CompEvo: Competition-Induced Evolution for Multi-Agent in News-Driven Time Series Forecasting

Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning strategies, and intervention rules inherently time-varying. Consequently, a time series agent must adapt the forecasts it produces and the orchestration policy that determines which components to trust and how to coordinate them. The deployment process naturally provides supervision for this adaptation as forecast horizons elapse and realized targets reveal the effectiveness of earlier decisions. Committing all numerical expert forecasts and candidate agent paths before target observation allows each realized outcome to evaluate the entire alternative set, providing delayed feedback without additional annotation. However, existing time series agents primarily incorporate prior experience through forecast refinement, reflection, or retrieval, without systematically converting realized outcomes into persistent updates to the joint orchestration policy governing later origins. To exploit this delayed feedback systematically, we introduce TimEvolve, a frozen-backbone time series agent that converts each realized outcome into persistent joint updates of expert trust, agent path selection, and intervention strength. A temporally ordered predict, reveal, and update protocol applies this feedback to subsequent forecasts. Experiments across eight Time-MMD domains show that TimEvolve achieves the best average MSE and MAE ranks among fifteen methods and the lowest errors on both metrics in seven domains. These results demonstrate the value of learning forecasting policies from the futures encountered during deployment.

Time series agents answer analytical questions by calling external tools, and which tools they carry is decided by people before the agent runs. However, we identify two failures in this setup. Human-Agent Tool Misalignment: a library of 21 expert-curated tools helps on some tasks and hurts on others, dropping anomaly accuracy under every backbone we test. Silent Harm: one round of generic self-revision changes 147 answers and breaks 56 of them, while the final score moves by less than a point. Both follow from the same gap: whether a tool helps is decided question by question at runtime, while tools are supplied in advance and judged by a single average. To address this, we propose TimeEvo, which clusters an agent's diagnosed failures into capability gaps, plans a measurement for each, synthesizes evidence-only tools that fill them, and admits the candidate library only through a paired admission gate. Experiments on ten time series QA tasks and three backbones show that TimeEvo, starting from an empty library, improves accuracy on every task and every backbone, and that a library grown on a cheap model still gains when it is installed into stronger ones. Code is available at https://github.com/Muyiiiii/TimeEvo.

Deep time-series forecasting models have rapidly diversified, yet adapting them to a specific task still requires extensive expert effort in model selection, mechanism diagnosis, architecture design, implementation, and evaluation. Existing AutoML methods are constrained by predefined search spaces, while general-purpose LLM research agents lack reliable control over experimental protocols and model promotion. We introduce EvoCast, a fully autonomous research-agent system for iterative forecasting architecture evolution. EvoCast first establishes and diagnoses a task-specific baseline through executed mechanism ablations, then generates evidence-grounded research directions from dataset characteristics, diagnostic results, prior rounds, and failure records. Its central design, cognition-authority separation, assigns open-ended hypothesis generation and code implementation to LLM agents, while deterministic program authorities control source-edit boundaries, canonical evaluation, and promotion decisions. Experimental outcomes are accumulated as evidence to guide subsequent rounds. Results show that EvoCast completes complex architecture modifications with higher implementation success and lower agent-side token/time cost, and develops task-specific architectures that outperform selected baselines, strong forecasting models, and agent baselines in three real-world forecasting cases. The code is available at https://github.com/18e0-x/EvoCast.