arXiv:2604.27840cs.LGcs.AI2026-04

让大模型像侦探一样分步推理,提升时间序列预测精度。

CastFlow: Learning Role-Specialized Agentic Workflows for Time Series Forecasting

论文配图:CastFlow: Learning Role-Specialized Agentic Workflows for Time Series Forecasting
图 1 · 摘自论文原文
  • 设计动态智能体流程,分四步完成规划、执行、预测与反思。
  • 通过多视角分析和集成预测基线,实现迭代优化,准确率显著提升。
  • 专设角色分工:通用模型负责推理,领域模型专注数值预测,适合复杂场景建模。

近期大型语言模型(LLMs)在时间序列预测中展现出巨大潜力。然而,现有基于LLM的方法大多采用静态生成范式,仅通过单次映射将历史观测直接转换为未来值。该范式受限于有限的时序模式提取、单轮上下文特征获取、一次性预测生成以及缺乏集成预测支持。为此,本文提出CastFlow,一种动态智能体预测框架,实现多视角时序模式提取、多轮上下文特征获取、迭代预测优化及集成预测。首先,将预测过程划分为规划、行动、预测与反思四个阶段,构建智能体工作流。其次,引入记忆模块以检索过往经验,并通过多视角工具包构建诊断证据,提供可靠的集成预测基线。再次,采用角色专业化设计:冻结的通用LLM保持通用推理能力,而微调后的领域专用LLM基于集成预测基线进行证据引导的数值预测,而非从零开始。为优化领域专用模型,进一步提出两阶段面向任务的训练方法,结合监督微调(SFT)与可验证奖励的强化学习(RLVR)。在多个数据集上的广泛实验表明,CastFlow在整体性能上优于强基线。本工作有望推动更自适应、更精确的时间序列预测发展。

原文摘要 · Abstract (English)

Recently, large language models (LLMs) have shown great promise in time series forecasting. However, most existing LLM-based forecasting methods still follow a static generative paradigm that directly maps historical observations to future values in a single pass. Under this paradigm, forecasting is constrained by limited temporal pattern extraction, single-round acquisition of contextual features, one-shot forecast generation, and lack of support from ensemble forecasts. To address these limitations, in this work, we propose CastFlow, a dynamic agentic forecasting framework that enables multi-view temporal pattern extraction, multi-round contextual features acquisition, iterative forecast refinement, and forecasting with ensemble forecasts. First, CastFlow organizes the forecasting process into planning, action, forecasting, and reflection, establishing an agentic workflow. Second, this workflow is supported by a memory module that retrieves prior experience and a multi-view toolkit that constructs diagnostic evidence and provides a reliable ensemble forecast baseline. Third, CastFlow adopts a role-specialized design that combines general-purpose reasoning with specialized numerical forecasting. Under this design, a frozen LLM preserves general-purpose reasoning, while a fine-tuned domain-specific LLM performs evidence-guided numerical forecasting based on the ensemble forecast baseline, rather than from scratch. To optimize a fine-tuned domain-specific LLM, we further develop a two-stage workflow-oriented training that combines supervised fine-tuning (SFT) and reinforcement learning with verifiable rewards (RLVR). To evaluate the effectiveness of CastFlow, we conduct extensive experiments on diverse datasets and show that it achieves superior overall results against strong baselines. We hope that this work can serve as a step toward more adaptive and accurate time series forecasting.

时间序列智能体大模型

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