A Human-in-the-Loop Autonomous Agent for Industry Time Series Forecasting
On the map: LLM agents and tool use → Financial trading and forecasting agents
Abstract (arXiv)
Real-world time-series forecasting is rarely a one-shot model invocation: practitioners must formulate tasks, connect data and models, incorporate domain expertise, assess prediction plausibility, and communicate uncertainty. Specialized forecasting models provide strong numerical predictions but usually operate in fixed pipelines, while general-purpose large language model (LLM) agents often lack forecasting-specific checks, constraints, and stopping rules. We present CastClaw, a human-in-the-loop autonomous forecasting system built through forecasting-oriented harness engineering. CastClaw connects data, specialized models, analytical tools, user input, and a versioned execution record in one runtime. Users specify the target, horizon, constraints, and hypotheses in natural language. Starting from a supplied or model-generated forecast, CastClaw checks temporal patterns and user constraints; when evidence is missing, it retrieves context, runs an analysis or another model, or asks the user. It then keeps, revises, or escalates the result under explicit stopping conditions. The output contains the final forecast and an execution report recording inputs, evidence, actions, and revisions. In this five-dataset electricity-price setting, CastClaw reports the lowest point-estimate MSE and MAE among 16 baselines. A Nord Pool case demonstrates the inspectable workflow. CastClaw was also validated offline on provincial electricity-load data from North China covering January--June 2026.
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 16 of its 20 references that are in the map. First posted on arXiv 31 Aug 2026.
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- 2023A decoder-only foundation model for time-series forecastingcited by 692
- 2018The UCR Time Series Archivecited by 431
- 2024TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variablescited by 248
- 2025Sundial: A Family of Highly Capable Time Series Foundation Modelscited by 180
- 2022PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecastingcited by 172
- 2018Temporal Relational Ranking for Stock Predictioncited by 102
- 2024ConvTimeNet: A Deep Hierarchical Fully Convolutional Model for Multivariate Time Series Analysiscited by 27
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- 2025Can Slow-thinking LLMs Reason Over Time? Empirical Studies in Time Series Forecastingcited by 20
- 2025From Values to Tokens: An LLM-Driven Framework for Context-aware Time Series Forecasting via Symbolic Discretizationcited by 13
- 2025AlphaCast: A Human Wisdom-LLM Intelligence Co-Reasoning Framework for Interactive Time Series Forecastingcited by 12
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