# TimeSage-MT: A Multi-Turn Benchmark for Evaluating Agentic Time Series Reasoning

arXiv: https://arxiv.org/abs/2606.01498 · HTML: https://mlsanity.com/paper/2606.01498/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Placed in Time series reasoning, one of 17 directions in LLM reasoning.
- Builds on 24 of its 46 references that are in the map.
- First posted on arXiv 31 May 2026.

## Placed in

- LLM reasoning / [Time series reasoning](https://mlsanity.com/lr/time-series-reasoning/)
- LLM agents and tool use / [Financial trading and forecasting agents](https://mlsanity.com/agents/financial-trading-and-forecasting-agents/)

## Builds on (most cited first, 24 of 24)

- [ReAct: Synergizing Reasoning and Acting in Language Models](https://mlsanity.com/paper/2210.03629/) (2022)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [AutoGen: Enabling Next-Gen LLM Applications via Multi-Agent Conversation](https://mlsanity.com/paper/2308.08155/) (2023)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [The UCR Time Series Archive](https://mlsanity.com/paper/1810.07758/) (2018)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [Large Language Model Agent: A Survey on Methodology, Applications and Challenges](https://mlsanity.com/paper/2503.21460/) (2025)
- [Survey on Evaluation of LLM-based Agents](https://mlsanity.com/paper/2503.16416/) (2025)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting](https://mlsanity.com/paper/2210.08964/) (2022)
- [UniTS: A Unified Multi-Task Time Series Model](https://mlsanity.com/paper/2403.00131/) (2024)
- [Evaluating Real-time Anomaly Detection Algorithms - the Numenta Anomaly Benchmark](https://mlsanity.com/paper/1510.03336/) (2015)
- [TaskWeaver: A Code-First Agent Framework](https://mlsanity.com/paper/2311.17541/) (2023)
- [AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2308.05566/) (2023)
- [Unlocking the Power of LSTM for Long Term Time Series Forecasting](https://mlsanity.com/paper/2408.10006/) (2024)
- [LLM-based Agentic Reasoning Frameworks: A Survey from Methods to Scenarios](https://mlsanity.com/paper/2508.17692/) (2025)
- [TemporalBench: A Benchmark for Evaluating LLM-Based Agents on Contextual and Event-Informed Time Series Tasks](https://mlsanity.com/paper/2602.13272/) (2026)
- [TimeFound: A Foundation Model for Time Series Forecasting](https://mlsanity.com/paper/2503.04118/) (2025)
- [FinMTM: A Multi-Turn Multimodal Benchmark for Financial Reasoning and Agent Evaluation](https://mlsanity.com/paper/2602.03130/) (2026)

## Built on by (most cited first, 5 of 5)

- [LLM-based Agents for Forecasting and Prediction: Methods, Training, Evaluation, and Applications](https://mlsanity.com/paper/2608.23058/) (2026)
- [TimeSage-EV: A Live Benchmark for Agentic Time Series Analysis in Evolving Environments](https://mlsanity.com/paper/2608.14270/) (2026)
- [T-SMART: Mechanism-Level Attribution for Tool-Augmented Time-Series Question Answering](https://mlsanity.com/paper/2609.14142/) (2026)
- [TimeInteract: Towards Real-Time Interactive Intelligence for Streaming Time Series](https://mlsanity.com/paper/2609.26389/) (2026)
- [TimeEvo: Failure-Driven Self-Evolution of a Time Series Agent](https://mlsanity.com/paper/2609.27277/) (2026)

## Abstract (arXiv)

Time series data inform critical decisions across many real-world domains. While large language model (LLM) agents can analyze data through natural language and tools, it remains unclear whether they can conduct reliable time series analysis across multi-turn conversations. Existing benchmarks focus on single-step tasks such as forecasting and anomaly detection, overlooking practical workflows where user goals evolve, agents must build on prior analyses, and conclusions emerge from accumulated evidence. In this work, we introduce TimeSage-MT, a multi-turn benchmark for agentic time series reasoning with 240 tasks and 2,680 dialogue turns across 8 real-world domains, spanning basic exploration to decision-oriented analysis. TimeSage-MT is built through a reproducible pipeline that converts real-world time series data into multi-turn conversations with verifiable answers. It provides a unified evaluation protocol and public leaderboard for comparing time series agentic systems. To demonstrate the benchmark's utility, we evaluate frontier LLMs alongside TimeSage, a novel structured agent equipped with a comprehensive time series skill library. The results show sharp performance drops on decision-oriented tasks, driven by failures in memory, uncertainty handling, and domain-based decision making. TimeSage-MT exposes critical gaps in current agentic reasoning and provides a rigorous foundation for future development.