TS-Reasoner: Domain-Oriented Time Series Inference Agents for Reasoning and Automated Analysis
About
Time series analysis is crucial in real-world applications, yet traditional methods focus on isolated tasks only, and recent studies on time series reasoning remain limited to either single-step inference or are constrained to natural language answers. In this work, we introduce TS-Reasoner, a domain-specialized agent designed for multi-step time series inference. By integrating large language model (LLM) reasoning with domain-specific computational tools and an error feedback loop, TS-Reasoner enables domain-informed, constraint-aware analytical workflows that combine symbolic reasoning with precise numerical analysis. We assess the system's capabilities along two axes: (1) fundamental time series understanding assessed by TimeSeriesExam and (2) complex, multi-step inference evaluated by a newly proposed dataset designed to test both compositional reasoning and computational precision in time series analysis. Experiments show that our approach outperforms standalone general-purpose LLMs in both basic time series concept understanding as well as the multi-step time series inference task, highlighting the promise of domain-specialized agents for automating real-world time series reasoning and analysis.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Context-guided time series forecasting | PTF | MAE0.3336 | 45 | |
| Multi-Step Time Series Prediction | Energy Data w/ Covariates | Success Rate100 | 15 | |
| Time Series Understanding | TSExam | Pattern Recognition65 | 10 | |
| Causal Discovery | Causal Known Prior | Success Rate (SR)100 | 5 | |
| Multi-Step Time Series Prediction | Multiple Grids Data | Success Rate95 | 5 | |
| Stock Price Future Volatility Prediction | Stock Future Volatility | Sharpe Ratio (SR)0.98 | 5 | |
| Multi-Step Time Series Prediction | Energy Data | Success Rate92.5 | 5 |