AnomaMind: Agentic Time Series Anomaly Detection with Tool-Augmented Reasoning

Time series anomaly detection is critical in many real-world applications, where effective solutions must localize anomalous regions and support reliable decision-making under complex settings. However, most existing methods frame anomaly detection as a purely discriminative prediction task with fixed feature inputs, rather than an evidence-driven diagnostic process. As a result, they often struggle when anomalies exhibit strong context dependence or diverse patterns. We argue that these limitations stem from the lack of adaptive feature preparation, reasoning-aware detection, and iterative refinement during inference. To address these challenges, we propose AnomaMind, an agentic time series anomaly detection framework that reformulates anomaly detection as a sequential decision-making process. AnomaMind operates through a structured workflow that progressively localizes anomalous intervals in a coarse-to-fine manner, augments detection through multi-turn tool interactions for adaptive feature preparation, and refines anomaly decisions via self-reflection. The workflow is supported by a set of reusable tool engines, enabling context-aware diagnostic analysis. A key design of AnomaMind is an explicitly designed hybrid inference mechanism for tool-augmented anomaly detection. In this mechanism, general-purpose models are responsible for autonomous tool interaction and self-reflective refinement, while core anomaly detection decisions are learned through reinforcement learning under verifiable workflow-level feedback, enabling task-specific optimization within a flexible reasoning framework. Extensive experiments across diverse settings demonstrate that AnomaMind consistently improves anomaly detection performance. The code is available at https://anonymous.4open.science/r/AnomaMind.

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

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.

KuaiSearch: A Large-Scale E-Commerce Search Dataset for Recall, Ranking, and Relevance

E-commerce search serves as a central interface, connecting user demands with massive product inventories and plays a vital role in our daily lives. However, in real-world applications, it faces challenges, including highly ambiguous queries, noisy product texts with weak semantic order, and diverse user preferences, all of which make it difficult to accurately capture user intent and fine-grained product semantics. In recent years, significant advances in large language models (LLMs) for semantic representation and contextual reasoning have created new opportunities to address these challenges. Nevertheless, existing e-commerce search datasets still suffer from notable limitations: queries are often heuristically constructed, cold-start users and long-tail products are filtered out, query and product texts are anonymized, and most datasets cover only a single stage of the search pipeline. Collectively, these issues constrain research on LLM-based e-commerce search. To address these challenges, we construct and release KuaiSearch. To the best of our knowledge, it is the largest e-commerce search dataset currently available. KuaiSearch is built upon real user search interactions from the Kuaishou platform, preserving authentic user queries and natural-language product texts, covering cold-start users and long-tail products, and systematically spanning three key stages of the search pipeline: recall, ranking, and relevance judgment. We conduct a comprehensive analysis of KuaiSearch from multiple perspectives, including products, users, and queries, and establish benchmark experiments across several representative search tasks. Experimental results demonstrate that KuaiSearch provides a valuable foundation for research on real-world e-commerce search.

MemCast: Memory-Driven Time Series Forecasting with Experience-Conditioned Reasoning

Time series forecasting (TSF) plays a critical role in decision-making for many real-world applications. Recently, LLM-based forecasters have made promising advancements. Despite their effectiveness, existing methods often lack explicit experience accumulation and continual evolution. In this work, we propose MemCast, a learning-to-memory framework that reformulates TSF as an experience-conditioned reasoning task. Specifically, we learn experience from the training set and organize it into a hierarchical memory. This is achieved by summarizing prediction results into historical patterns, distilling inference trajectories into reasoning wisdom, and inducing extracted temporal features into general laws. Furthermore, during inference, we leverage historical patterns to guide the reasoning process and utilize reasoning wisdom to select better trajectories, while general laws serve as criteria for reflective iteration. Additionally, to enable continual evolution, we design a dynamic confidence adaptation strategy that updates the confidence of individual entries without leaking the test set distribution. Extensive experiments on multiple datasets demonstrate that MemCast consistently outperforms previous methods, validating the effectiveness of our approach. Our code is available at https://github.com/Xiaoyu-Tao/MemCast-TS.

CoGenCast: A Coupled Autoregressive-Flow Generative Framework for Time Series Forecasting

Time series forecasting can be viewed as a generative problem that requires both semantic understanding over contextual conditions and stochastic modeling of continuous temporal dynamics. Existing approaches typically rely on either autoregressive large language models (LLMs) for semantic context modeling or diffusion-like models for continuous probabilistic generation. However, neither method alone can adequately model both aspects simultaneously. In this work, we propose CoGenCast, a hybrid generative framework that couples pre-trained LLMs with flow-matching mechanism for effective time series forecasting. Specifically, we reconfigure pre-trained decoder-only LLMs into a native forecasting encoder-decoder backbone by modifying only the attention topology, enabling bidirectional context encoding and causal representation generation. Building on this, a flow-matching mechanism is further integrated to model temporal evolution, capturing continuous stochastic dynamics conditioned on the autoregressively generated representation. Notably, CoGenCast naturally supports multimodal forecasting and cross-domain unified training. Extensive experiments on multiple benchmarks show that CoGenCast consistently outperforms previous compared baselines. Code is available at https://github.com/liuyaguo/_CoGenCast.

