AlphaCast: A Human Wisdom-LLM Intelligence Co-Reasoning Framework for Time Series Forecasting
Organizations: State Key Laboratory of Cognitive Intelligence, University of Science and Technology of China, Hefei, China.
Abstract
Time series forecasting is typically treated as a single-pass numerical prediction task based on historical observations. However, real-world forecasting often requires expert-like reasoning, where temporal patterns, contextual cues, case-based references, and domain knowledge are jointly considered and iteratively revised. Existing statistical, deep learning, foundation, and LLM-based forecasting models mainly rely on pattern fitting, direct prompting, or static context augmentation, leaving interactive and reflective forecasting insufficiently explored. In this work, we propose AlphaCast, a human wisdom-LLM intelligence co-reasoning framework for interactive time series forecasting. AlphaCast does not require real-time human intervention; instead, it operationalizes human wisdom as structured forecasting support, including time-series features, contextual cues, case-based references, and domain knowledge. Built upon an expert-like think-forecast-reflect workflow, AlphaCast comprises three agents: an Investigator that constructs forecasting context from available evidence, a Generator that produces context-grounded forecasts, and a Reflector that evaluates plausibility and provides feedback for refinement. Extensive experiments demonstrate that AlphaCast improves forecasting accuracy and produces interpretable forecast explanations, offering a promising step toward interactive and context-aware time series forecasting.
Figures & tables
| Settings | Short-term Forecasting | Long-term Forecasting | ||||||||||||||||||
| Dataset | NP | PJM | BE | FR | DE | ETTh | ETTm | WP | SP | MOPEX | ||||||||||
| Metric | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE |
| SNaive | 44.89 | 4.10 | 41.39 | 4.65 | 857.12 | 13.70 | 915.80 | 11.15 | 415.72 | 13.36 | 10.75 | 2.47 | 2.75 | 1.19 | 1948.06 | 27.88 | 79.61 | 4.56 | 7.18 | 1.62 |
| ARIMA | 55.51 | 4.45 | 33.02 | 4.00 | 869.44 | 17.04 | 964.00 | 13.22 | 372.91 | 11.82 | 10.88 | 2.43 | 2.71 | 1.17 | 2166.64 | 28.77 | 80.48 | 4.60 | 9.19 | 1.85 |
| CES | 40.78 | 3.99 | 38.33 | 4.47 | 808.61 | 14.41 | 1084.71 | 12.14 | 315.58 | 11.45 | 24.22 | 3.65 | 4.12 | 1.48 | 9364.98 | 42.04 | 78.71 | 4.55 | 6.40 | 1.47 |
| Prophet | 57.79 | 5.00 | 52.26 | 5.53 | 992.90 | 16.94 | 1035.70 | 14.42 | 320.63 | 13.25 | 46.70 | 4.59 | 21.18 | 3.11 | 8071.24 | 56.06 | 64.81 | 6.44 | 12.39 | 2.50 |
| Dataset | Domain | Length | Variables | Frequency |
| NP | Electricity Market | 14,496 | 3 | 1 hour |
| PJM | Electricity Market | 14,496 | 3 | 1 hour |
| BE | Electricity Market | 14,496 | 3 | 1 hour |
| FR | Electricity Market | 14,496 | 3 | 1 hour |
| DE | Electricity Market | 14,496 | 3 | 1 hour |
| ETTh | Power Transformer | 12,240 | 7 | 1 hour |
| Model | PJM | BE | FR | DE | SP | ETTh | ETTm | MOPEX | ||||||||
| MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | |
| w/o Toolkit | 30.76 | 4.01 | 685.41 | 13.06 | 812.56 | 9.94 | 277.12 | 10.83 | 55.32 | 4.22 | 14.88 | 3.11 | 5.21 | 1.84 | 9.12 | 1.74 |
| w/o Reasoning | 28.99 | 3.97 | 606.53 | 11.24 | 797.26 | 9.13 | 219.87 | 9.98 | 17.96 | 2.67 | 7.94 | 2.08 | 2.44 | 1.07 | 5.42 | 1.39 |
| w/o Reflection | 25.87 | 3.71 | 551.30 | 11.54 | 741.35 | 8.79 | 235.56 | 11.71 | 40.18 | 3.39 | 10.95 | 2.84 | 4.01 | 1.58 | 6.02 | 1.65 |
| Full Model | 25.15 | 3.60 | 536.45 | 9.61 | 721.02 | 7.13 | 193.83 | 9.93 | 13.29 | 1.84 | 7.64 | 2.02 | 2.41 | 1.06 | 4.77 | 1.35 |
| Datasets | BE | DE | WP | ETTm | MOPEX |
| w/o Feature Set | 624.27 | 221.97 | 2442.10 | 3.60 | 5.69 |
| w/o Contextual Repository | 613.26 | 231.13 | 2001.32 | 3.65 | 5.82 |
| w/o Case Library | 607.57 | 253.10 | 1670.63 | 3.90 | 4.93 |
| w/o Knowledge Base | 641.52 | 211.77 | 2579.32 | 4.49 | 6.57 |
| Full Model | 536.45 | 193.83 | 1548.83 | 2.41 | 4.77 |
| Datasets | BE | PJM | WP | |||
| Metric | MSE | MAE | MSE | MAE | MSE | MAE |
| Step-wise Generation | 616.03 | 10.88 | 31.87 | 4.10 | 2164.37 | 29.83 |
| Rollout Generation | 597.89 | 11.03 | 30.04 | 3.92 | 2305.87 | 30.18 |
| Whole-horizon Generation (Ours) | 536.45 | 9.61 | 25.15 | 3.60 | 1548.83 | 24.54 |
Appendix figures & tables2 assets
Supplementary material from the paper’s appendix.
Appendix
| Dataset | NP | PJM | BE | FR | DE | ETTh | ETTm | WP | SP | MOPEX | ||||||||||
| Metric | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE | MSE | MAE |
| HistoricAverage | 54.43 | 5.23 | 108.61 | 8.10 | 745.45 | 16.74 | 955.66 | 14.63 | 381.71 | 14.57 | 10.31 | 2.57 | 3.30 | 1.31 | 2671.84 | 36.53 | 59.76 | 6.13 | 6.14 | 1.71 |
| SNaive | 44.89 | 4.10 | 41.39 | 4.65 | 857.12 | 13.70 | 915.80 | 11.15 | 415.72 | 13.36 | 10.75 | 2.47 | 2.75 | 1.19 | 1948.06 | 27.88 | 79.61 | 4.56 | 7.18 | 1.62 |
| ARIMA | 55.51 | 4.45 | 33.02 | 4.00 | 869.44 | 17.04 | 964.00 | 13.22 | 372.91 | 11.82 | 10.88 | 2.43 | 2.71 | 1.17 | 2166.64 | 28.77 | 80.48 | 4.60 | 9.19 | 1.85 |
| Theta | 60.11 | 4.78 | 36.07 | 4.30 | 750.76 | 13.84 | 855.15 | 11.28 | 424.50 | 12.53 | 11.77 | 2.54 | 3.35 | 1.26 | 2277.53 | 29.88 | 79.98 | 4.56 | 8.06 | 1.78 |
| Holt-Winters | 52.30 | 4.49 | 64.06 | 5.06 | 874.59 | 14.73 | 1021.85 | 12.84 | 366.36 | 11.44 | 71.12 | 4.58 | 16.74 | 2.57 | 41607.96 | 107.58 | 131.50 | 5.49 | 1464.18 | 7.17 |
Time Series Forecasting
Time series forecasting predicts future values from ordered observations using statistical, neural, and probabilistic models to support decisions under uncertainty.
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