From the Doctrine and Covenants, section 77, which lays out revealed interpretations of some of the symbolism in the Book of Revelation:
6 Q. What are we to understand by the book which John saw, which was sealed on the back with seven seals?
A. We are to understand that it contains the revealed will, mysteries, and the works of God; the hidden things of his economy concerning this earth during the seven thousand years of its continuance, or its temporal existence.
7 Q. What are we to understand by the seven seals with which it was sealed?
A. We are to understand that the first seal contains the things of the first thousand years, and the second also of the second thousand years, and so on until the seventh.
Therefore, the four horsemen represent the past, from the perspective of John and his contemporaries: the workings of the world throughout the 4000 years from Adam until Christ. Among other things, this interpretation explains why the events of the first four seals (and the fifth, to a lesser extent) are glossed over so quickly in John's writing: they're history, they're stuff that's already happened, much of which his audience is already familiar with, so he just provides a quick recap before getting on to the real focus of things which are to come and going into greater detail there.
The Church's New Testament Student Manual, in its chapter on Revelation 4-11, goes into further depth about a third of the way down, speaking of possible interpretations and correlations with scripture and history.