AdaMixT: Adaptive Weighted Mixture of Multi-Scale Expert Transformers for Time Series Forecasting

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Zhang, Huanyao, Lin, Jiaye, Zhang, Wentao, Yuan, Haitao, Li, Guoliang
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866911169086750720
author Zhang, Huanyao
Lin, Jiaye
Zhang, Wentao
Yuan, Haitao
Li, Guoliang
author_facet Zhang, Huanyao
Lin, Jiaye
Zhang, Wentao
Yuan, Haitao
Li, Guoliang
contents Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature fusion. These limitations hinder them from fully capturing the complex patterns inherent in time series, leading to constrained performance and insufficient generalizability. To address these challenges, we propose a novel architecture named Adaptive Weighted Mixture of Multi-Scale Expert Transformers (AdaMixT). Specifically, AdaMixT introduces various patches and leverages both General Pre-trained Models (GPM) and Domain-specific Models (DSM) for multi-scale feature extraction. To accommodate the heterogeneity of temporal features, AdaMixT incorporates a gating network that dynamically allocates weights among different experts, enabling more accurate predictions through adaptive multi-scale fusion. Comprehensive experiments on eight widely used benchmarks, including Weather, Traffic, Electricity, ILI, and four ETT datasets, consistently demonstrate the effectiveness of AdaMixT in real-world scenarios.
format Preprint
id arxiv_https___arxiv_org_abs_2509_18107
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle AdaMixT: Adaptive Weighted Mixture of Multi-Scale Expert Transformers for Time Series Forecasting
Zhang, Huanyao
Lin, Jiaye
Zhang, Wentao
Yuan, Haitao
Li, Guoliang
Machine Learning
Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature fusion. These limitations hinder them from fully capturing the complex patterns inherent in time series, leading to constrained performance and insufficient generalizability. To address these challenges, we propose a novel architecture named Adaptive Weighted Mixture of Multi-Scale Expert Transformers (AdaMixT). Specifically, AdaMixT introduces various patches and leverages both General Pre-trained Models (GPM) and Domain-specific Models (DSM) for multi-scale feature extraction. To accommodate the heterogeneity of temporal features, AdaMixT incorporates a gating network that dynamically allocates weights among different experts, enabling more accurate predictions through adaptive multi-scale fusion. Comprehensive experiments on eight widely used benchmarks, including Weather, Traffic, Electricity, ILI, and four ETT datasets, consistently demonstrate the effectiveness of AdaMixT in real-world scenarios.
title AdaMixT: Adaptive Weighted Mixture of Multi-Scale Expert Transformers for Time Series Forecasting
topic Machine Learning
url https://arxiv.org/abs/2509.18107