# Augur: Modeling Covariate Causal Associations in Time Series via Large Language Models

arXiv: https://arxiv.org/abs/2510.07858 · HTML: https://mlsanity.com/paper/2510.07858/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 49 references that are in the map.
- First posted on arXiv 9 Oct 2025.

## Builds on (most cited first, 18 of 18)

- [BERTScore: Evaluating Text Generation with BERT](https://mlsanity.com/paper/1904.09675/) (2019)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [Foundation Models for Time Series Analysis: A Tutorial and Survey](https://mlsanity.com/paper/2403.14735/) (2024)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [Discovering contemporaneous and lagged causal relations in autocorrelated nonlinear time series datasets](https://mlsanity.com/paper/2003.03685/) (2020)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns](https://mlsanity.com/paper/2409.18479/) (2024)
- [ChatTS: Aligning Time Series with LLMs via Synthetic Data for Enhanced Understanding and Reasoning](https://mlsanity.com/paper/2412.03104/) (2024)
- [Time-MQA: Time Series Multi-Task Question Answering with Context Enhancement](https://mlsanity.com/paper/2503.01875/) (2025)
- [LightTS: Lightweight Time Series Classification with Adaptive Ensemble Distillation -- Extended Version](https://mlsanity.com/paper/2302.12721/) (2023)
- [TimeXL: Explainable Multi-modal Time Series Prediction with LLM-in-the-Loop](https://mlsanity.com/paper/2503.01013/) (2025)
- [Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation](https://mlsanity.com/paper/2505.02138/) (2025)

## Built on by (most cited first, 3 of 3)

- [KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning](https://mlsanity.com/paper/2605.30002/) (2026)
- [Rationale-Grounded In-Context Learning for Time Series Reasoning with Multimodal Large Language Models](https://mlsanity.com/paper/2601.02968/) (2026)
- [EarthVerse: Benchmarking Scientific Agents Across Dynamic Earth Systems and Natural Hazards](https://mlsanity.com/paper/2608.23525/) (2026)

## Abstract (arXiv)

Large language models (LLM) have emerged as a promising avenue for time series forecasting, offering the potential to integrate multimodal data. However, existing LLM-based approaches face notable limitations-such as marginalized role in model architectures, reliance on coarse statistical text prompts, and lack of interpretability. In this work, we introduce Augur, a fully LLM driven time series forecasting framework that exploits LLM causal reasoning to discover and use directed causal associations among covariates. Augur uses a two stage teacher student architecture where a powerful teacher LLM infers a directed causal graph from time series using heuristic search together with pairwise causality testing. A lightweight student agent then refines the graph and fine tune on high confidence causal associations that are encoded as rich textual prompts to perform forecasting. This design improves predictive accuracy while yielding transparent, traceable reasoning about variable interactions. Extensive experiments on real-world datasets with 26 baselines demonstrate that Augur achieves competitive performance and robust zero-shot generalization.