CastFlow: Bridging Evidence Acquisition and Accurate Prediction in Agentic Time Series Forecasting

Abstract

Time series forecasting is a fundamental task in temporal data analytics, and large language model (LLM)-based agents offer a promising paradigm through autonomous tool interaction and evidence-grounded reasoning. However, two fundamental challenges remain: how to acquire forecast-relevant evidence through adaptive tool interactions, and how to translate such evidence into accurate numerical predictions. To address these challenges, we propose CastFlow, a role-specialized agentic forecasting framework that bridges general-purpose tool reasoning and specialized temporal forecasting. Specifically, CastFlow introduces an Experience Memory that distills successful tool-use trajectories from training data, guiding a frozen LLM to orchestrate a multi-view toolkit for evidence acquisition. A lightweight specialized LLM then performs evidence-grounded temporal reasoning to refine an ensemble forecasting prior. To enhance this capability, we develop a two-stage training strategy combining supervised fine-tuning and reinforcement learning with verifiable rewards, where final forecasting outcomes of the overall workflow guide the optimization of the specialized model. Extensive experiments on ten real-world benchmarks demonstrate that CastFlow outperforms competitive baselines on nine datasets. Our findings highlight the importance of bridging autonomous evidence acquisition and specialized temporal reasoning for accurate and adaptive agentic forecasting. The source code is available at https://github.com/Forever-Pan/CastFlow.