# BALM-TSF: Balanced Multimodal Alignment for LLM-Based Time Series Forecasting

## TL;DR

BALM-TSF introduces a balanced multimodal framework that effectively aligns textual and time series data using contrastive learning, significantly improving forecasting accuracy with minimal additional parameters.

## Contribution

The paper proposes a novel balanced multimodal alignment method for LLM-based time series forecasting, addressing modality imbalance and achieving state-of-the-art results.

## Key findings

- Achieves state-of-the-art performance on benchmark datasets.
- Effective balance between text and time series modalities.
- Minimal additional trainable parameters needed.

## Abstract

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual modalities to enhance forecasting performance. However, the vast discrepancy between text and temporal data often leads current multimodal architectures to over-emphasise one modality while neglecting the other, resulting in information loss that harms forecasting performance. To address this modality imbalance, we introduce BALM-TSF (Balanced Multimodal Alignment for LLM-Based Time Series Forecasting), a lightweight time series forecasting framework that maintains balance between the two modalities. Specifically, raw time series are processed by the time series encoder, while descriptive statistics of raw time series are fed to an LLM with learnable prompt, producing compact textual embeddings. To ensure balanced cross-modal context alignment of time series and textual embeddings, a simple yet effective scaling strategy combined with a contrastive objective then maps these textual embeddings into the latent space of the time series embeddings. Finally, the aligned textual semantic embeddings and time series embeddings are together integrated for forecasting. Extensive experiments on standard benchmarks show that, with minimal trainable parameters, BALM-TSF achieves state-of-the-art performance in both long-term and few-shot forecasting, confirming its ability to harness complementary information from text and time series. Code is available at https://github.com/ShiqiaoZhou/BALM-TSF.