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arXiv 2602.13802cs.LG

Cast-R1:学习工具增强的序列决策策略用于时间序列预测

Cast-R1: Learning Tool-Augmented Sequential Decision Policies for Time Series Forecasting

State Key Laboratory of Cognitive Intelligence, University of Science and Technology of China(认知智能国家重点实验室,中国科学技术大学)

Xiaoyu Tao, Mingyue Cheng, Chuang Jiang, Tian Gao, Huanjian Zhang, Yaguo Liu

AI总结:

Cast-R1通过工具增强的代理工作流程,学习序列决策策略以提升时间序列预测的准确性与适应性。

摘要:

时间序列预测长期以来由以模型为中心的方法主导,这些方法将预测视为从历史观测到未来值的单次映射。尽管近年来取得了进展,但此类方法在复杂和演变的环境中往往表现不佳,主要是因为大多数预测模型缺乏自主获取信息证据、对潜在未来变化进行推理或通过迭代决策过程修正预测的能力。在本工作中,我们提出了Cast-R1,一种学习时间序列预测框架,将预测重新表述为一个连续决策问题。Cast-R1引入了一种基于记忆的状态管理机制,该机制在交互步骤中维护与决策相关的信息,使能够积累上下文证据以支持长范围推理。在此基础上,预测通过工具增强的代理工作流程进行,其中代理可以自主与模块化工具包互动,以提取统计特征、调用轻量级预测模型以提供决策支持、进行基于推理的预测,并通过自我反思迭代改进预测。为了训练Cast-R1,我们采用了一种两阶段学习策略,结合监督微调与多轮强化学习,并辅以一种课程学习方案,逐步增加任务难度以提高策略学习。在多个现实世界时间序列数据集上的广泛实验展示了Cast-R1的有效性。我们希望这项工作能为进一步探索代理范式的时间序列建模提供实际步骤。我们的代码可在https://github.com/Xiaoyu-Tao/Cast-R1-TS获取。

英文摘要:

Time series forecasting has long been dominated by model-centric approaches that formulate prediction as a single-pass mapping from historical observations to future values. Despite recent progress, such formulations often struggle in complex and evolving settings, largely because most forecasting models lack the ability to autonomously acquire informative evidence, reason about potential future changes, or revise predictions through iterative decision processes. In this work, we propose Cast-R1, a learned time series forecasting framework that reformulates forecasting as a sequential decision-making problem. Cast-R1 introduces a memory-based state management mechanism that maintains decision-relevant information across interaction steps, enabling the accumulation of contextual evidence to support long-horizon reasoning. Building on this formulation, forecasting is carried out through a tool-augmented agentic workflow, in which the agent autonomously interacts with a modular toolkit to extract statistical features, invoke lightweight forecasting models for decision support, perform reasoning-based prediction, and iteratively refine forecasts through self-reflection. To train Cast-R1, we adopt a two-stage learning strategy that combines supervised fine-tuning with multi-turn reinforcement learning, together with a curriculum learning scheme that progressively increases task difficulty to improve policy learning. Extensive experiments on multiple real-world time series datasets demonstrate the effectiveness of Cast-R1. We hope this work provides a practical step towards further exploration of agentic paradigms for time series modeling. Our code is available at https://github.com/Xiaoyu-Tao/Cast-R1-TS.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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