From Long News to Accurate Forecast: Importance-Aware Fusion and PRM-Guided Reflection for Time Series Forecasting 文章

arXiv:2606.03097v1 Announce Type: new Abstract: Incorporating news into time series forecasting is appealing because news can reveal abrupt exogenous events that historical values alone cannot recover. However, existing LLM-based news-forecasting pipelines face two practical limitations: relevant news articles often exceed the model's context window, and iterative retrieval of supplementary news is typically unguided, leading to redundant updates and slow convergence. We address these issues with a novel framework that combines importance-aware news compression and process-level retrieval supervision. First, we train an importance reward model that estimates the forecasting utility of each article and uses this signal to allocate compression budgets during sequential pairwise fusion, preserving informative content within a fixed context limit.