SEA-TS: Self-Evolving Agent for Autonomous Code Generation of Time Series Forecasting Algorithms

Accurate time series forecasting underpins decision-making in many domains, yetconventional ML development often faces data scarcity, distribution shift, anddiminishing returns from manual iteration.

We propose Self-Evolving Agent forTime Series Algorithms (SEATS), a framework that autonomously generates, val-idates, and optimizes forecasting algorithm code through an iterative self-evolutionloop.

Our design combines three mechanisms: (1) Metric-Advantage MCTS(MA-MCTS), which replaces fixed rewards with a statistically normalized advan-tage score for search guidance, (2) code review with running prompt refinement,so every successfully executed solution is reviewed and the running prompt encodescorrective patterns for later iterations, and (3) global steerable reasoning, whichcompares each evaluated node to global best- and worst-performing solutions forcross-trajectory transfer.

A MAP-Elites archive maintains architectural this http URL four datasets and two metrics, SEATS wins seven of eight comparisonsagainst strong baselines TimeMixer, Timer, and SEMixer