arXiv Machine Learning By Xiaoyu Tao, Mingyue Cheng, Yaguo Liu, Xingpeng Gao, Qingsong Wen, Shijin Wang, Enhong chen

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

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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.

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