Bridging the Last Mile of Time Series Forecasting with LLM Agents
This work addresses the “last-mile” gap between statistical time series forecasting and business decision-making—specifically, the challenge of effectively incorporating weakly structured contextual factors such as holidays and marketing campaigns. To bridge this gap, we propose the first framework that systematically integrates large language model (LLM) agents into the post-forecasting refinement stage. Our approach unifies the forecasting workspace, leverages tool-augmented retrieval of external evidence, and translates LLM reasoning into explicit revision operations under structured safety constraints. It further supports Map-Reduce-style long-horizon divide-and-conquer forecasting and incorporates a memory-based reflection mechanism. Evaluated in real-world business settings, the method significantly enhances the operational relevance and decision utility of forecasts, delivering controllable, auditable, and business-ready predictions.