AI RESEARCH
Nexus : An Agentic Framework for Time Series Forecasting
arXiv CS.LG
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ArXi:2605.14389v1 Announce Type: cross Time series forecasting is not just numerical extrapolation, but often requires reasoning with unstructured contextual data such as news or events. While specialized Time Series Foundation Models (TSFMs) excel at forecasting based on numerical patterns, they remain unaware to real-world textual signals. Conversely, while LLMs are emerging as zero-shot forecasters, their performance remains uneven across domains and contextual grounding. To bridge this gap, we.