EvoTS-Agent: A Self-Evolving LLM Agent for Financial Time Series Change Point Detection

2026-08-18

AI Summary

为解决金融时间序列变点检测难题，提出EvoTS-Agent，通过验证指导的自我进化方法自动优化检测模型。

Abstract

Financial time series exhibit non-stationary and heterogeneous statistical properties, making change-point detection challenging because no single unsupervised algorithm performs consistently across assets and market regimes. Conventional workflows consequently depend heavily on expert-driven model selection, feature design, and hyperparameter tuning, limiting their scalability and adaptability. We propose EvoTS-Agent, a validation-guided self-evolving LLM agent for autonomous financial time-series change-point detection. EvoTS-Agent first performs curated exploratory data analysis to characterize dataset properties and initialize candidate detection models. It then evolves executable experiment trajectories through three complementary operators: \textit{Revision} exploits the current best solution, \textit{Alternative Strategy} explores fundamentally different modeling directions when progress stagnates, and \textit{Recombination} synthesizes complementary evidence from high-performing trajectories. Validation feedback guides trajectory evolution throughout the search, enabling the agent to adapt its detection pipeline to the statistical characteristics of each dataset while preserving reliable optimization. Experiments across four benchmark datasets demonstrate that EvoTS-Agent consistently outperforms existing LLM-based agents while maintaining a 100\% execution success rate across all evaluated backbone LLMs.

Problem

• Financial Time Series
• Change Point Detection
• Non-stationary
• Heterogeneous Statistical Properties
• Unsupervised Algorithm

Innovation

• self-evolving LLM agent
• change-point detection
• validation-guided
• financial time series
• experiment trajectories