Time series data widely exist in real-world cyber-physical systems. Though analyzing and interpreting them contributes to significant values, e.g, disaster prediction and financial risk control, current workflows mainly rely on human data scientists, which requires significant labor costs and lacks automation. To tackle this, we introduce TimeART, a framework fusing the analytical capability of strong out-of-the-box tools and the reasoning capability of Large Language Models (LLMs), which serves as a fully agentic data scientist for Time Series Question Answering (TSQA). To teach the LLM-based Time Series Reasoning Models (TSRMs) strategic tool-use, we also collect a 100k expert trajectory corpus called TimeToolBench. To enhance TSRMs' generalization capability, we then devise a four-stage training strategy, which boosts TSRMs through learning from their own early experiences and self-reflections. Experimentally, we train an 8B TSRM on TimeToolBench and equip it with the TimeART framework, and it achieves consistent state-of-the-art performance on multiple TSQA tasks, which pioneers a novel approach towards agentic time series reasoning.
Figures & tables
Figure 1: Common dilemmas in time series reasoning, i.e., numerical hallucination and cognitive defect .
Figure 2: Common dilemmas in behaviour cloning and reinforcement learning, causing low generalization and entropy collapse .
Figure 3: Ratios of data sources in TimeToolBench (100k), the ReAct-style training corpus for agentic time series reasoning.
Figure 4: The overviews of the data pipeline for TimeToolBench (left), and the training pipeline for TimeART (right).
Model
Type
Stock Price Forecasting
Stock Indicator Forecasting
Temperature Forecasting
7-day
30-day
7-day
30-day
7-day
14-day
MAE
MAPE
MAE
MAPE
MACD
BB
MACD
BB
MSE
MAE
MSE
MAE
GPT-4o
closed
1.596
2.544
2.338
3.520
0.365
1.082
0.897
2.068
17.550
3.110
40.430
4.490
Gemini 3 Pro
closed
1.622
3.515
2.438
3.274
0.383
1.155
0.971
2.258
24.331
3.664
29.559
4.029
Claude Opus 4.5
closed
1.415
2.097
2.070
2.861
0.372
1.250
1.173
2.340
12.535
3.494
24.978
3.752
DeepSeek-V3.2
closed
1.713
2.144
2.127
3.299
0.353
1.192
1.070
2.190
29.274
4.058
101.655
6.592
Table 1: Results on Forecasting tasks in MTBench. Lower MSE, MAE, MAPE, MACD (MSE), and BB (MSE) values indicate better performance. Red : the best and Blue : the second best among open-source models ; closed-source models are reported as a reference and are not ranked. We also present comparisons with baselines equipped with TimeART’s framework in Table 4 .
Model
Type
Stock Trend Classification
News-stock Correlation
News-finance MCQA
Temperature Trend Classification
7-day
30-day
7-day
30-day
7-day
30-day
Past
Future
3-way
5-way
3-way
5-way
3-way
5-way
3-way
5-way
Acc
Acc
Acc
Acc
GPT-4o
closed
42.81
36.45
47.35
30.58
53.60
31.00
57.60
34.60
65.10
52.80
66.36
43.54
Gemini 3 Pro
closed
47.11
41.64
44.78
29.71
51.85
26.39
59.43
34.82
63.38
50.29
56.91
51.54
Claude Opus 4.5
closed
44.85
33.48
52.00
31.60
50.39
29.01
57.99
34.21
75.59
61.15
59.77
57.12
DeepSeek-V3.2
closed
45.05
35.44
48.41
29.59
49.98
27.01
57.53
35.06
77.47
69.50
26.56
25.15
Table 2: Results on Reasoning tasks in MTBench. Higher accuracy rates (Acc, 3-way, 5-way) indicate better performance. Red : the best and Blue : the second best among open-source models ; closed-source models are reported as a reference and are not ranked. We also present comparisons with baselines equipped with TimeART’s framework in Table 5 .
Figure 5: Ablations on the TimeART framework.
Figure 6: Ablations on training stages.
Appendix figures & tables18 assets
Supplementary material from the paper’s appendix.
Appendix
Model
Type
Understanding
Perception
Reasoning
Estimation
GPT-4o
closed
50.86
69.65
50.00
66.66
Qwen3-max
closed
53.45
58.27
46.25
49.33
DeepSeek-R1 7B
open
7.76
12.69
16.89
7.41
Llama3 8B
open
33.62
36.27
27.03
25.92
ChatTS 7B
open
25.00
28.68
38.51
12.03
ITFormer 7B
open
40.52
45.24
30.40
44.44
Appendix
Table 3: Accuracy rates on tasks in TimeMQA. Higher values indicate better performance. Red : the best and Blue : the second best among open-source models ; closed-source models are reported as a reference and are not ranked.
