Related papers: Time-MoE: Billion-Scale Time Series Foundation Mod…

As a prominent data modality task, time series forecasting plays a pivotal role in diverse applications. With the remarkable advancements in Large Language Models (LLMs), the adoption of LLMs as the foundational architecture for time series…

As the training of giant dense models hits the boundary on the availability and capability of the hardware resources today, Mixture-of-Experts (MoE) models become one of the most promising model architectures due to their significant…

Time series foundation models (TSFMs) have recently achieved remarkable success in universal forecasting by leveraging large-scale pretraining on diverse time series data. Complementing this progress, incorporating frequency-domain…

Transformer-based models have recently made significant advances in accurate time-series forecasting, but even these architectures struggle to scale efficiently while capturing long-term temporal dynamics. Mixture-of-Experts (MoE) layers…

We introduce Timer-S1, a strong Mixture-of-Experts (MoE) time series foundation model with 8.3B total parameters, 0.75B activated parameters for each token, and a context length of 11.5K. To overcome the scalability bottleneck in existing…

The Mixture of Experts (MoE) models are an emerging class of sparsely activated deep learning models that have sublinear compute costs with respect to their parameters. In contrast with dense models, the sparse architecture of MoE offers…

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Time series foundation models have demonstrated impressive performance as zero-shot forecasters. However, achieving effectively unified training on time series remains an open challenge. Existing approaches introduce some level of model…

Real-world time series exhibit complex and evolving dynamics, making accurate forecasting extremely challenging. Recent multi-modal forecasting methods leverage textual information such as news reports to improve prediction, but most rely…

Mixture-of-Experts (MoE) language models can reduce computational costs by 2-4$\times$ compared to dense models without sacrificing performance, making them more efficient in computation-bounded scenarios. However, MoE models generally…

Mixture-of-Experts (MoE) models enable scalable performance by activating large parameter sets sparsely, minimizing computational overhead. To mitigate the prohibitive cost of training MoEs from scratch, recent work employs upcycling,…

Long-term time series forecasting is essential in areas like finance and weather prediction. Besides traditional methods that operate in the time domain, many recent models transform time series data into the frequency domain to better…

Mixture-of-Experts (MoE) models typically fix the number of activated experts $k$ at both training and inference. However, real-world deployments often face heterogeneous hardware, fluctuating workloads, and diverse quality-latency…

Contemporary transformer architectures apply identical processing depth to all inputs, creating inefficiencies and limiting reasoning quality. Simple factual queries are subjected to the same multilayered computation as complex logical…

Mixture-of-Expert (MoE) based large language models (LLMs), such as the recent Mixtral and DeepSeek-MoE, have shown great promise in scaling model size without suffering from the quadratic growth of training cost of dense transformers. Like…

We propose a novel adaptive Mixture-of-Experts (MoE) framework for time series forecasting that enhances expert specialization by incorporating expert-specific loss information directly into the training process. Notably, the overall…

Time series foundation models excel at diverse time series forecasting tasks, but their capacity for continuous improvement through incremental learning remains unexplored. We present the first comprehensive study investigating these…

Time series forecasting models are increasingly scaled through large Transformer backbones, yet most existing approaches process all series through a shared dense computation path despite substantial heterogeneity in temporal structure.…

With the increasing data volume, there is a trend of using large-scale pre-trained models to store the knowledge into an enormous number of model parameters. The training of these models is composed of lots of dense algebras, requiring a…

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios. Recently, contrastive learning and Transformer-based models have achieved good performance in many long-term series…