Cast-R1: Learning Tool-Augmented Sequential Decision Policies for Time Series Forecasting
Time series forecasting has long been dominated by model-centric approaches that formulate prediction as a single-pass mapping from historical observations to future values. Despite recent progress, such formulations often struggle in complex and evolving settings, largely because most forecasting models lack the ability to autonomously acquire informative evidence, reason about potential future changes, or revise predictions through iterative decision processes. In this work, we propose Cast-R1, a learned time series forecasting framework that reformulates forecasting as a sequential […]