提出一种快速-缓慢-反思的智能推理框架,提升时间序列预测的上下文感知能力。
CastFSR: A Fast--Slow--Reflect Agentic Reasoning Framework for Context-Aware Time Series Forecasting

- 采用快慢思考结合的三阶段推理流程,自动识别关键上下文
- 在多个公开数据集上显著优于现有基线方法
- 支持零训练推理和轻量化部署,适合实际系统应用
时间序列预测对复杂系统的决策至关重要,未来趋势不仅受历史数据影响,还受动态上下文特征驱动。近年来大语言模型(LLMs)使预测从单纯数值外推转向上下文感知推理。然而,现有方法往往缺乏明确机制来识别相关上下文、分析其影响并验证预测是否符合时间与领域约束。本文提出 CastFSR,一种基于快-慢-反思工作流的代理式框架。快速阶段通过观测特征构建数据驱动的先验预测;缓慢推理阶段检索上下文证据,自适应确定有效回溯窗口,并分析上下文如何重塑未来动态;反思阶段迭代优化预测,确保时间、上下文和领域一致性。CastFSR 支持无需训练的即插即用推理,也可通过两阶段监督微调与强化学习策略,将调度能力迁移到小型 LLMs 中实现高效部署。在多个公开数据集上的大量实验表明,CastFSR 均持续优于代表性基线方法。代码已开源:https://github.com/Xiaoyu-Tao/CastFSR。
原文摘要 · Abstract (English)
Time series forecasting is fundamental to decision-making in complex systems, where future dynamics are influenced not only by historical observations but also by evolving contextual features. Recent advances in large language models (LLMs) have extended forecasting beyond numerical extrapolation toward context-aware reasoning. However, existing approaches often lack explicit mechanisms to identify relevant contexts, reason about their impacts, and validate forecasts against temporal and domain constraints. In this work, we propose CastFSR, an agentic framework that formulates context-aware forecasting as a Fast--Slow--Reflect workflow. In fast thinking, CastFSR profiles observations and selects lightweight forecasters to construct a data-driven forecast prior. In slow deliberation, it retrieves contextual evidence, adaptively determines informative look-back windows, and reasons about how contexts reshape future dynamics. In reflection, it iteratively refines forecasts to ensure temporal, contextual, and domain consistency. CastFSR supports both training-free inference with off-the-shelf LLMs and efficient deployment through a two-stage SFT and reinforcement learning strategy that transfers its orchestration capability to compact LLMs. Extensive experiments on public datasets demonstrate that CastFSR consistently outperforms representative baselines. Our code is available at https://github.com/Xiaoyu-Tao/CastFSR.
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