# MemCast: Memory-Driven Time Series Forecasting with Experience-Conditioned Reasoning

arXiv: https://arxiv.org/abs/2602.03164 · HTML: https://mlsanity.com/paper/2602.03164/

## Key facts

- Cited by 9 papers in the map (data through 14 Oct 2026).
- Placed in Time series reasoning, one of 17 directions in LLM reasoning.
- Builds on 43 of its 63 references that are in the map.
- First posted on arXiv 3 Feb 2026.

## Placed in

- LLM reasoning / [Time series reasoning](https://mlsanity.com/lr/time-series-reasoning/)

## Builds on (most cited first, 30 of 43)

- [Retrieval-Augmented Generation for Knowledge-Intensive NLP Tasks](https://mlsanity.com/paper/2005.11401/) (2020)
- [Reflexion: Language Agents with Verbal Reinforcement Learning](https://mlsanity.com/paper/2303.11366/) (2023)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Generative Agents: Interactive Simulacra of Human Behavior](https://mlsanity.com/paper/2304.03442/) (2023)
- [A Survey of Large Language Models](https://mlsanity.com/paper/2303.18223/) (2023)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Transformer-XL: Attentive Language Models Beyond a Fixed-Length Context](https://mlsanity.com/paper/1901.02860/) (2019)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [OpenAI GPT-5 System Card](https://mlsanity.com/paper/2601.03267/) (2025)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Compressive Transformers for Long-Range Sequence Modelling](https://mlsanity.com/paper/1911.05507/) (2019)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [HippoRAG: Neurobiologically Inspired Long-Term Memory for Large Language Models](https://mlsanity.com/paper/2405.14831/) (2024)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Key-Value Memory Networks for Directly Reading Documents](https://mlsanity.com/paper/1606.03126/) (2016)
- [PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting](https://mlsanity.com/paper/2210.08964/) (2022)
- [MemoRAG: Boosting Long Context Processing with Global Memory-Enhanced Retrieval Augmentation](https://mlsanity.com/paper/2409.05591/) (2024)
- [Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark](https://mlsanity.com/paper/2008.08004/) (2020)
- [CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning](https://mlsanity.com/paper/2403.07300/) (2024)
- [TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment](https://mlsanity.com/paper/2406.01638/) (2024)
- [Temporal Relational Ranking for Stock Prediction](https://mlsanity.com/paper/1809.09441/) (2018)
- [Deep Factors for Forecasting](https://mlsanity.com/paper/1905.12417/) (2019)
- [Remember Me, Refine Me: A Dynamic Procedural Memory Framework for Experience-Driven Agent Evolution](https://mlsanity.com/paper/2512.10696/) (2025)
- [LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting](https://mlsanity.com/paper/2402.16132/) (2024)
- [Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities](https://mlsanity.com/paper/2402.10835/) (2024)
- [Retrieval Augmented Time Series Forecasting](https://mlsanity.com/paper/2411.08249/) (2024)

## Built on by (most cited first, 9 of 9)

- [AnomaMind: Agentic Time Series Anomaly Detection with Tool-Augmented Reasoning](https://mlsanity.com/paper/2602.13807/) (2026)
- [SEA-TS: Self-Evolving Agent for Autonomous Code Generation of Time Series Forecasting Algorithms](https://mlsanity.com/paper/2603.04873/) (2026)
- [CastFSR: A Fast--Slow--Reflect Agentic Reasoning Framework for Context-Aware Time Series Forecasting](https://mlsanity.com/paper/2608.03031/) (2026)
- [GeoMind: An Agentic Workflow for Lithology Classification with Reasoned Tool Invocation](https://mlsanity.com/paper/2604.21501/) (2026)
- [TSSM: Triaxial State Space Model for Global Station Weather Forecasting with Temporal-Variable-Historical Modeling](https://mlsanity.com/paper/2607.13101/) (2026)
- [Memory in Deep Time-Series Models](https://mlsanity.com/paper/2609.06006/) (2026)
- [When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting](https://mlsanity.com/paper/2609.24862/) (2026)
- [Self-Evolving Time-Series Forecasting Agents with Episodic Memory and Online Policy Learning](https://mlsanity.com/paper/2609.32689/) (2026)
- [JudgeCast: Time Series Forecasting with Experience-Informed Covariate Judgements](https://mlsanity.com/paper/2609.36966/) (2026)

## Abstract (arXiv)

Time series forecasting (TSF) plays a critical role in decision-making for many real-world applications. Recently, large language model (LLM)- based forecasters have made promising advancements. Despite their effectiveness, existing methods often lack explicit experience accumulation and continual evolution. In this work, we propose MemCast, a learning-to-memory framework that reformulates TSF as an experience-conditioned reasoning task. Specifically, we learn experience from the training set and organize it into a hierarchical memory. This is achieved by summarizing prediction results into historical patterns, distilling inference trajectories into reasoning wisdom, and inducing extracted temporal features into general laws. Furthermore, during inference, we leverage historical patterns to guide the reasoning process and utilize reasoning wisdom to select better trajectories, while general laws serve as criteria for reflective iteration. Additionally, to enable continual evolution, we design a dynamic confidence adaptation strategy that updates the confidence of individual entries without leaking the test set distribution. Extensive experiments on multiple datasets demonstrate that MemCast consistently outperforms previous methods, validating the effectiveness of our approach. Our code is available at https://github.com/Xiaoyu-Tao/MemCast-TS.