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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.

Xiaohan Zhang, Tian Gao, Mingyue Cheng, Bokai Pan, Ze Guo, Yaguo Liu, Xiaoyu Tao, Qi Liu• 2025

Related benchmarks

TaskDatasetResultRank
Short-term forecastingEPF PJM
MSE25.151
33
Short-term forecastingEPF BE
MSE536.5
33
Short-term forecastingEPF FR
MSE721
22
Short-term forecastingEPF DE
MSE193.8
22
Short-term forecastingEPF NP
MSE27.113
22
Long-term time-series forecastingETTh
MSE7.641
13
Long-term time-series forecastingettm
MSE2.414
13
Long-term time-series forecastingWindy Power (WP)
MSE1.55e+3
13
Long-term time-series forecastingSunny Power (SP)
MSE13.294
13
Long-term time-series forecastingMOPEX
MSE4.771
13
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