Abstract: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.
Abstract: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.
Abstract:Time series forecasting plays a critical role in high-stakes domains such as energy, healthcare, and climate. Although recent advances have improved accuracy, most approaches still treat forecasting as a static one-time mapping task, lacking the interaction, reasoning, and adaptability of human experts. This gap limits their usefulness in complex real-world environments. To address this, we propose AlphaCast, a human wisdom-large language model (LLM) intelligence co-reasoning framework that redefines forecasting as an interactive process. The key idea is to enable step-by-step collaboration between human wisdom and LLM intelligence to jointly prepare, generate, and verify forecasts. The framework consists of two stages: (1) automated prediction preparation, where AlphaCast builds a multi-source cognitive foundation comprising a feature set that captures key statistics and time patterns, a domain knowledge base distilled from corpora and historical series, a contextual repository that stores rich information for each time window, and a case base that retrieves optimal strategies via pattern clustering and matching; and (2) generative reasoning and reflective optimization, where AlphaCast integrates statistical temporal features, prior knowledge, contextual information, and forecasting strategies, triggering a meta-reasoning loop for continuous self-correction and strategy refinement. Extensive experiments on short- and long-term datasets show that AlphaCast consistently outperforms state-of-the-art baselines in predictive accuracy. Code is available at this repository: https://github.com/SkyeGT/AlphaCast_Official .