TimeExpert: Boosting Long Time Series Forecasting with Temporal Mix of Experts
This work solves forecasting challenges for real-world time series data, offering an incremental improvement over existing Transformer-based models.
The paper tackled the problem of long time series forecasting by addressing rigid context aggregation in Transformers, proposing the Temporal Mix of Experts (TMOE) mechanism, which improved forecasting accuracy on seven benchmarks, outperforming state-of-the-art methods.
Transformer-based architectures dominate time series modeling by enabling global attention over all timestamps, yet their rigid 'one-size-fits-all' context aggregation fails to address two critical challenges in real-world data: (1) inherent lag effects, where the relevance of historical timestamps to a query varies dynamically; (2) anomalous segments, which introduce noisy signals that degrade forecasting accuracy. To resolve these problems, we propose the Temporal Mix of Experts (TMOE), a novel attention-level mechanism that reimagines key-value (K-V) pairs as local experts (each specialized in a distinct temporal context) and performs adaptive expert selection for each query via localized filtering of irrelevant timestamps. Complementing this local adaptation, a shared global expert preserves the Transformer's strength in capturing long-range dependencies. We then replace the vanilla attention mechanism in popular time-series Transformer frameworks (i.e., PatchTST and Timer) with TMOE, without extra structural modifications, yielding our specific version TimeExpert and general version TimeExpert-G. Extensive experiments on seven real-world long-term forecasting benchmarks demonstrate that TimeExpert and TimeExpert-G outperform state-of-the-art methods. Code is available at https://github.com/xwmaxwma/TimeExpert.