mlsanityData to 7 Oct 2026

When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting

arXiv 2609.24862 ↗First posted 21 Sep 2026cs.LG cs.AIcited by 0

On the map: LLM agents and tool use → Financial trading and forecasting agents

Abstract (arXiv)

Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning strategies, and intervention rules inherently time-varying. Consequently, a time series agent must adapt the forecasts it produces and the orchestration policy that determines which components to trust and how to coordinate them. The deployment process naturally provides supervision for this adaptation as forecast horizons elapse and realized targets reveal the effectiveness of earlier decisions. Committing all numerical expert forecasts and candidate agent paths before target observation allows each realized outcome to evaluate the entire alternative set, providing delayed feedback without additional annotation. However, existing time series agents primarily incorporate prior experience through forecast refinement, reflection, or retrieval, without systematically converting realized outcomes into persistent updates to the joint orchestration policy governing later origins. To exploit this delayed feedback systematically, we introduce TimEvolve, a frozen-backbone time series agent that converts each realized outcome into persistent joint updates of expert trust, agent path selection, and intervention strength. A temporally ordered predict, reveal, and update protocol applies this feedback to subsequent forecasts. Experiments across eight Time-MMD domains show that TimEvolve achieves the best average MSE and MAE ranks among fifteen methods and the lowest errors on both metrics in seven domains. These results demonstrate the value of learning forecasting policies from the futures encountered during deployment.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Placed in Financial trading and forecasting agents, one of 16 directions in LLM agents and tool use. Builds on 36 of its 40 references that are in the map. First posted on arXiv 21 Sep 2026.

Builds on

36 of 40 references.

Closest ancestors · 7

Same direction, newest first

  1. 2026Bridging the Last Mile of Time Series Forecasting with LLM Agents1 Jun
  2. 2026KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning28 May
  3. 2026CastFlow: Learning Role-Specialized Agentic Workflows for Time Series Forecasting30 Apr
  4. 2026Position: Beyond Model-Centric Prediction -- Agentic Time Series Forecasting2 Feb
  5. 2026TimeART: Towards Agentic Time Series Reasoning via Tool-Augmentation20 Jan
  6. 2025A Survey of Reasoning and Agentic Systems in Time Series with Large Language Models15 Sep
  7. 2024From News to Forecast: Integrating Event Analysis in LLM-Based Time Series Forecasting with Reflection26 Sep

Other references · 29

  1. 2023Reflexion: Language Agents with Verbal Reinforcement Learningcited by 4,064
  2. 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
  3. 2022Are Transformers Effective for Time Series Forecasting?cited by 1,400
  4. 2024Chronos: Learning the Language of Time Seriescited by 712
  5. 2023A decoder-only foundation model for time-series forecastingcited by 650
  6. 2024Unified Training of Universal Time Series Forecasting Transformerscited by 588
  7. 2015Doubly Robust Off-policy Value Evaluation for Reinforcement Learningcited by 337
  8. 2025Sundial: A Family of Highly Capable Time Series Foundation Modelscited by 168
  9. 2025Chronos-2: From Univariate to Universal Forecastingcited by 158
  10. 2013Online Learning under Delayed Feedbackcited by 137
  11. 2024CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuningcited by 105
  12. 2024TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignmentcited by 97
17 more
  1. 2023OneNet: Enhancing Time Series Forecasting Models under Concept Drift by Online Ensemblingcited by 71
  2. 2024Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysiscited by 65
  3. 2025TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecastingcited by 60
  4. 2024A Comprehensive Survey of Deep Learning for Time Series Forecasting: Architectural Diversity and Open Challengescited by 46
  5. 2024Adaptive Multi-Scale Decomposition Framework for Time Series Forecastingcited by 34
  6. 2025Aurora: Towards Universal Generative Multimodal Time Series Forecastingcited by 28
  7. 2025TimeOmni-1: Incentivizing Complex Reasoning with Time Series in Large Language Modelscited by 24
  8. 2026Toto 2.0: Time Series Forecasting Enters the Scaling Eracited by 21
  9. 2025Bridging Past and Future: Distribution-Aware Alignment for Time Series Forecastingcited by 19
  10. 2026Cast-R1: Learning Tool-Augmented Sequential Decision Policies for Time Series Forecastingcited by 9
  11. 2026MemCast: Memory-Driven Time Series Forecasting with Experience-Conditioned Reasoningcited by 8
  12. 2026Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modelingcited by 7
  13. 2025T3Time: Tri-Modal Time Series Forecasting via Adaptive Multi-Head Alignment and Residual Fusioncited by 6
  14. 2026TS-Memory: Plug-and-Play Memory for Time Series Foundation Modelscited by 5
  15. 2026Time Series Reasoning via Process-Verifiable Thinking Data Synthesis and Scheduling for Tailored LLM Reasoningcited by 3
  16. 2026AnomaMind: Agentic Time Series Anomaly Detection with Tool-Augmented Reasoningcited by 3
  17. 2026Into the ORBIT for Time Series: Training Regimes for Foundation Modelscited by 3

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