Position: Beyond Model-Centric Prediction -- Agentic Time Series Forecasting
On the map: LLM agents and tool use → Financial trading and forecasting agents
Abstract (arXiv)
Time series forecasting has traditionally been formulated as a model-centric, static, and single-pass prediction problem that maps historical observations to future values. While this paradigm has driven substantial progress, it proves insufficient in adaptive and multi-turn settings where forecasting requires informative feature extraction, reasoning-driven inference, iterative refinement, and continual adaptation over time. In this paper, we argue for agentic time series forecasting (ATSF), which reframes forecasting as an agentic process composed of perception, planning, action, reflection, and memory. Rather than focusing solely on predictive models, ATSF emphasizes organizing forecasting as an agentic workflow that can interact with tools, incorporate feedback from outcomes, and evolve through experience accumulation. We outline three representative implementation paradigms -- workflow-based design, agentic reinforcement learning, and a hybrid agentic workflow paradigm -- and discuss the opportunities and challenges that arise when shifting from model-centric prediction to agentic forecasting. Together, this position aims to establish agentic forecasting as a foundation for future research at the intersection of time series forecasting.
Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Placed in Financial trading and forecasting agents, one of 16 directions in LLM agents and tool use. Builds on 51 of its 67 references that are in the map. First posted on arXiv 2 Feb 2026.
Builds on
51 of 67 references.
Closest ancestors · 2
Same direction, newest first
- 2025TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis2 Oct
- 2025TimeCopilot30 Aug
Other references · 49
- 2022ReAct: Synergizing Reasoning and Acting in Language Modelscited by 8,355
- 2016XGBoost: A Scalable Tree Boosting Systemcited by 5,120
- 2023Toolformer: Language Models Can Teach Themselves to Use Toolscited by 4,072
- 2023Reflexion: Language Agents with Verbal Reinforcement Learningcited by 4,064
- 2023A Survey on Large Language Model based Autonomous Agentscited by 2,203
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
- 2024From Local to Global: A Graph RAG Approach to Query-Focused Summarizationcited by 1,411
- 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,004
- 2023CRITIC: Large Language Models Can Self-Correct with Tool-Interactive Critiquingcited by 751
- 2019Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastingcited by 748
- 2024Chronos: Learning the Language of Time Seriescited by 712
37 more
- 2023Time-LLM: Time Series Forecasting by Reprogramming Large Language Modelscited by 680
- 2023A decoder-only foundation model for time-series forecastingcited by 650
- 2020Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networkscited by 563
- 2023Large Language Models Are Zero-Shot Time Series Forecasterscited by 491
- 2022Transformers in Time Series: A Surveycited by 489
- 2024Understanding the planning of LLM agents: A surveycited by 414
- 2024GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluationcited by 188
- 2022PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecastingcited by 170
- 2025Sundial: A Family of Highly Capable Time Series Foundation Modelscited by 168
- 2025EvolveR: Self-Evolving LLM Agents through an Experience-Driven Lifecyclecited by 129
- 2025Alita: Generalist Agent Enabling Scalable Agentic Reasoning with Minimal Predefinition and Maximal Self-Evolutioncited by 114
- 2023Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospectscited by 97
- 2025In-the-Flow Agentic System Optimization for Effective Planning and Tool Usecited by 67
- 2024Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysiscited by 65
- 2025Remember Me, Refine Me: A Dynamic Procedural Memory Framework for Experience-Driven Agent Evolutioncited by 65
- 2024TSFM-Bench: A Comprehensive and Unified Benchmark of Foundation Models for Time Series Forecastingcited by 55
- 2025FLEX: Continuous Agent Evolution via Forward Learning from Experiencecited by 51
- 2022Criteria for Classifying Forecasting Methodscited by 48
