When Tomorrow Becomes Today: Self-Evolving Policies for Agentic Time Series Forecasting

Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning strategies, and intervention rules inherently time-varying. Consequently, a time series agent must adapt the forecasts it produces and the orchestration policy that determines which components to trust and how to coordinate them. The deployment process naturally provides supervision for this adaptation as forecast horizons elapse and realized targets reveal the effectiveness of earlier decisions. Committing all numerical expert forecasts and candidate agent paths before target observation allows each realized outcome to evaluate the entire alternative set, providing delayed feedback without additional annotation. However, existing time series agents primarily incorporate prior experience through forecast refinement, reflection, or retrieval, without systematically converting realized outcomes into persistent updates to the joint orchestration policy governing later origins. To exploit this delayed feedback systematically, we introduce TimEvlove, a frozen-backbone time series agent that converts each realized outcome into persistent joint updates of expert trust, agent path selection, and intervention strength. A temporally ordered predict, reveal, and update protocol applies this feedback to subsequent forecasts. Extensive experiments across eight Time-MMD domains spanning diverse applications demonstrate that TimEvlove achieves state-of-the-art performance. These results demonstrate the value of learning forecasting policies from the futures encountered during deployment. The code is available in the supplementary material.