Palash Goyal
Publications
Nexus : An Agentic Framework for Time Series Forecasting
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 introduce Nexus, a multi-agent forecasting framework that decomposes prediction into specialized stages: isolating macro-level and micro-level temporal fluctuations, and integrating contextual information when available before synthesizing a final forecast. This decomposition enables Nexus to adapt from seasonal signals to volatile, event-driven information without relying on external statistical anchors or monolithic prompting. We show that current-generation LLMs possess substantially stronger intrinsic forecasting ability than previously recognized, depending critically on how numerical and contextual reasoning are organized. Evaluated on data strictly succeeding LLM knowledge cutoffs spanning Zillow real estate metrics and volatile stock market equities, Nexus consistently matches or outperforms state-of-the-art TSFMs and strong LLM baselines. Beyond numerical accuracy, Nexus produces high-quality reasoning traces that explicitly show the fundamental drivers behind each forecast. Our results establish that real-world forecasting is an agentic reasoning problem extending well beyond only sequence modeling.
TFRBench: A Reasoning Benchmark for Evaluating Forecasting Systems
We introduce TFRBench, the first benchmark designed to evaluate the reasoning capabilities of forecasting systems. Traditionally, time-series forecasting has been evaluated solely on numerical accuracy, treating foundation models as ``black boxes.'' Unlike existing benchmarks, TFRBench provides a protocol for evaluating the reasoning generated by forecasting systems--specifically their analysis of cross-channel dependencies, trends, and external events. To enable this, we propose a systematic multi-agent framework that utilizes an iterative verification loop to synthesize numerically grounded reasoning traces. Spanning ten datasets across five domains, our evaluation confirms that this reasoning is causally effective; useful for evaluation; and prompting LLMs with our generated traces significantly improves forecasting accuracy compared to direct numerical prediction (e.g., avg. $\sim40.2\%\to56.6\%)$, validating the quality of our reasoning. Conversely, benchmarking experiments reveal that off-the-shelf LLMs consistently struggle with both reasoning (lower LLM-as-a-Judge scores) and numerical forecasting, frequently failing to capture domain-specific dynamics. TFRBench thus establishes a new standard for interpretable, reasoning-based evaluation in time-series forecasting. Our benchmark is available at: https://tfrbench.github.io
ScholarPeer: A Context-Aware Multi-Agent Framework for Automated Peer Review
Automated peer review has evolved from simple text classification to structured feedback generation. However, current state-of-the-art systems still struggle with "surface-level" critiques: they excel at summarizing content but often fail to accurately assess novelty and significance or identify deep methodological flaws because they evaluate papers in a vacuum, lacking the external context a human expert possesses. In this paper, we introduce ScholarPeer, a search-enabled multi-agent framework designed to emulate the cognitive processes of a senior researcher. ScholarPeer employs a dual-stream process of context acquisition and active verification. It dynamically constructs a domain narrative using a historian agent, identifies missing comparisons via a baseline scout, and verifies claims through a multi-aspect Q&A engine, grounding the critique in live web-scale literature. We evaluate ScholarPeer on DeepReview-13K and the results demonstrate that ScholarPeer achieves significant win-rates against state-of-the-art approaches in side-by-side evaluations and reduces the gap to human-level diversity.