arXiv Computation and Language

LLM-Based Exogenous World Modeling for Dynamic Scheduling

arXiv Machine Learning
Jun 8

Agentic World Modeling for 6G: Near-Real-Time Generative State-Space Reasoning

arXiv:2511. 02748v2 Announce Type: replace-cross Abstract: We argue that sixth-generation (6G) intelligence is not fluent token prediction but the capacity to imagine and choose -- to simulate future scenarios, weigh trade-offs, and act with calibrated uncertainty.

By Farhad Rezazadeh, Amir Ashtari Gargari, Hatim Chergui, Sandra Lagen, Merouane Debbah, Houbing Song, Lingjia Liu
arXiv AI
Oct 27

Dynamic Multi-Step Decoding for Time-Series Foundation Models

The paper introduces a dynamic multi‑step decoding approach for time‑series foundation models, arguing that the best decoding strategy varies by instance rather than being fixed. A lightweight selector network ranks candidate rollout schedules using the backbone’s hidden states, trained on historical windows and evaluated via dynamic programming to keep complexity quadratic. At deployment, multiple selectors vote to choose a schedule, defaulting to one‑shot decoding when they disagree, and the method shows statistically significant improvements in point‑forecast accuracy on the fev‑bench benchmark with frozen Chronos‑2 and Moirai‑1.1‑R‑small backbones.

By Birmjune Kim, Hyungju Lee, Hyun Oh Song
arXiv Machine Learning
Aug 27

CEDAR: Controlled and Event-Driven Demand Forecasting via Residual Decomposition

CEDAR is a two‑stage framework for demand forecasting that incorporates planned actions and external event signals. Stage I uses an Action‑Interleaved Transformer to model controllable state transitions under interventions, while Stage II applies a Residual Correction Module that aligns event descriptions with product context using LLM‑assisted text representations. Experiments on a large Alibaba 1688 dataset show that CEDAR improves simulation accuracy over traditional time‑series forecasting baselines and benefits real‑world budget planning.

By Junjie Meng, Ranxu Zhang, Zi-an Zhang, Shujun Liu, Xiaoning Qi, Xiaozhou Xu, Yanyong Zhang, Hui Xiong, Chao Wang
arXiv Machine Learning
Sep 7

Beyond a Universal Forecasting Selector: Demand-Conditioned Model Selection across Demand Patterns and Horizons

The paper investigates whether forecasting-model selection should be treated as a context-dependent process rather than a universal one. It compares five selection mechanisms across 24 optimized models, nine datasets, and various training-testing partitions and horizons, finding that no single selector dominates in all conditions. The results show that selector performance varies with demand pattern, data availability, and horizon, suggesting a context-dependent approach is more appropriate.

By Adolfo Gonz\'alez
arXiv Machine Learning
Sep 22

CTRL: Control-Based Time Series Forecasting with LLM-Guided Residual Learning

CTRL is a new framework for time‑series forecasting that separates semantic reasoning from quantitative prediction. It uses a frozen backbone to produce base forecasts, while LLM agents act as controllers that analyze prediction errors by decomposing them into trend, seasonal, and irregular components. The agents generate compact control signals that a lightweight residual decoder uses to correct the forecasts, and the system can adapt at test time to distribution shifts with only a few LLM calls.

By Minkyoung Kim, Daeun Ji, Yohan Lee, Beomsoo Kim, Beakcheol Jang