# SEER: Self-Evolving Event Reasoning and Retrieval for Time Series Forecasting

arXiv: https://arxiv.org/abs/2610.04109 · HTML: https://mlsanity.com/paper/2610.04109/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Time series reasoning, one of 17 directions in LLM reasoning.
- Builds on 47 of its 59 references that are in the map.
- First posted on arXiv 2 Oct 2026.

## Placed in

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

## Builds on (most cited first, 30 of 47)

- [Reflexion: Language Agents with Verbal Reinforcement Learning](https://mlsanity.com/paper/2303.11366/) (2023)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [MemGPT: Towards LLMs as Operating Systems](https://mlsanity.com/paper/2310.08560/) (2023)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [ExpeL: LLM Agents Are Experiential Learners](https://mlsanity.com/paper/2308.10144/) (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)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [MemoryBank: Enhancing Large Language Models with Long-Term Memory](https://mlsanity.com/paper/2305.10250/) (2023)
- [Agent Workflow Memory](https://mlsanity.com/paper/2409.07429/) (2024)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Training Software Engineering Agents and Verifiers with SWE-Gym](https://mlsanity.com/paper/2412.21139/) (2024)
- [ReasoningBank: Scaling Agent Self-Evolving with Reasoning Memory](https://mlsanity.com/paper/2509.25140/) (2025)
- [Monash Time Series Forecasting Archive](https://mlsanity.com/paper/2105.06643/) (2021)
- [GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation](https://mlsanity.com/paper/2410.10393/) (2024)
- [Synapse: Trajectory-as-Exemplar Prompting with Memory for Computer Control](https://mlsanity.com/paper/2306.07863/) (2023)
- [A Comprehensive Survey of Self-Evolving AI Agents: A New Paradigm Bridging Foundation Models and Lifelong Agentic Systems](https://mlsanity.com/paper/2508.07407/) (2025)
- [PromptCast: A New Prompt-based Learning Paradigm for Time Series Forecasting](https://mlsanity.com/paper/2210.08964/) (2022)
- [A Survey of Self-Evolving Agents: What, When, How, and Where to Evolve on the Path to Artificial Super Intelligence](https://mlsanity.com/paper/2507.21046/) (2025)
- [Are Language Models Actually Useful for Time Series Forecasting?](https://mlsanity.com/paper/2406.16964/) (2024)
- [ForecastBench: A Dynamic Benchmark of AI Forecasting Capabilities](https://mlsanity.com/paper/2409.19839/) (2024)
- [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)
- [From News to Forecast: Integrating Event Analysis in LLM-Based Time Series Forecasting with Reflection](https://mlsanity.com/paper/2409.17515/) (2024)
- [Context is Key: A Benchmark for Forecasting with Essential Textual Information](https://mlsanity.com/paper/2410.18959/) (2024)
- [Agent World Model: Infinity Synthetic Environments for Agentic Reinforcement Learning](https://mlsanity.com/paper/2602.10090/) (2026)

## Abstract (arXiv)

Real-world time series are frequently driven by exogenous events and structural shifts, rendering conventional forecasting based solely on historical numerical observations insufficient. While language models can retrieve external news, standard retrieval-augmented approaches struggle with high noise, missing signals, and an inability to reason causally about event impacts. We propose SEER (Self-Evolving Event Reasoning and Retrieval), a closed-loop framework that dynamically optimizes event conditioning for time series forecasting. SEER translates prediction errors into two decoupled feedback mechanisms: (i) a reflective retrieval memory that refines subsequent search queries and filters spurious noise, and (ii) a persistent causal knowledge base that distills transferable domain dynamics. SEER enforces strict chronological boundaries across both event retrieval and reflection, preventing look-ahead bias and data leakage. Across six volatile time-series benchmarks, SEER consistently outperforms state-of-the-art time series foundation models and language model baselines.