# MetaCaster: Meta-Harness-Optimized Agent for End-to-End Few-Shot Learning of Lightweight Time Series Forecasters

arXiv: https://arxiv.org/abs/2608.23473 · HTML: https://mlsanity.com/paper/2608.23473/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Financial trading and forecasting agents, one of 16 directions in LLM agents and tool use.
- Builds on 43 of its 67 references that are in the map.
- First posted on arXiv 24 Aug 2026.

## Placed in

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

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

- [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)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Large Language Models Are Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2310.07820/) (2023)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [T-GCN: A Temporal Graph ConvolutionalNetwork for Traffic Prediction](https://mlsanity.com/paper/1811.05320/) (2018)
- [SkillsBench: Benchmarking How Well Agent Skills Work Across Diverse Tasks](https://mlsanity.com/paper/2602.12670/) (2026)
- [Meta-Harness: End-to-End Optimization of Model Harnesses](https://mlsanity.com/paper/2603.28052/) (2026)
- [Small Language Models are the Future of Agentic AI](https://mlsanity.com/paper/2506.02153/) (2025)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [Time Series Data Augmentation for Deep Learning: A Survey](https://mlsanity.com/paper/2002.12478/) (2020)
- [GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation](https://mlsanity.com/paper/2410.10393/) (2024)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [TimeVAE: A Variational Auto-Encoder for Multivariate Time Series Generation](https://mlsanity.com/paper/2111.08095/) (2021)
- [Agentic Harness Engineering: Observability-Driven Automatic Evolution of Coding-Agent Harnesses](https://mlsanity.com/paper/2604.25850/) (2026)
- [An Empirical Survey of Data Augmentation for Time Series Classification with Neural Networks](https://mlsanity.com/paper/2007.15951/) (2020)
- [CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning](https://mlsanity.com/paper/2403.07300/) (2024)
- [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)
- [ChatTime: A Unified Multimodal Time Series Foundation Model Bridging Numerical and Textual Data](https://mlsanity.com/paper/2412.11376/) (2024)
- [Language Models Still Struggle to Zero-shot Reason about Time Series](https://mlsanity.com/paper/2404.11757/) (2024)
- [VisionTS: Visual Masked Autoencoders Are Free-Lunch Zero-Shot Time Series Forecasters](https://mlsanity.com/paper/2408.17253/) (2024)
- [Time-MQA: Time Series Multi-Task Question Answering with Context Enhancement](https://mlsanity.com/paper/2503.01875/) (2025)
- [Time Series Prediction using Deep Learning Methods in Healthcare](https://mlsanity.com/paper/2108.13461/) (2021)
- [Time Series Contrastive Learning with Information-Aware Augmentations](https://mlsanity.com/paper/2303.11911/) (2023)
- [Utilizing Image Transforms and Diffusion Models for Generative Modeling of Short and Long Time Series](https://mlsanity.com/paper/2410.19538/) (2024)

## Abstract (arXiv)

Time series forecasting (TSF) is evolving toward multimodal and agentic settings, yet using foundation models remains uneconomical in resource-constrained scenarios, where compact, specialized forecasters are more desirable. However, lightweight forecasters typically require substantial training data, limiting their use in domains with scarce, slowly accumulated, or privacy-sensitive time series. To address this dilemma, we investigate the challenging problem of few-shot learning for lightweight forecasters. We propose MetaCaster, a meta-harness-optimized multi-agent framework that uses agentic data generation to automatically train specialized lightweight forecasters from only a few examples and textual contexts. Our work highlights a new TSF paradigm in which agents act not as forecasters but as intermediary engineers that prepare efficient, task-specific forecasters for deployment. Experiments on 18 datasets, 23 state-of-the-art lightweight forecasters, and 14 baselines demonstrate that MetaCaster achieves both data efficiency and computational efficiency while maintaining high-quality TSF performance.