Position: Beyond Model-Centric Prediction -- Agentic Time Series Forecasting

Time series forecasting has traditionally been formulated as a model-centric, static, and single-pass prediction problem that maps historical observations to future values. While this paradigm has driven substantial progress, it proves insufficient in adaptive and multi-turn settings where forecasting requires informative feature extraction, reasoning-driven inference, iterative refinement, and continual adaptation over time. In this paper, we argue for agentic time series forecasting (ATSF), which reframes forecasting as an agentic process composed of perception, planning, action, reflection, and memory. Rather than focusing solely on predictive models, ATSF emphasizes organizing forecasting as an agentic workflow that can interact with tools, incorporate feedback from outcomes, and evolve through experience accumulation. We outline three representative implementation paradigms -- workflow-based design, agentic reinforcement learning, and a hybrid agentic workflow paradigm -- and discuss the opportunities and challenges that arise when shifting from model-centric prediction to agentic forecasting. Together, this position aims to establish agentic forecasting as a foundation for future research at the intersection of time series forecasting.

InstructTime++: Time Series Classification with Multimodal Language Modeling via Implicit Feature Enhancement

Most existing time series classification methods adopt a discriminative paradigm that maps input sequences directly to one-hot encoded class labels. While effective, this paradigm struggles to incorporate contextual features and fails to capture semantic relationships among classes. To address these limitations, we propose InstructTime, a novel framework that reformulates time series classification as a multimodal generative task. Specifically, continuous numerical sequences, contextual textual features, and task instructions are treated as multimodal inputs, while class labels are generated as textual outputs by tuned language models. To bridge the modality gap, InstructTime introduces a time series discretization module that converts continuous sequences into discrete temporal tokens, together with an alignment projection layer and a generative self-supervised pre-training strategy to enhance cross-modal representation alignment. Building upon this framework, we further propose InstructTime++, which extends InstructTime by incorporating implicit feature modeling to compensate for the limited inductive bias of language models. InstructTime++ leverages specialized toolkits to mine informative implicit patterns from raw time series and contextual inputs, including statistical feature extraction and vision-language-based image captioning, and translates them into textual descriptions for seamless integration. Extensive experiments on multiple benchmark datasets demonstrate the superior performance of InstructTime++.

PaperScout: An Autonomous Agent for Academic Paper Search with Process-Aware Sequence-Level Policy Optimization

Academic paper search is a fundamental task in scientific research, yet most existing approaches rely on rigid, predefined workflows that struggle with complex, conditional queries. To address this limitation, we propose PaperScout, an autonomous agent that reformulates paper search as a sequential decision-making process. Unlike static workflows, PaperScout dynamically decides whether, when, and how to invoke search and expand tools based on accumulated retrieval context. However, training such agents presents a fundamental challenge: standard reinforcement learning methods, typically designed for single-turn tasks, suffer from a granularity mismatch when applied to multi-turn agentic tasks, where token-level optimization diverges from the granularity of sequence-level interactions, leading to noisy credit assignment. We introduce Proximal Sequence Policy Optimization (PSPO), a process-aware, sequence-level policy optimization method that aligns optimization with agent-environment interaction. Comprehensive experiments on both synthetic and real-world benchmarks demonstrate that PaperScout significantly outperforms strong workflow-driven and RL baselines in both recall and relevance, validating the effectiveness of our adaptive agentic framework and optimization strategy.

PiXTime: A Model for Federated Time Series Forecasting with Heterogeneous Data Structures Across Nodes

Time series are highly valuable and rarely shareable across nodes, making federated learning a promising paradigm to leverage distributed temporal data. However, different sampling standards lead to diverse time granularities and variable sets across nodes, hindering classical federated learning. We propose PiXTime, a novel time series forecasting model designed for federated learning that enables effective prediction across nodes with multi-granularity and heterogeneous variable sets. PiXTime employs a personalized Patch Embedding to map node-specific granularity time series into token sequences of a unified dimension for processing by a subsequent shared model, and uses a global VE Table to align variable category semantics across nodes, thereby enhancing cross-node transferability. With a transformer-based shared model, PiXTime captures representations of auxiliary series with arbitrary numbers of variables and uses cross-attention to enhance the prediction of the target series. Experiments show PiXTime achieves state-of-the-art performance in federated settings and demonstrates superior performance on eight widely used real-world traditional benchmarks.

Mind2Report: A Cognitive Deep Research Agent for Expert-Level Commercial Report Synthesis

Synthesizing informative commercial reports from massive and noisy web sources is critical for high-stakes business decisions. Although current deep research agents achieve notable progress, their reports still remain limited in terms of quality, reliability, and coverage. In this work, we propose Mind2Report, a cognitive deep research agent that emulates the commercial analyst to synthesize expert-level reports. Specifically, it first probes fine-grained intent, then searches web sources and records distilled information on the fly, and subsequently iteratively synthesizes the report. We design Mind2Report as a training-free agentic workflow that augments general large language models (LLMs) with dynamic memory to support these long-form cognitive processes. To rigorously evaluate Mind2Report, we further construct QRC-Eval comprising 200 real-world commercial tasks and establish a holistic evaluation strategy to assess report quality, reliability, and coverage. Experiments demonstrate that Mind2Report outperforms leading baselines, including OpenAI and Gemini deep research agents. Although this is a preliminary study, we expect it to serve as a foundation for advancing the future design of commercial deep research agents. Our code and data are available at https://github.com/Melmaphother/Mind2Report.