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ReasonCast:面向可解释时间序列预测的推理方法

ReasonCast: Towards Explainable Time Series Forecasting with Reasoning

Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Soonyoung Lee, Wonbin Ahn

arXiv 2608.01875首次发表:更新:

AI 中文总结

本文提出任务融合模型ReasonCast,通过微调LLM实现时间序列预测与可解释文本推理的联合生成,在预测准确性上优于LLM和TS模型,还构建了联合评估基准ReasonTS-Bench。

AI 中文摘要

大多数时间序列(TS)模型专门针对单一任务,要么用于理解(即返回关于时间序列的文本答案),要么用于生成(即返回数值预测)。直到最近,才出现了统一模型,开始在单一架构中处理这两项任务。然而,即使是这些模型,也会将两项输出作为任务分离的路径生成,无法在单一连贯响应中同时预测序列并解释预测的由来。本文提出一种任务融合模型,可联合生成1)预测(生成)和2)自解释(理解),从而在单一响应中整合1)数值时间序列预测和2)可解释文本推理。为实现对该能力的系统研究,本文同时提供基准和方法,共同解决两项任务。基准ReasonTS-Bench识别时间序列的五种基本模式,可对两项任务进行联合评估。本文的微调方法ReasonCast可对任意大语言模型(LLM)进行微调,使其联合执行两项任务,生成的模型可在单次自回归过程中同时生成推理链和预测。大量实验表明,ReasonCast在预测准确性上优于LLM和TS模型,同时生成可验证的因果推理。代码可从该https URL获取。

英文摘要

Most time series (TS) models are specialized for a single task, either understanding (i.e., returning text answers about a TS) or generation (i.e., returning a numeric forecast). Only recently have unified models begun to handle the two within a single architecture. Even these models, however, produce the two outputs as task-separated paths and cannot predict a series and explain why that prediction arises within a single coherent response. In this paper, we argue for a task-fused model that jointly produces 1) prediction (generation) and 2) selfexplanation (understanding), thereby integrating 1) numerical TS forecasting and 2) interpretable text reasoning within a single response. To enable the systematic study of this capability, we present both a benchmark and a recipe that jointly address the two tasks. The benchmark, ReasonTS-Bench, identifies five fundamental patterns underlying TS and enables the joint evaluation of both tasks. ReasonCast, our recipe for finetuning any LLM to perform both tasks jointly, yields a model that generates a reasoning chain and a forecast together in a single autoregressive pass. Extensive experiments show that ReasonCast outperforms both LLMs and TS models on prediction accuracy while producing verifiable, causal reasoning. Code is available at: https://github.com/seunghan96/reasoncast.

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