TSFLab: A Self-Improving Agent-Agnostic Workbench for Time Series Forecasting Research

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.

Accurate time series forecasting underpins decision-making in many domains, yetconventional ML development often faces data scarcity, distribution shift, anddiminishing returns from manual iteration. We propose Self-Evolving Agent forTime Series Algorithms (SEATS), a framework that autonomously generates, val-idates, and optimizes forecasting algorithm code through an iterative self-evolutionloop. Our design combines three mechanisms: (1) Metric-Advantage MCTS(MA-MCTS), which replaces fixed rewards with a statistically normalized advan-tage score for search guidance, (2) code review with running prompt refinement,so every successfully executed solution is reviewed and the running prompt encodescorrective patterns for later iterations, and (3) global steerable reasoning, whichcompares each evaluated node to global best- and worst-performing solutions forcross-trajectory transfer. A MAP-Elites archive maintains architectural diversity.Across four datasets and two metrics, SEATS wins seven of eight comparisonsagainst strong baselines TimeMixer, Timer, and SEMixer

Foundation models have transformed natural language processing and computer vision, and a rapidly growing literature on time-series foundation models (TSFMs) seeks to replicate this success in forecasting. While recent open-source models demonstrate the promise of TSFMs, the field lacks a comprehensive and community-accepted model evaluation framework. We see at least four major issues impeding progress on the development of such a framework. First, existing evaluation frameworks comprise benchmark forecasting tasks derived from often outdated datasets (e.g., M3), many of which lack clear metadata and overlap with the corpora used to pre-train TSFMs. Second, these frameworks evaluate models along a narrowly defined set of benchmark forecasting tasks, such as forecast horizon length or domain, but overlook core statistical properties such as non-stationarity and seasonality. Third, domain-specific models (e.g., XGBoost) are often compared unfairly, as existing frameworks do not enforce a systematic and consistent hyperparameter tuning convention for all models. Fourth, visualization tools for interpreting comparative performance are lacking. To address these issues, we introduce TempusBench, an open-source evaluation framework for TSFMs. TempusBench consists of 1) new datasets which are not included in existing TSFM pretraining corpora, 2) a set of novel benchmark tasks that go beyond existing ones, 3) a model evaluation pipeline with a standardized hyperparameter tuning protocol, and 4) a tensorboard-based visualization interface. We provide access to our code on GitHub: https://github.com/Smlcrm/TempusBench and maintain a live leaderboard at https://smlcrm.com/tempusbench.