KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning

Kun Feng, Ziwei Shan, Yuchen Fang, Yiyang Tan, Sihan Lu, Shuqi Gu, Xingyu Lu, Lintao Ma, Kan Ren


Abstract
Cross-domain multimodal time series forecasting is a challenging task, requiring models to integrate precise numerical comprehension, cross-domain semantic understanding, and effective multimodal fusion. Existing approaches either build Time Series Foundation Models (TSFMs) from scratch or leverage pretrained Large Language Models (LLMs). However, TSFMs often overlook semantic understanding and lack the ability to perform future-oriented semantic reasoning, and LLMs struggle with numerical comprehension and accurate quantitative forecasting. To overcome these limitations, we propose KairosAgent, a novel agentic framework for multimodal time series forecasting, including an LLM-based reasoner and a TSFM-based forecaster. KairosAgent unifies textual reasoning and numerical forecasting by dynamically invoking analytical tools to enhance the numerical understanding and semantic reasoning capabilities of LLMs. The reasoning results are subsequently fused into the TSFM pipeline, enabling more accurate and reliable future predictions. To further improve the reasoning, we curate a large-scale corpus of high-quality trajectories, alongside a reinforcement learning from forecasting paradigm with multi-turn refinement and turn-level credit assignment. Experiments demonstrate that KairosAgent achieves superior zero-shot forecasting performance while maximizing the utility of pretrained LLMs and TSFMs, presenting a promising direction for efficient and interpretable time series agents. The project page is at https://foundation-model-research.github.io/KairosAgent.
Anthology ID:
2026.emnlp-main.1343
Volume:
Proceedings of the 2026 Conference on Empirical Methods in Natural Language Processing
Month:
October
Year:
2026
Address:
Budapest, Hungary
Editors:
Hung-Yi Lee, Sunipa Dev, Jessy Li, Desmond Elliott
Venue:
EMNLP
SIG:
SIGDAT
Publisher:
Association for Computational Linguistics
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Pages:
30614–30642
Language:
URL:
https://aclanthology.org/2026.emnlp-main.1343/
DOI:
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Cite (ACL):
Kun Feng, Ziwei Shan, Yuchen Fang, Yiyang Tan, Sihan Lu, Shuqi Gu, Xingyu Lu, Lintao Ma, and Kan Ren. 2026. KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning. In Proceedings of the 2026 Conference on Empirical Methods in Natural Language Processing, pages 30614–30642, Budapest, Hungary. Association for Computational Linguistics.
Cite (Informal):
KairosAgent: Agentic Time Series Forecasting with Fused Semantic Reasoning (Feng et al., EMNLP 2026)
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PDF:
https://aclanthology.org/2026.emnlp-main.1343.pdf