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Empowering Time Series Forecasting with LLM-Agents
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本文提出DCATS,一种以数据为中心的时间序列预测代理,通过优化数据质量而非模型架构,在大量交通流量预测数据集上实现平均6%的误差降低,彰显数据驱动在AutoML时间序列预测中的潜力。

arXiv:2508.04231v1 Announce Type: cross Abstract: Large Language Model (LLM) powered agents have emerged as effective planners for Automated Machine Learning (AutoML) systems. While most existing AutoML approaches focus on automating feature engineering and model architecture search, recent studies in time series forecasting suggest that lightweight models can often achieve state-of-the-art performance. This observation led us to explore improving data quality, rather than model architecture, as a potentially fruitful direction for AutoML on time series data. We propose DCATS, a Data-Centric Agent for Time Series. DCATS leverages metadata accompanying time series to clean data while optimizing forecasting performance. We evaluated DCATS using four time series forecasting models on a large-scale traffic volume forecasting dataset. Results demonstrate that DCATS achieves an average 6% error reduction across all tested models and time horizons, highlighting the potential of data-centric approaches in AutoML for time series forecasting.

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数据驱动 时间序列预测 AutoML DCATS 模型优化
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