EvoCast: Reliable Autonomous Research Agents for Iterative Forecasting Architecture Evolution

Kaipeng Xu, Xianli Yan, Yan Wang, Xiang Liu, Shan Liu

Deep time-series forecasting models have rapidly diversified, yet adapting them to a specific task still requires extensive expert effort in model selection, mechanism diagnosis, architecture design, implementation, and evaluation. Existing AutoML methods are constrained by predefined search spaces, while general-purpose LLM research agents lack reliable control over experimental protocols and model promotion. We introduce EvoCast, a fully autonomous research-agent system for iterative forecasting architecture evolution. EvoCast first establishes and diagnoses a task-specific baseline through executed mechanism ablations, then generates evidence-grounded research directions from dataset characteristics, diagnostic results, prior rounds, and failure records. Its central design, cognition-authority separation, assigns open-ended hypothesis generation and code implementation to LLM agents, while deterministic program authorities control source-edit boundaries, canonical evaluation, and promotion decisions. Experimental outcomes are accumulated as evidence to guide subsequent rounds. Results show that EvoCast completes complex architecture modifications with higher implementation…