I have an agent system analyzing time series data periodically. What I've landed on is the tools themselves pre-process time series data, giving it more semantic meaning. AKA converting timestamps to human dates, additionally preprocessing it with statistical analysis, such as calculating current windows min/mean/max value for the series as well as a the same for a trailing window and surfacing those in the data. Also adding a volatility score, and doing things like collapsing runs of similar series that aren't particularly interesting from a volatility perspective and just trying to highlight anomalous series in the window in various ways.

This isn't anything new. It's not particularly technical or novel in any way, but it seems to work pretty well for identifying anomalies and comparing series over time horizons. It's even less token efficient on small windows than piping in a bunch of json, but it seems to be more effective from an analysis point of view.

The strange thing about it is that it involves fairly deterministic analysis before we even send the data to the LLM, so one might ask, what's the point if you're already doing analysis? The answer is that LLMs can actually find interesting patterns across a lot of well presented data, and they can pick up on patterns in a way that feels like they are cross-referencing many different time series and correlate signals in interesting ways. That's where the general purpose LLMs are helpful in my experience.

Breaking out analysis into sub-agents is a logical next step, we just haven't gotten there yet.

And yeah the goal is to approximate those of us engineers who are good at RCAs in the moment, who have instincts about the system and can juggle a bunch of tabs and cross reference the signals in them.