LLM Agents for Time-Series: A Survey
cs.AI
Submitted: 2026-08-26
Updated: 2026-08-26
Terminology
Sources
- GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation
- An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling
- FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
- Merlion: A Machine Learning Library for Time Series
- TimeSeriesExam: A time series understanding exam
- TimeSeriesGym: A Scalable Benchmark for (Time Series) Machine Learning Engineering Agents
- StockBench: Can LLM Agents Trade Stocks Profitably In Real-world Markets?
- D4RL: Datasets for Deep Data-Driven Reinforcement Learning
- Position: Beyond Model-Centric Prediction -- Agentic Time Series Forecasting
- Nexus : An Agentic Framework for Time Series Forecasting
- CALM: A Framework for Continuous, Adaptive, and LLM-Mediated Anomaly Detection in Time-Series Streams
- From LLM Reasoning to Autonomous AI Agents: A Comprehensive Review
- Monash Time Series Forecasting Archive
- Argos: Agentic Time-Series Anomaly Detection with Autonomous Rule Generation via Large Language Models
- A Dual Large Language Models Architecture with Herald Guided Prompts for Parallel Fine Grained Traffic Signal Control
- CuraLight: Debate-Guided Data Curation for LLM-Centered Traffic Signal Control
- Large Language Model based Multi-Agents: A Survey of Progress and Challenges
- Continual Learning, Not Training: Online Adaptation For Agents
- HARGPT: Are LLMs Zero-Shot Human Activity Recognizers?
- Empowering Time Series Analysis with Large Language Models: A Survey
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