows

ICLR Conference 2025 Conference Paper

Learning system dynamics without forgetting

Xikun Zhang 0002
Dongjin Song
Yushan Jiang
Yixin Chen 0001
Dacheng Tao

Observation-based trajectory prediction for systems with unknown dynamics is essential in fields such as physics and biology. Most existing approaches are limited to learning within a single system with fixed dynamics patterns. However, many real-world applications require learning across systems with evolving dynamics patterns, a challenge that has been largely overlooked. To address this, we systematically investigate the problem of Continual Dynamics Learning (CDL), examining task configurations and evaluating the applicability of existing techniques, while identifying key challenges. In response, we propose the Mode-switching Graph ODE (MS-GODE) model, which integrates the strengths LG-ODE and sub-network learning with a mode-switching module, enabling efficient learning over varying dynamics. Moreover, we construct a novel benchmark of biological dynamic systems for CDL, Bio-CDL, featuring diverse systems with disparate dynamics and significantly enriching the research field of machine learning for dynamic systems. Our code available at \url{https://github.com/QueuQ/MS-GODE}.

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NeurIPS Conference 2025 Conference Paper

TimeXL: Explainable Multi-modal Time Series Prediction with LLM-in-the-Loop

Yushan Jiang
Wenchao Yu
Geon Lee
Dongjin Song
Kijung Shin
Wei Cheng
Yanchi Liu
Haifeng Chen

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this gap, we introduce TimeXL, a multi-modal prediction framework that integrates a prototype-based time series encoder with three collaborating Large Language Models (LLMs) to deliver more accurate predictions and interpretable explanations. First, a multi-modal prototype-based encoder processes both time series and textual inputs to generate preliminary forecasts alongside case-based rationales. These outputs then feed into a prediction LLM, which refines the forecasts by reasoning over the encoder's predictions and explanations. Next, a reflection LLM compares the predicted values against the ground truth, identifying textual inconsistencies or noise. Guided by this feedback, a refinement LLM iteratively enhances text quality and triggers encoder retraining. This closed-loop workflow---prediction, critique (reflect), and refinement---continuously boosts the framework's performance and interpretability. Empirical evaluations on four real-world datasets demonstrate that TimeXL achieves up to 8. 9\% improvement in AUC and produces human-centric, multi-modal explanations, highlighting the power of LLM-driven reasoning for time series prediction.

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NeurIPS Conference 2025 Conference Paper

TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster

Kanghui Ning
Zijie Pan
Yu Liu
Yushan Jiang
James Zhang
Kashif Rasul
Anderson Schneider
Lintao Ma

Large Language Models (LLMs) and Foundation Models (FMs) have recently become prevalent for time series forecasting tasks. While fine-tuning LLMs enables domain adaptation, they often struggle to generalize across diverse and unseen datasets. Moreover, existing Time Series Foundation Models (TSFMs) still face challenges in handling non-stationary dynamics and distribution shifts, largely due to the lack of effective mechanisms for adaptation. To this end, we present TS-RAG, a retrieval-augmented generation framework for time series forecasting that enhances the generalization and interpretability of TSFMs. Specifically, TS-RAG leverages pre-trained time series encoders to retrieve semantically relevant segments from a dedicated knowledge base, enriching the contextual representation of the input query. Furthermore, we propose an Adaptive Retrieval Mixer (ARM) module that dynamically fuses the retrieved patterns with the TSFM's internal representation, improving forecasting accuracy without requiring task-specific fine-tuning. Thorough empirical studies on seven public benchmark datasets demonstrate that TS-RAG achieves state-of-the-art zero-shot forecasting performance, outperforming the existing TSFMs by up to 6. 84\% across diverse domains while also providing desirable interpretability. Our code and data are available at: https: //github. com/UConn-DSIS/TS-RAG.

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IJCAI Conference 2024 Conference Paper

Empowering Time Series Analysis with Large Language Models: A Survey

Yushan Jiang
Zijie Pan
Xikun Zhang
Sahil Garg
Anderson Schneider
Yuriy Nevmyvaka
Dongjin Song

Recently, remarkable progress has been made over large language models (LLMs), demonstrating their unprecedented capability in varieties of natural language tasks. However, completely training a large general-purpose model from the scratch is challenging for time series analysis, due to the large volumes and varieties of time series data, as well as the non-stationarity that leads to concept drift impeding continuous model adaptation and re-training. Recent advances have shown that pre-trained LLMs can be exploited to capture complex dependencies in time series data and facilitate various applications. In this survey, we provide a systematic overview of existing methods that leverage LLMs for time series analysis. Specifically, we first state the challenges and motivations of applying language models in the context of time series as well as brief preliminaries of LLMs. Next, we summarize the general pipeline for LLM-based time series analysis, categorize existing methods into different groups (\textit{i. e. }, direct query, tokenization, prompt design, fine-tune, and model integration), and highlight the key ideas within each group. We also discuss the applications of LLMs for both general and spatial-temporal time series data, tailored to specific domains. Finally, we thoroughly discuss future research opportunities to empower time series analysis with LLMs.

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ICML Conference 2024 Conference Paper

S2IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting

Zijie Pan
Yushan Jiang
Sahil Garg
Anderson Schneider
Yuriy Nevmyvaka
Dongjin Song

Recently, there has been a growing interest in leveraging pre-trained large language models (LLMs) for various time series applications. However, the semantic space of LLMs, established through the pre-training, is still underexplored and may help yield more distinctive and informative representations to facilitate time series forecasting. To this end, we propose Semantic Space Informed Prompt learning with LLM ($S^2$IP-LLM) to align the pre-trained semantic space with time series embedding space and perform time series forecasting based on learned prompts from the joint space. We first design a tokenization module tailored for cross-modality alignment, which explicitly concatenates patches of decomposed time series components to create embeddings that effectively encode the temporal dynamics. Next, we leverage the pre-trained word token embeddings to derive semantic anchors and align selected anchors with time series embeddings by maximizing the cosine similarity in the joint space. This way, $S^2$IP-LLM can retrieve relevant semantic anchors as prompts to provide strong indicators (context) for time series that exhibit different temporal dynamics. With thorough empirical studies on multiple benchmark datasets, we demonstrate that the proposed $S^2$IP-LLM can achieve superior forecasting performance over state-of-the-art baselines. Furthermore, our ablation studies and visualizations verify the necessity of prompt learning informed by semantic space.

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