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Bibliographic Details
Main Authors: Tajeuna, Etienne, Owusu, Patrick Asante, Brun, Armelle, Wang, Shengrui
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2604.18305
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Table of Contents:
  • In this paper we investigate forecasting coevolving time series that feature intricate dependencies and nonstationary dynamics by using an LLM Large Language Models approach We propose a novel modeling approach named ContextAware ARLLM CAARL that provides an interpretable framework to decode the contextual dynamics influencing changes in coevolving series CAARL decomposes time series into autoregressive segments constructs a temporal dependency graph and serializes this graph into a narrative to allow processing by LLM This design yields a chainofthoughtlike reasoning path where intermediate steps capture contextual dynamics and guide forecasts in a transparent manner By linking prediction to explicit reasoning traces CAARL enhances interpretability while maintaining accuracy Experiments on realworld datasets validate its effectiveness positioning CAARL as a competitive and interpretable alternative to stateoftheart forecasting methods