AlphaCast: A Human Wisdom-LLM Intelligence Co-Reasoning Framework for Interactive Time Series Forecasting
About
Time series forecasting plays a crucial role in decision-making across many real-world applications. Despite substantial progress, most existing methods still treat forecasting as a static, single-pass regression problem. In contrast, human experts form predictions through iterative reasoning that integrates temporal features, domain knowledge, case-based references, and supplementary context, with continuous refinement. In this work, we propose Alphacast, an interaction-driven agentic reasoning framework that enables accurate time series forecasting with training-free large language models. Alphacast reformulates forecasting as an expert-like process and organizes it into a multi-stage workflow involving context preparation, reasoning-based generation, and reflective evaluation, transforming forecasting from a single-pass output into a multi-turn, autonomous interaction process. To support diverse perspectives commonly considered by human experts, we develop a lightweight toolkit comprising a feature set, a knowledge base, a case library, and a contextual pool that provides external support for LLM-based reasoning. Extensive experiments across multiple benchmarks show that Alphacast generally outperforms representative baselines. Code is available at this repository: https://github.com/echo01-ai/AlphaCast.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Short-term forecasting | EPF PJM | MSE25.151 | 33 | |
| Short-term forecasting | EPF BE | MSE536.5 | 33 | |
| Short-term forecasting | EPF FR | MSE721 | 22 | |
| Short-term forecasting | EPF DE | MSE193.8 | 22 | |
| Short-term forecasting | EPF NP | MSE27.113 | 22 | |
| Long-term time-series forecasting | ETTh | MSE7.641 | 13 | |
| Long-term time-series forecasting | ettm | MSE2.414 | 13 | |
| Long-term time-series forecasting | Windy Power (WP) | MSE1.55e+3 | 13 | |
| Long-term time-series forecasting | Sunny Power (SP) | MSE13.294 | 13 | |
| Long-term time-series forecasting | MOPEX | MSE4.771 | 13 |