mlsanityData to 14 Oct 2026

TimeRSI: Towards Self-Improved Agentic Deployment for Time-Series Foundation Models

arXiv 2610.19725 ↗First posted 14 Oct 2026cs.LGcited by 0

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

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Abstract (arXiv)

Time-series foundation models provide strong zero-shot forecast, but deployment for real-world applications still requires task-specific designs for model inputs and outputs. Direct inference can leave domain knowledge and recurring forecast errors unaddressed, while tailored pipelines require substantial human expertise and effort. We introduce TimeRSI, a self-improving agentic deployment system around frozen forecasting models. A coding agent translates task descriptions into executable pipeline changes. It tests each revision on historical forecasting windows and uses observed errors to guide subsequent revisions. During deployment, an adaptive selector chooses among the resulting pipelines using completed forecasts under similar conditions. Across 198 tasks on TIME and fev-bench, TimeRSI outperforms all submissions on six point and probabilistic forecasting metrics. Controlled comparisons support the value of feedback-guided revision over non-iterative pipeline search. Further experiments verify the generalization with different coding agents and forecasting models. Code is available at https://github.com/haoxin1998/TimeRSI.

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 18 of its 21 references that are in the map. First posted on arXiv 14 Oct 2026.

Builds on

18 of 21 references.

References · 18

  1. 2023Self-Refine: Iterative Refinement with Self-Feedbackcited by 3,442
  2. 2024Chronos: Learning the Language of Time Seriescited by 759
  3. 2025GEPA: Reflective Prompt Evolution Can Outperform Reinforcement Learningcited by 542
  4. 2024MLE-bench: Evaluating Machine Learning Agents on Machine Learning Engineeringcited by 469
  5. 2023MLAgentBench: Evaluating Language Agents on Machine Learning Experimentationcited by 366
  6. 2026Meta-Harness: End-to-End Optimization of Model Harnessescited by 309
  7. 2025AIDE: AI-Driven Exploration in the Space of Codecited by 226
  8. 2024LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Promptingcited by 59
  9. 2024A Picture is Worth A Thousand Numbers: Enabling LLMs Reason about Time Series via Visualizationcited by 33
  10. 2026It's TIME: Towards the Next Generation of Time Series Forecasting Benchmarkscited by 33
  11. 2026Toto 2.0: Time Series Forecasting Enters the Scaling Eracited by 30
  12. 2024Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant Learningcited by 27
6 more
  1. 2026Adaptive Auto-Harness: Sustained Self-Improvement for Agentic System Deployment on Open-Ended Task Streamscited by 27
  2. 2023Large Pre-trained time series models for cross-domain Time series analysis taskscited by 23
  3. 2026TiRex-2: Generalizing TiRex to Multivariate Data and Streamingcited by 13
  4. 2026Recursive self-improvement of AI research agentscited by 11
  5. 2026Rethinking Multimodal Time-Series Forecasting Evaluationcited by 7
  6. 2026QiYao-M: Multimodal Time Series Foundation Model with Role-Aware Modeling of Endogenous and Exogenous Modalitiescited by 1

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  1. 2026Position: Beyond Model-Centric Prediction -- Agentic Time Series Forecasting
  2. 2026CastFSR: A Fast--Slow--Reflect Agentic Reasoning Framework for Context-Aware Time Series Forecasting
  3. 2026When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time-Series Forecasting
  4. 2025TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis
  5. 2026EvoCast: Reliable Autonomous Research Agents for Iterative Forecasting Architecture Evolution
  6. 2025TimeCopilot
  7. 2026LLM Agents for Time-Series: A Survey
  8. 2026Harnessing Generalist Agents for Contextualized Time Series