FLAIRR-TS - Forecasting LLM-Agents with Iterative Refinement and Retrieval for Time Series

摘要

Time series Forecasting with large language models (LLMs) requires bridging numerical patterns and natural language. Effective forecasting on LLM often relies on extensive pre-processing and fine-tuning. Recent studies show that a frozen LLM can rival specialized forecasters when supplied with a carefully engineered natural-language prompt, but crafting such a prompt for each task is itself onerous and ad-hoc. We introduce FLAIRR-TS, a test-time prompt optimization framework that utilizes an agentic system: a Forecaster-agent generates forecasts using an initial prompt, which is then refined by a refiner agent, informed by past outputs and retrieved analogs. This adaptive prompting generalizes across domains using creative prompt templates and generates high-quality forecasts without intermediate code generation. Experiments on benchmark datasets show FLAIRR-TS improves forecasting over static prompting and retrieval-augmented baselines, approaching the performance of specialized prompts.FLAIRR-TS provides a practical alternative to fine-tuning, achieving strong performance via its agentic approach to adaptive prompt refinement and retrieval.