WaveMoE: A Wavelet-Enhanced Mixture-of-Experts Foundation Model for Time Series Forecasting

Fuente: arXiv
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Main Authors: Wu, Shunyu, Huang, Jiawei, Feng, Weibin, Li, Boxin, Zhang, Xiao, Meng, Erli, Li, Dan, Lou, Jian, Ng, See-Kiong
Format: Preprint
Published: 2026
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author Wu, Shunyu
Huang, Jiawei
Feng, Weibin
Li, Boxin
Zhang, Xiao
Meng, Erli
Li, Dan
Lou, Jian
Ng, See-Kiong
author_facet Wu, Shunyu
Huang, Jiawei
Feng, Weibin
Li, Boxin
Zhang, Xiao
Meng, Erli
Li, Dan
Lou, Jian
Ng, See-Kiong
contents 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 information yields promising performance in enhancing the modeling of complex temporal patterns, such as periodicity and localized high-frequency dynamics, which are prevalent in real-world time series. To advance this direction, we propose a new perspective that integrates explicit frequency-domain representations into scalable foundation models, and introduce WaveMoE, a wavelet-enhanced mixture-of-experts foundation model for time series forecasting. WaveMoE adopts a dual-path architecture that jointly processes time series tokens and wavelet tokens aligned along a unified temporal axis, and coordinates them through a shared expert routing mechanism that enables consistent expert specialization while efficiently scaling model capacity. Preliminary experimental results on 16 diverse benchmark datasets indicate that WaveMoE has the potential to further improve forecasting performance by incorporating wavelet-domain corpora.
format Preprint
id arxiv_https___arxiv_org_abs_2604_10544
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle WaveMoE: A Wavelet-Enhanced Mixture-of-Experts Foundation Model for Time Series Forecasting
Wu, Shunyu
Huang, Jiawei
Feng, Weibin
Li, Boxin
Zhang, Xiao
Meng, Erli
Li, Dan
Lou, Jian
Ng, See-Kiong
Machine Learning
Artificial Intelligence
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 information yields promising performance in enhancing the modeling of complex temporal patterns, such as periodicity and localized high-frequency dynamics, which are prevalent in real-world time series. To advance this direction, we propose a new perspective that integrates explicit frequency-domain representations into scalable foundation models, and introduce WaveMoE, a wavelet-enhanced mixture-of-experts foundation model for time series forecasting. WaveMoE adopts a dual-path architecture that jointly processes time series tokens and wavelet tokens aligned along a unified temporal axis, and coordinates them through a shared expert routing mechanism that enables consistent expert specialization while efficiently scaling model capacity. Preliminary experimental results on 16 diverse benchmark datasets indicate that WaveMoE has the potential to further improve forecasting performance by incorporating wavelet-domain corpora.
title WaveMoE: A Wavelet-Enhanced Mixture-of-Experts Foundation Model for Time Series Forecasting
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2604.10544