- 2025A Comprehensive Survey of Deep Research: Systems, Methodologies, and Applicationscited by 48
- 2026A Survey of Agentic Reasoning for Large Language Models: Towards Recursively Self-Improving and Collective Agentscited by 47
- 2023TimeMAE: Self-Supervised Representations of Time Series with Decoupled Masked Autoencoderscited by 42
- 2024Towards Time Series Reasoning with LLMscited by 36
- 2023ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction Horizonscited by 35
- 2025Time Series Forecasting via Reasoning: A Slow-Thinking Approach with Reinforcement Fine-Tuned LLMscited by 34
- 2025Agent-R1: A Unified and Modular Framework for Agentic Reinforcement Learningcited by 28
- 2024Agent AI with LangGraph: A Modular Framework for Enhancing Machine Translation Using Large Language Modelscited by 27
- 2024ConvTimeNet: A Deep Hierarchical Fully Convolutional Model for Multivariate Time Series Analysiscited by 26
- 2025TimeOmni-1: Incentivizing Complex Reasoning with Time Series in Large Language Modelscited by 24
- 2025Can Slow-thinking LLMs Reason Over Time? Empirical Studies in Time Series Forecastingcited by 19
- 2025TableMind: An Autonomous Programmatic Agent for Tool-Augmented Table Reasoningcited by 19
- 2025Improving Time Series Forecasting via Instance-aware Post-hoc Revisioncited by 14
- 2025From Values to Tokens: An LLM-Driven Framework for Context-aware Time Series Forecasting via Symbolic Discretizationcited by 13
- 2026AI Agent Systems: Architectures, Applications, and Evaluationcited by 13
- 2025AlphaCast: A Human Wisdom-LLM Intelligence Co-Reasoning Framework for Interactive Time Series Forecastingcited by 11
- 2024Cherry-Picking in Time Series Forecasting: How to Select Datasets to Make Your Model Shinecited by 10
- 2026InstructTime++: Time Series Classification with Multimodal Language Modeling via Implicit Feature Enhancementcited by 2
- 2025Causality-Inspired Safe Residual Correction for Multivariate Time Seriescited by 1
Built on by
Citing papers per year: 2026: 8.
8 papers.
- 2026Nexus : An Agentic Framework for Time Series Forecastingcited by 4
- 2026AnomaMind: Agentic Time Series Anomaly Detection with Tool-Augmented Reasoningcited by 3
- 2026CastFlow: Learning Role-Specialized Agentic Workflows for Time Series Forecastingcited by 1
- 2026AION: Next-Generation Tasks and Practical Harness for Time Seriescited by 1
- 2026TSQAgent: Rating Time Series Data Quality via Dedicated Agentic Reasoningcited by 1
- 2026ForecastCompass: Guiding Agentic Forecasting with Adaptive Factor Memorycited by 0
- 2026A Human-in-the-Loop Autonomous Agent for Industry Time Series Forecastingcited by 0
- 2026When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecastingcited by 0
- 2026When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting21 Sep 2026
- 2026A Human-in-the-Loop Autonomous Agent for Industry Time Series Forecasting31 Aug 2026
- 2026TSQAgent: Rating Time Series Data Quality via Dedicated Agentic Reasoning2 Jun 2026
- 2026ForecastCompass: Guiding Agentic Forecasting with Adaptive Factor Memory29 May 2026
- 2026AION: Next-Generation Tasks and Practical Harness for Time Series24 May 2026
- 2026Nexus : An Agentic Framework for Time Series Forecasting14 May 2026
- 2026CastFlow: Learning Role-Specialized Agentic Workflows for Time Series Forecasting30 Apr 2026
- 2026AnomaMind: Agentic Time Series Anomaly Detection with Tool-Augmented Reasoning14 Feb 2026
Similar, not cited
Close in wording, no citation either way
- 2026Cast-R1: Learning Tool-Augmented Sequential Decision Policies for Time Series Forecasting
- 2026CastFSR: A Fast--Slow--Reflect Agentic Reasoning Framework for Context-Aware Time Series Forecasting
- 2026Agentic Time Machine as an Infrastructure for Future-Event Forecasting
- 2026From Narrative to Auditable Forecasts: A Structured Scaffold for Agentic Forecasting
- 2026KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning
- 2026TimeSage-MT: A Multi-Turn Benchmark for Evaluating Agentic Time Series Reasoning
- 2026EvoCast: Reliable Autonomous Research Agents for Iterative Forecasting Architecture Evolution
- 2026TemporalBench: A Benchmark for Evaluating LLM-Based Agents on Contextual and Event-Informed Time Series Tasks