# EvoCast: Reliable Autonomous Research Agents for Iterative Forecasting Architecture Evolution

arXiv: https://arxiv.org/abs/2610.04517 · HTML: https://mlsanity.com/paper/2610.04517/

## 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 41 of its 61 references that are in the map.
- First posted on arXiv 3 Oct 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 41)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [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)
- [SWE-agent: Agent-Computer Interfaces Enable Automated Software Engineering](https://mlsanity.com/paper/2405.15793/) (2024)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [The AI Scientist: Towards Fully Automated Open-Ended Scientific Discovery](https://mlsanity.com/paper/2408.06292/) (2024)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [AutoML: A Survey of the State-of-the-Art](https://mlsanity.com/paper/1908.00709/) (2019)
- [MLAgentBench: Evaluating Language Agents on Machine Learning Experimentation](https://mlsanity.com/paper/2310.03302/) (2023)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [AIDE: AI-Driven Exploration in the Space of Code](https://mlsanity.com/paper/2502.13138/) (2025)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [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)
- [Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors](https://mlsanity.com/paper/2305.18803/) (2023)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment](https://mlsanity.com/paper/2406.01638/) (2024)
- [Best Practices for Scientific Research on Neural Architecture Search](https://mlsanity.com/paper/1909.02453/) (2019)
- [InternAgent: When Agent Becomes the Scientist -- Building Closed-Loop System from Hypothesis to Verification](https://mlsanity.com/paper/2505.16938/) (2025)
- [R&D-Agent: An LLM-Agent Framework Towards Autonomous Data Science](https://mlsanity.com/paper/2505.14738/) (2025)
- [Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective](https://mlsanity.com/paper/2510.14510/) (2025)
- [xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition](https://mlsanity.com/paper/2412.17323/) (2024)
- [Toto 2.0: Time Series Forecasting Enters the Scaling Era](https://mlsanity.com/paper/2605.20119/) (2026)
- [Amplifier: Bringing Attention to Neglected Low-Energy Components in Time Series Forecasting](https://mlsanity.com/paper/2501.17216/) (2025)
- [KAN-AD: Time Series Anomaly Detection with Kolmogorov-Arnold Networks](https://mlsanity.com/paper/2411.00278/) (2024)
- [ResearchGym: Evaluating Language Model Agents on Real-World AI Research](https://mlsanity.com/paper/2602.15112/) (2026)

## Abstract (arXiv)

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.