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TimeCopilot: Framework for Forecasting combining Time Series Models with LLMs (arxiv.org)
2 points by favoboa on Sep 25, 2025 | hide | past | pdf | discuss on HN

In plain words: TimeCopilot is a free tool that runs several forecasting AI models plus a language model through one interface, handling analysis, model choice, checking, and prediction, and answering plain questions about the future. On a large forecasting test it gave the most accurate uncertainty ranges cheaply.

Abstract · TimeCopilot

We introduce TimeCopilot, the first open-source agentic framework for forecasting that combines multiple Time Series Foundation Models (TSFMs) with Large Language Models (LLMs) through a single unified API. TimeCopilot automates the forecasting pipeline: feature analysis, model selection, cross-validation, and forecast generation, while providing natural language explanations and supporting direct queries about the future. The framework is LLM-agnostic, compatible with both commercial and open-source models, and supports ensembles across diverse forecasting families. Results on the large-scale GIFT-Eval benchmark show that TimeCopilot achieves state-of-the-art probabilistic forecasting performance at low cost. Our framework provides a practical foundation for reproducible, explainable, and accessible agentic forecasting systems.

Azul Garza, Renée Rosillo
arXiv:2509.00616 · cs.LG, cs.AI, cs.HC · submitted Aug 30, 2025 · updated Nov 7, 2025
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