Multivariate time series forecasting (MTSF) aims to learn temporal dynamics among variables to forecast future time series. Existing statistical and deep learning-based methods suffer from limited learnable parameters and small-scale training data. Recently, large language models (LLMs) combining time series with textual prompts have achieved promising performance in MTSF. However, we discovered that current LLM-based solutions fall short in learning disentangled embeddings. We introduce TimeCMA, an intuitive yet effective framework for MTSF via cross-modality alignment. Specifically, we present a dual-modality encoding with two branches: the time series encoding branch extracts disentangled yet weak time series embeddings, and the LLM-empowered encoding branch wraps the same time series with text as prompts to obtain entangled yet robust prompt embeddings. As a result, such a cross-modality alignment retrieves both disentangled and robust time series embeddings, ``the best of two worlds'', from the prompt embeddings based on time series and prompt modality similarities. As another key design, to reduce the computational costs from time series with their length textual prompts, we design an effective prompt to encourage the most essential temporal information to be encapsulated in the last token: only the last token is passed to downstream prediction. We further store the last token embeddings to accelerate inference speed. Extensive experiments on eight real datasets demonstrate that TimeCMA outperforms state-of-the-arts.

Traffic prediction, an essential component for intelligent transportation systems, endeavours to use historical data to foresee future traffic features at specific locations. Although existing traffic prediction models often emphasize developing complex neural network structures, their accuracy has not improved. Recently, large language models have shown outstanding capabilities in time series analysis. Differing from existing models, LLMs progress mainly through parameter expansion and extensive pretraining while maintaining their fundamental structures. Motivated by these developments, we propose a Spatial-Temporal Large Language Model (ST-LLM) for traffic prediction. In the ST-LLM, we define timesteps at each location as tokens and design a spatial-temporal embedding to learn the spatial location and global temporal patterns of these tokens. Additionally, we integrate these embeddings by a fusion convolution to each token for a unified spatial-temporal representation. Furthermore, we innovate a partially frozen attention strategy to adapt the LLM to capture global spatial-temporal dependencies for traffic prediction. Comprehensive experiments on real traffic datasets offer evidence that ST-LLM is a powerful spatial-temporal learner that outperforms state-of-the-art models. Notably, the ST-LLM also exhibits robust performance in both few-shot and zero-shot prediction scenarios. The code is publicly available at https://github.com/ChenxiLiu-HNU/ST-LLM.