Domain-Oriented Time Series Inference Agents for Reasoning and Automated Analysis

Abstract: Real-world time series inference requires more than point forecasting. It demands multi-step reasoning, constraint handling, domain knowledge incorporation, and domain-specific workflow assembly. Existing time series foundation models are limited to narrow tasks and lack flexibility to generalize across diverse scenarios. On the other hand, LLMs struggle with numerical precision. To address these limitations, we introduce TS-Reasoner, a Domain-Oriented Time Series Agent that integrates natural language reasoning with precise numerical execution. TS-Reasoner decomposes natural language instructions into structured workflows composed of statistical, logical, and domain-specific operators, and incorporates a self-refinement mechanism for adaptive execution. We evaluate its capabilities through two axes: basic time series understanding and complex multi-step inference, using the TimeSeriesExam benchmark and a newly constructed dataset. Experimental results show that TS-Reasoner significantly outperforms general-purpose LLMs, highlighting the promise of domain-specialized agents for robust and interpretable time series reasoning.