Model
Type
Stock Price Forecasting
Stock Indicator Forecasting
Temperature Forecasting
7-day
30-day
7-day
30-day
7-day
14-day
MAE
MAPE
MAE
MAPE
MACD
BB
MACD
BB
MSE
MAE
MSE
MAE
GPT-4o
closed
0.805
1.720
1.142
3.080
0.352
1.052
0.870
2.006
4.145
1.665
5.170
1.835
GPT-5.2
closed
0.802
1.650
1.108
3.070
0.350
1.048
0.868
2.004
4.125
1.658
5.145
1.822
Gemini 3 Pro
closed
0.795
1.616
1.133
3.066
0.3508
1.046
0.8654
1.994
4.074
1.652
5.052
1.757
Qwen3-max
closed
0.810
1.780
1.150
3.090
0.345
1.060
0.872
2.018
4.110
1.665
5.150
1.850
Appendix
Table 4: Results on Forecasting tasks in MTBench. Note that we equip all the baselines with TimeART’s tool-use framework, and they are prompted with few-shot examples. Lower MSE, MAE, MAPE, MACD (MSE), and BB (MSE) values indicate better performance. Red : the best and Blue : the second best among open-source models ; closed-source models are reported as a reference and are not ranked.
Model
Type
Stock Trend Classification
News-stock Correlation
News-finance MCQA
Temperature Trend Classification
7-day
30-day
7-day
30-day
7-day
30-day
Past
Future
3-way
5-way
3-way
5-way
3-way
5-way
3-way
5-way
Acc
Acc
Acc
Acc
GPT-4o
closed
49.85
42.76
53.40
38.15
68.45
40.62
66.84
38.92
86.75
75.40
73.85
55.92
GPT-5.2
closed
52.38
45.62
54.86
40.72
70.82
41.95
68.74
40.18
90.65
81.25
75.90
58.10
Gemini 3 Pro
closed
51.80
44.85
54.45
39.86
70.35
41.56
68.28
39.84
89.72
79.85
75.35
57.62
Qwen3-max
closed
50.76
43.96
53.92
39.20
69.88
41.20
67.95
39.50
89.10
79.20
75.10
57.30
Appendix
Table 5: Results on Reasoning tasks in MTBench. Note that we equip all the baselines with TimeART’s tool-use framework, and they are prompted with few-shot examples. Higher accuracy rates (Acc, 3-way, 5-way) indicate better performance. Red : the best and Blue : the second best among open-source models ; closed-source models are reported as a reference and are not ranked.
Tool-use policy
TimeMQA Acc
MTBench Reason. Acc
MTBench Forec. MAE
Random selection
28.40
35.24
3.09
Fixed heuristic policy
38.70
46.54
1.93
Qwen3 8B + tools (zero-shot)
40.31
43.84
2.15
Qwen3 8B + tools (few-shot)
41.20
51.60
1.86
TimeART (trained)
57.05
59.87
1.33
Appendix
Table 6: Attribution of improvements. All variants use the identical 21-tool framework and differ only in the tool-use policy. Higher accuracy and lower MAE indicate better performance. Red : the best, Blue : the second best.
Model
TimeMQA Acc
MTBench Reason. Acc
Qwen3 8B + tools (few-shot)
41.20
51.60
Qwen3.5 9B + tools (zero-shot)
43.50
53.24
Qwen3.5 9B + tools (few-shot)
46.80
55.44
TimeART (Qwen3 8B, trained)
57.05
59.87
Appendix
Table 7: A newer backbone with stronger agentic pretraining narrows but does not close the gap to a trained model. All variants share the 21-tool framework. Red : the best, Blue : the second best.
# Tools
Qwen3 8B (untrained)
TimeART
Gap
5 (core)
43.48
48.50
+5.02
10
42.08
53.70
+11.62
15
39.78
55.20
+15.42
21 (full)
40.31
57.05
+16.74
Appendix
Table 8: TimeMQA accuracy as a function of the number of available tools. More tools hurt the untrained model but help the trained one. Red : the best per column.
Criterion
Qwen3 8B + tools (few-shot)
TimeART
Correct tool selection
62.3%
84.7%
Correct parameter configuration
54.8%
79.2%
Correct output interpretation
58.1%
82.5%
Inter-annotator agreement ( κ )
0.71
0.76
Appendix
Table 9: Human evaluation of tool-use quality on 200 sampled evaluation trajectories, judged per tool invocation by two independent annotators. Red : the best.
Metric
Seed 1
Seed 2
Seed 3
Mean ± Std
TimeMQA Acc
57.05
56.35
57.75
57.05 ± 0.70
MTBench Reasoning Acc
59.87
58.97
60.27
59.70 ± 0.67
MTBench Forecast MAE
1.33
1.38
1.30
1.34 ± 0.04
Appendix
Table 10: TimeART retrained with three independent seeds. Aggregates follow the definitions of Appendix A.3 .
Figure 7: Analyses on rationale C .
Hyperparameter
Assignment
Base model
Qwen3 8B
Computing infrastructure
8*3090-24GB GPU
Epochs
5
Warm-up ratio
0.02
Batch size per device
4
Gradient accumulation steps
16
Appendix
Table 11: Hyper-parameters and training time of fine-tuning the Qwen3 8B based on TimeToolBench.
Figure 8: The training curve.
Evaluation set
Trajectories in TimeToolBench
Exclusion method
MTBench (all tasks)
22k
entirely removed
TimeMQA (four subsets)
2.6k
held out by domain
Remaining training set
75.4k
non-overlapping domains
Appendix
Table 12: Separation between TimeToolBench and the evaluation benchmarks. No raw series, question template, or answer label from an evaluation set appears in training.