arXiv Machine Learning

Learning Agentic Time Series Forecasting via Trajectory Distillation and Memory-Based Reinforcement Learning

The paper introduces Cast‑R1, an 8‑billion‑parameter agentic forecasting model that learns to orchestrate analytical and prediction tools through trajectory distillation and multi‑turn reinforcement learning with structured memory. The training pipeline first generates multi‑turn interaction trajectories using a teacher LLM, then fine‑tunes the agent with supervised learning and group relative policy optimization, guided by rewards for accuracy and temporal structure. Experiments across several datasets show that Cast‑R1 effectively equips smaller language models with tool‑augmented, multi‑turn forecasting capabilities within structured workflows.

arXiv AI
2d ago

CastFlow: Bridging Evidence Acquisition and Accurate Prediction in Agentic Time Series Forecasting

CastFlow is a role‑specialized agentic forecasting framework that combines general‑purpose tool reasoning with specialized temporal forecasting. It uses an Experience Memory to guide a frozen LLM in acquiring evidence via a multi‑view toolkit, then a lightweight specialized LLM refines predictions through evidence‑grounded reasoning. The two‑stage training strategy—supervised fine‑tuning followed by reinforcement learning with verifiable rewards—optimizes the specialized model based on final forecasting outcomes, achieving superior performance on nine out of ten real‑world benchmarks.

By Bokai Pan, Mingyue Cheng, Xiaoyu Tao, Zhiding Liu, Shuo Yu, Yuchong Wu, Qi Liu, Defu Lian, Enhong Chen
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
arXiv AI
Aug 19

PlanPO: Group Planning-Aware Policy Optimization for Multi-Turn Agentic LLMs

PlanPO introduces a group planning-aware policy optimization method for multi-turn agentic large language models, addressing the issue of advantage collapse caused by treating all successful trajectories equally. By incorporating coarse-to-fine advantage signals that reflect differences in trajectory and turn lengths, PlanPO encourages agents to learn generalizable planning and generation behaviors. Experiments show a 27.2% average improvement over GRPO on benchmarks such as ALFWorld, WebShop, and SciWorld, with minimal extra training cost.

By Dayang Liang, Liyuan He, Xuan Feng, Shuxin Li, Bo An, Yunlong Liu
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 AI
2d ago

AlphaBet: Reinforcement Learning for LLM Event Forecasting Agents

AlphaBet is a reinforcement learning framework that trains a single large language model to search for evidence, reason about it, and report probabilities for unresolved events across multiple pre-resolution dates. By scoring each dated forecast with a proper scoring rule, AlphaBet uses one resolved event to supervise decisions under varying information states, decomposing forecasting regret into evidence-acquisition and probability-reporting gaps. Experiments on GLM-4.5-Air show that AlphaBet improves Brier scores on Forecast-Dojo and FutureX, attributing gains to multi-date training and better information acquisition and probability reporting.

By Liqin Ye, Rongzhi Zhang, Xin Liu, Zheng Li, Yuan He, Qingyu Yin, Priyanka Nigam, Chao Zhang