Nexus : An Agentic Framework for Context-Aware Time Series Forecasting

arXiv:2605.14389v2 Announce Type: replace Abstract: Language models have emerged as highly capable reasoners, yet their performance in time series forecasting remains uneven across domains and levels of contextual grounding. This is primarily due to their suboptimal time series reasoning and numerical modeling capabilities. To tackle this, we introduce Nexus, a multimodal forecasting framework that bridges qualitative event reasoning with structural numerical modeling through principled statistical synthesis. Nexus follows three structured stages: (1) Temporal profiling and anchor generation, which distills the multimodal history into a timestamped causal-temporal profile and generates a forecast anchor (2) Dual contextual outlook generation, which produces decoupled macro and micro level forecast trajectories, and (3) Bayesian synthesis, which reconciles the forecasting anchor with both contextual forecast trajectories via closed-form Gaussian updating weighted by empirical error covariances. Evaluated across three diverse forecasting benchmarks constituting eight datasets spanning rich event contexts, abrupt shocks, and purely numerical series, Nexus consistently outperforms leading time-series foundation models and language model baselines, while providing interpretable causal reasoning.