arXiv Machine Learning

SCENARIODIFF: A Scenario-level Guidance Framework for Multimodal Time Series Forecasting--Extended Version

SCENARIODIFF is a hierarchical contextual reasoning framework designed for multimodal time series forecasting, especially in event-driven domains. It processes textual context through three agents—Historical Context, Scenario, and Anchor Guidance—to generate structured signals that condition a Multimodal Diffusion Transformer. The framework also employs Anchor Blended Sampling to locally refine forecast trajectories without retraining, and demonstrates superior performance on the Time‑MMD benchmark.

arXiv Machine Learning
Aug 19

TiMi: Empower Time Series Transformers with Multimodal Mixture of Experts

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.

By Jiafeng Lin, Yuxuan Wang, Huakun Luo, Jianmin Wang, Zhongyi Pei
arXiv Machine Learning
Jul 16

Overcoming the Modality Gap in Context-Aided Forecasting

arXiv:2603. 12451v4 Announce Type: replace Abstract: Context-aided forecasting (CAF) holds promise for integrating domain knowledge and forward-looking information, enabling AI systems to surpass traditional statistical methods.

By Vincent Zhihao Zheng, \'Etienne Marcotte, Arjun Ashok, Andrew Robert Williams, Lijun Sun, Alexandre Drouin, Valentina Zantedeschi
arXiv AI
Sep 11

KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning

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.

By Kun Feng, Ziwei Shan, Yuchen Fang, Yiyang Tan, Sihan Lu, Shuqi Gu, Xingyu Lu, Lintao Ma, Kan Ren
arXiv Machine Learning
5d ago

WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting

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.

By Yuhan Zhu, Xiangfei Qiu, Hanyin Cheng, Wangmeng Shen, Chenjuan Guo, Bin Yang, Jilin Hu, Christian S. Jensen
arXiv AI
Aug 5

CastFSR: A Fast--Slow--Reflect Agentic Reasoning Framework for Context-Aware Time Series Forecasting

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.

By Xiaoyu Tao, Mingyue Cheng, Bokai Pan, Chuang Jiang, Huanjian Zhang, Tian Gao, Yaguo Liu, Qi Liu, Enhong Chen