Developing Time Series Forecasting Models with Generative Large Language Models

Nowadays, Generative Large Language Models (GLLMs) have made a significant impact in the field of Artificial Intelligence (AI). One of the domains extensively explored for these models is their ability as generators of functional source code for software projects. Nevertheless, their potential as assistants to write the code needed to generate and model Machine Learning (ML) or Deep Learning (DL) architectures has not been fully explored to date. For this reason, this work focuses on evaluating the extent to which different tools based on GLLMs, such as ChatGPT or Copilot, are able to correctly define the source code necessary to generate viable predictive models. The use case defined is the forecasting of a time series that reports the indoor temperature of a greenhouse. The results indicate that, while it is possible to achieve good accuracy metrics with simple predictive models generated by GLLMs, the composition of predictive models with complex architectures using GLLMs is still far from improving the accuracy of predictive models generated by human data scientists.