KITE: A Knowledge-Injected Temporal Encoder for Time-Series Event Forecasting

Real-world time series are frequently driven by exogenous events and structural shifts, rendering conventional forecasting based solely on historical numerical observations insufficient. While language models can retrieve external news, standard retrieval-augmented approaches struggle with high noise, missing signals, and an inability to reason causally about event impacts. We propose SEER (Self-Evolving Event Reasoning and Retrieval), a closed-loop framework that dynamically optimizes event conditioning for time series forecasting. SEER translates prediction errors into two decoupled feedback mechanisms: (i) a reflective retrieval memory that refines subsequent search queries and filters spurious noise, and (ii) a persistent causal knowledge base that distills transferable domain dynamics. SEER enforces strict chronological boundaries across both event retrieval and reflection, preventing look-ahead bias and data leakage. Across six volatile time-series benchmarks, SEER consistently outperforms state-of-the-art time series foundation models and language model baselines.

Time-series forecasting plays a vital role in a wide range of real-world applications. Recent approaches have achieved strong performance by modeling temporal correlations and cross-channel dependencies, yet most forecasting benchmarks still represent time series primarily as numerical histories. In practice, time series are observations of complex real-world processes, and their trajectories may reflect events, interventions, disruptions, and changes in measurement or reporting that cannot always be inferred from past values alone. A central barrier to studying context-aware forecasting is therefore the lack of large-scale datasets that align real-world events with the individual series they affect. We present World2TS, a scalable construction framework and large-scale dataset for time-series forecasting with real-world event context. We first develop world2ts-core, a reusable tool that combines agent-led semantic reasoning and Web search, command-line execution and validation, and human review within a feedback-driven discovery workflow. Given heterogeneous time series with semantic descriptions, the workflow discovers candidate events, consolidates retrieved evidence into verified events, and links them to relevant series under explicit temporal and semantic scopes. Using this framework, we construct world2ts-data, which contains 31 datasets across six domains, comprising 4,179 series, 97.1 million observations, 1,159 events, and 56,846 event-series links. We further conduct extensive data analyses and controlled comparative experiments to characterize the dataset and demonstrate the utility of the collected context for improving forecasting accuracy. World2TS provides a reusable data foundation for developing and evaluating context-aware forecasting models and agents. The project homepage is available at https://world2ts.github.io/.

Event logs are ubiquitous across real-world domains, including business processes, manufacturing workflows, healthcare, and many other operational systems. Yet event logs can differ substantially in their event semantics, label spaces, interaction patterns, and temporal scales, making it difficult to build a single foundation model that generalizes directly to previously unseen systems. We address this challenge with the Foundation Event Predictor (FEP), a simple and scalable in-context architecture that performs next-event prediction through learned, event-level nonparametric inference. Causal self-attention encodes context and target histories into key and query representations, respectively, while the observed next context events are encoded as values. Cross-attention then performs learned, relevance-weighted aggregation of next-event outcomes over all context transitions, allowing the entire nonparametric prediction procedure to be expressed as standard attention operations and efficiently parallelized with modern kernels such as FlashAttention. To promote cross-system generalization, we introduce permutation-robust embedding learning and random fixed embeddings to decouple event IDs from persistent semantics, together with empirical quantile transforms and robust normalization to handle diverse temporal scales. We pretrain FEP on 696 real-world event datasets spanning heterogeneous event systems and evaluate it on 50 held-out datasets unseen during pretraining. Across these datasets, FEP generalizes effectively to new event systems without parameter adaptation, frequently approaching the performance of strong models trained separately on each target dataset while substantially outperforming existing foundation-model baselines, particularly on challenging prediction tasks.