EvoCast: Reliable Autonomous Research Agents for Iterative Forecasting Architecture Evolution

Deep time-series forecasting models have rapidly diversified, yet adapting them to a specific task still requires extensive expert effort in model selection, mechanism diagnosis, architecture design, implementation, and evaluation. Existing AutoML methods are constrained by predefined search spaces, while general-purpose LLM research agents lack reliable control over experimental protocols and model promotion. We introduce EvoCast, a fully autonomous research-agent system for iterative forecasting architecture evolution. EvoCast first establishes and diagnoses a task-specific baseline through executed mechanism ablations, then generates evidence-grounded research directions from dataset characteristics, diagnostic results, prior rounds, and failure records. Its central design, cognition-authority separation, assigns open-ended hypothesis generation and code implementation to LLM agents, while deterministic program authorities control source-edit boundaries, canonical evaluation, and promotion decisions. Experimental outcomes are accumulated as evidence to guide subsequent rounds. Results show that EvoCast completes complex architecture modifications with higher implementation success and lower agent-side token/time cost, and develops task-specific architectures that outperform selected baselines, strong forecasting models, and agent baselines in three real-world forecasting cases. The code is available at https://github.com/18e0-x/EvoCast.