GateTS: Versatile and Efficient Forecasting via Attention-Inspired routed Mixture-of-Experts
Organizations: Department of Artificial Intelligence, Lviv Polytechnic National University, Lviv, 79005, Ukraine · Department of Electrical Engineering, Eindhoven University of Technology, Eindhoven, 5612 AE, Netherlands · The Bartlett School of Sustainable Construction, University College London, London, WC1E 7HB, United Kingdom
Abstract
Accurate univariate forecasting remains a pressing need in real-world systems, such as energy markets, hydrology, retail demand, and IoT monitoring, where signals are often intermittent and horizons span both short- and long-term. While transformers and Mixture-of-Experts (MoE) architectures are increasingly favored for time-series forecasting, a key gap persists: MoE models typically require complicated training with both the main forecasting loss and auxiliary load-balancing losses, along with careful routing/temperature tuning, which hinders practical adoption. In this paper, we propose a model architecture that simplifies the training process for univariate time series forecasting and effectively addresses both long- and short-term horizons, including intermittent patterns. Our approach combines sparse MoE computation with a novel attention-inspired gating mechanism that replaces the traditional one-layer softmax router. Through extensive empirical evaluation, we demonstrate that our gating design naturally promotes balanced expert utilization and achieves superior predictive accuracy without requiring the auxiliary load-balancing losses typically used in classical MoE implementations. The model achieves better performance while utilizing only a fraction of the parameters required by state-of-the-art transformer models, such as PatchTST. Furthermore, experiments across diverse datasets confirm that our MoE architecture with the proposed gating mechanism is more computationally efficient than LSTM for both long- and short-term forecasting, enabling cost-effective inference. These results highlight the potential of our approach for practical time-series forecasting applications where both accuracy and computational efficiency are critical.
Figures & tables
| Model | MAE | RMSE | MASE | Params |
|---|---|---|---|---|
| GateTS | 10.898 0.14 | 18.838 0.17 | 0.188 | 49 952 |
| MOEhmm | 10.875 0.14 | 18.877 0.17 | 0.186 | 49 952 |
| MOEclassic | 12.775 0.15 | 20.047 0.17 | 0.218 | 49 952 |
| PatchTST | 14.068 0.12 | 19.588 0.13 | 0.240 | 141 200 |
| LSTM | 11.260 0.16 | 18.936 0.18 | 0.195 | 53 552 |
Time Series Forecasting
Time series forecasting predicts future values from ordered observations using statistical, neural, and probabilistic models to support decisions under uncertainty.
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