arXiv:2510.01538cs.LG2025-10被引 19

用AI代理自动完成时间序列预测全流程,省去人工干预。

TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis

  • 四代理协作:诊断、规划、建模、报告,全流程自动化。
  • 在8个基准上平均降低10.4%误差,比基线提升38.2%。
  • 生成可解释的自然语言报告,适合需要透明性的场景。

时间序列预测在能源、金融、气候和公共卫生等领域至关重要。现实中,预测者需处理数千条短周期、噪声大、频率与质量各异的时间序列,其主要成本不在于模型拟合,而在于繁琐的预处理、验证和集成工作。现有统计与深度学习模型多针对特定数据集或领域,泛化能力差。亟需一种无需人工干预的通用、跨领域框架。本文提出首个基于大模型的智能体框架TimeSeriesScientist(TSci),包含四个专用代理:Curator利用外部工具与大模型辅助诊断,选择针对性预处理;Planner通过多模态诊断与自我规划缩小模型选择空间;Forecaster完成模型拟合与验证,并自适应选择最优配置与集成策略;Reporter将全过程整合为全面透明的报告。实验在八个基准上显示,TSci显著优于统计与基于LLM的基线,平均降低预测误差10.4%与38.2%。同时,其生成的清晰报告提升了流程透明性与可解释性。

原文摘要 · Abstract (English)

Time series forecasting is central to decision-making in domains as diverse as energy, finance, climate, and public health. In practice, forecasters face thousands of short, noisy series that vary in frequency, quality, and horizon, where the dominant cost lies not in model fitting, but in the labor-intensive preprocessing, validation, and ensembling required to obtain reliable predictions. Prevailing statistical and deep learning models are tailored to specific datasets or domains and generalize poorly. A general, domain-agnostic framework that minimizes human intervention is urgently in demand. In this paper, we introduce TimeSeriesScientist (TSci), the first LLM-driven agentic framework for general time series forecasting. The framework comprises four specialized agents: Curator performs LLM-guided diagnostics augmented by external tools that reason over data statistics to choose targeted preprocessing; Planner narrows the hypothesis space of model choice by leveraging multi-modal diagnostics and self-planning over the input; Forecaster performs model fitting and validation and, based on the results, adaptively selects the best model configuration as well as ensemble strategy to make final predictions; and Reporter synthesizes the whole process into a comprehensive, transparent report. With transparent natural-language rationales and comprehensive reports, TSci transforms the forecasting workflow into a white-box system that is both interpretable and extensible across tasks. Empirical results on eight established benchmarks demonstrate that TSci consistently outperforms both statistical and LLM-based baselines, reducing forecast error by an average of 10.4% and 38.2%, respectively. Moreover, TSci produces a clear and rigorous report that makes the forecasting workflow more transparent and interpretable.

时间序列AI代理自动预测可解释性

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