Keywords: Mixture of Expert, Adaption, Gauss
Abstract: Multivariate time series forecasts are widely used, such as industrial, transportation and financial forecasts.
However, the dominant frequencies in time series may shift with the evolving spectral distribution of the data. Traditional Mixture of Experts (MoE) models, which employ a fixed number of experts, struggle to adapt to these changes, resulting in frequency coverage imbalance issue. Specifically, too few experts can lead to the overlooking of critical information, while too many can introduce noise.
To this end, we propose Ada-MoGE, an adaptive Gaussian Mixture of Experts model. Ada-MoGE integrates spectral intensity and frequency response to adaptively determine the number of experts, ensuring alignment with the input data's frequency distribution. This approach prevents both information loss due to an insufficient number of experts and noise contamination from an excess of experts. Additionally, to prevent noise introduction from direct band truncation, we employ Gaussian band-pass filtering to smoothly decompose the frequency domain features, further optimizing the feature representation. The experimental results show that our model achieves state-of-the-art performance on six public benchmarks with only 0.2 million parameters.
Primary Area: learning on time series and dynamical systems
Submission Number: 17789
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