tags:
- time-series
- forecasting
- ensemble
- agentic
- gift-eval
Cobra Agent
Cobra Agent is an agentic forecasting ensemble system developed by Dalpha.
Model Details
Cobra Agent combines the outputs of multiple time-series foundation models instead of relying on a single forecaster. The system analyzes the target time series, dataset configuration, and forecast behavior of candidate models, then dynamically constructs a weighted ensemble forecast.
The current version uses the following pretrained forecasting models:
Cobra Agent is designed to improve robustness across heterogeneous forecasting tasks by adapting ensemble weights according to task-level and forecast-level signals.
Method Overview
Cobra Agent estimates the expected relative reliability of each candidate model forecast for a given prediction task. Instead of selecting a single model or relying on fixed ensemble weights, the system evaluates candidate forecasts in a model-conditional manner and converts the estimated reliability scores into adaptive ensemble weights.
The system uses information from the input time series, dataset configuration, model identity, and forecast-level patterns to estimate how suitable each foundation model forecast is for the current task. Some of the time-series input features were inspired by the feature design used in Toto-FnF, while Cobra Agent extends this idea with model-conditional score estimation and forecast-level fingerprint signals.
It also incorporates validation-derived priors and conservative weighting controls to reduce over-reliance on any single model or heuristic.
Evaluation Policy
Cobra Agent was developed without using GIFT-Eval test labels, test metrics, or leaderboard feedback for training, model selection, or ensemble-weight tuning.
All routing and weighting decisions were derived from validation forecasts and validation metrics only. Test forecasts were generated after the validation-selected system was fixed and were used only to produce the submitted GIFT-Eval result file.
State of Research
Cobra Agent is an internal research system from Dalpha.
A detailed technical report and reproduction materials are planned for a future public release.