The paper introduces FairAMO, a controlled protocol to evaluate agentic model orchestration (AMO) for time‑series forecasting by freezing candidate forecasts. Experiments on GIFT‑Eval show that while AMO can improve accuracy, its gains are limited by the quality and complementarity of the underlying TSFMs, with reductions in MASE below 6% relative to the best single model. Adding more candidates yields diminishing returns, and redundant members can negate benefits, indicating that historical evidence saturates quickly and that orchestration’s contribution is modest compared to the candidate models themselves.
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...
GIFT‑Eval‑CTX is a new benchmark for contextual forecasting that tests whether models can use verified future information to produce accurate time‑series predictions. It builds on GIFT‑Eval and contains 10,000 instances across 20 datasets, each annotated with macro‑level and micro‑level effects derived from actual future events. The benchmark evaluates traditional TSFMs, advanced LLMs, and agentic systems, showing that structured effects can substantially lower MASE for models like GPT‑5.6 Sol and Claude Opus 4.8, with MoiraiAgent achieving the best overall performance.
Time-series foundation models provide strong zero-shot forecast, but deployment for real-world applications still requires task-specific designs for model inputs and outputs. Direct inference can leav...
arXiv:2610.19725v1 Announce Type: new Abstract: Time-series foundation models provide strong zero-shot forecast, but deployment for real- world applications still requires task-specific designs for m...
TimeRSI is a self‑improving deployment system for time‑series foundation models that automates the creation and refinement of forecasting pipelines. A coding agent translates task descriptions into executable changes, tests each revision on historical data, and uses error feedback to guide further revisions. During live deployment, an adaptive selector chooses the best pipeline based on completed forecasts under similar conditions, achieving superior performance on 198 tasks compared to all other submissions.
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.
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.
The paper introduces POrchestra, a proactive agentic orchestration framework that lets sub‑agents request harness adjustments during execution, enhancing adaptability to dynamic environments. It also proposes On‑Policy Orchestration Distillation (OPOD), which uses hindsight feedback from sub‑agents’ requests to provide targeted improvement signals for training the orchestration policy. Experiments on three long‑horizon benchmarks show that POrchestra boosts task success by about 9.1% over the best baseline, and with OPOD the improvement rises to 10.0%, while also improving cost‑performance trade‑offs.
Forecast-Dojo is a replayable environment designed to benchmark and train large language model (LLM) forecasting agents. It integrates resolved prediction‑market questions with dated news, enabling agents to research events and revisit predictions at successive historical dates. The platform includes 1,568 Polymarket events, 18.8 million dated news articles, and supports repeated evaluation, training interactions, and outcome feedback, with evidence that research tools lower Brier scores across 12 tested models, though all models still lag behind historical market forecasts.
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:2609.05905v1 Announce Type: cross Abstract: LLM agents are increasingly used for live forecasting, where they retrieve up-to-date information and produce estimates for unresolved future events....