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When Does Text Inform? Benchmarking Information-Theoretic Metrics for Multimodal Time-Series Forecasting

arXiv · AI, language, vision and robotics · article · Sep 10, 2026 · UTC

Multimodal forecasting models that combine time series with text annotations promise richer prediction through textual context, but how do we know whether a text annotation meaningfully contributes to the forecasters prediction? This is an information-theoretic question, but to evaluate whether information-theoretic metrics can reliably measure the predictive value an annotation provides, a ground truth benchmark is needed, and none currently exist. We create a synthetic time series signal with annotations in three categories: semantically correct, incorrect, and irrelevant. Because the data g

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