用轻量路由选最优时间序列模型,不依赖大模型也能高效预测。
TimeRouter: Efficient and Adaptive Routing of Time-Series Foundation Models

- 通过学习路由头+选择性门控,动态选最佳时间序列模型。
- 在GIFT-EVAL上达到0.6765的MASE,性能领先。
- 适合构建基于基础模型的时间序列智能系统。
时间序列基础模型(TSFMs)正被用于新兴的代理式时间序列系统中作为预测专家。然而,不同TSFM具有异质归纳偏置,单一模型无法在所有预测场景下保持优势,导致专家选择成为关键挑战。现有系统常依赖大语言模型(LLM)进行决策,带来显著推理开销。本文提出TimeRouter,一种高效的路由框架,通过轻量级判别式路由、选择性门控和集成回退机制,利用预训练TSFMs池间的经验互补性实现自适应专家选择。具体而言,TimeRouter结合学习的路由头、选择性门控与集成回退,可在推理时无需调用LLM,实现高效决策。该方法在GIFT-EVAL排行榜上取得0.6765的最终测试集MASE,达到当前最优水平。消融实验揭示了模型池构成与选择性门控的重要性。综合来看,TimeRouter可作为未来基于基础模型池的代理式时间序列系统的模块化、轻量级路由层。代码已开源:https://github.com/UConn-DSIS/TimeRouter。
原文摘要 · Abstract (English)
Time-series foundation models (TSFMs) are increasingly explored as predictive experts within emerging agentic time-series systems. However, TSFMs exhibit heterogeneous inductive biases, and no single model consistently dominates across forecasting regimes, making expert selection a critical challenge. Existing systems often delegate this decision to LLM-based controllers, incurring substantial inference overhead. We present TimeRouter, an efficient routing framework that leverages empirical complementarity across a pool of pretrained TSFMs through lightweight discriminative routing, selective gating, and ensemble fallback. Concretely, TimeRouter combines a learned routing head, a selective gate, and an ensemble fallback, enabling adaptive expert selection without invoking an LLM at inference time. TimeRouter achieves state-of-the-art performance on the GIFT-EVAL leaderboard, with an LB MASE of 0.6765. Beyond benchmark performance, our ablation studies provide empirical insights into TSFM routing design, highlighting the importance of pool composition and selective gating. Taken together, these results position TimeRouter as a modular and lightweight routing layer for future agentic time-series systems built upon foundation-model pools. Our code is available at https://github.com/UConn-DSIS/TimeRouter.
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