MACTS-EM is a new multi‑agent framework for time series forecasting that combines domain‑specialised agents, a meta‑cognitive allocation layer, emergent memory for cross‑domain transfer, multimodal context integration, and adversarial robustness. The authors evaluate the system on financial, climate, energy, and pandemic data, reporting 8‑12% higher accuracy, 22‑27% better zero‑shot transfer, 16‑21% greater resilience to regime shifts, and 15‑18% faster recovery from distribution changes compared to existing methods. These results suggest that collaborative, agent‑based approaches can outperform traditional architectures in complex, real‑world forecasting tasks.
arXiv:2609.24862v1 Announce Type: new Abstract: Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning s...
Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning strategies, and intervention rules inherently time...
The paper introduces TiMi, a framework that enhances time series transformers with a Multimodal Mixture-of-Experts (MMoE) module to incorporate multimodal data, especially textual information, into forecasting. TiMi leverages large language models to generate future inferences that guide predictions, eliminating the need for explicit representation alignment. Experiments show TiMi achieves state‑of‑the‑art performance on sixteen real‑world multimodal forecasting benchmarks, outperforming advanced baselines while maintaining adaptability and interpretability.
arXiv:2606. 02497v1 Announce Type: new Abstract: Time series forecasting has advanced rapidly, especially with the emergence of foundation models that show strong zero-shot performance on numerical extrapolation.
MetaCaster is a meta-harness-optimized multi-agent framework that enables few-shot learning for lightweight time series forecasters. It uses agentic data generation to automatically train specialized forecasters from only a few examples and textual contexts, positioning agents as intermediary engineers rather than direct forecasters. Experiments on 18 datasets and 23 lightweight forecasters show that MetaCaster achieves data and computational efficiency while maintaining high forecasting quality.
arXiv:2606. 18049v1 Announce Type: new Abstract: Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights.
KairosAgent is an agentic framework that combines a large language model (LLM) reasoner with a time series foundation model (TSFM) forecaster to tackle cross‑domain multimodal time series forecasting. It dynamically invokes analytical tools to improve the LLM’s numerical comprehension and semantic reasoning, then fuses the reasoning outcomes into the TSFM pipeline for more accurate predictions. The approach is further enhanced by a curated large‑scale trajectory corpus and a reinforcement learning paradigm with multi‑turn refinement and turn‑level credit assignment, achieving superior zero‑shot forecasting performance.
arXiv:2608.23058v1 Announce Type: new Abstract: Large language models (LLMs) now support forecasting systems that combine language-based reasoning with temporal data, evidence retrieval, external too...
WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.
arXiv:2606. 05404v1 Announce Type: cross Abstract: Time series are often embedded in rich contexts that are essential for holistic modeling.
Decision-making with deep learning-based time series forecasting requires not only accurate predictions but also actionable insights. However, current architectures do not inherently provide such information.
arXiv:2608. 03031v1 Announce Type: new Abstract: Time series forecasting is fundamental to decision-making in complex systems, where future dynamics are influenced not only by historical observations but also by evolving contextual features.