# AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Data

arXiv: https://arxiv.org/abs/2310.20280 · HTML: https://mlsanity.com/paper/2310.20280/

## Key facts

- Cited by 17 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 20 references that are in the map.
- First posted on arXiv 31 Oct 2023.

## Builds on (most cited first, 10 of 10)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [On the Opportunities and Risks of Foundation Models](https://mlsanity.com/paper/2108.07258/) (2021)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [On the Properties of Neural Machine Translation: Encoder-Decoder Approaches](https://mlsanity.com/paper/1409.1259/) (2014)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)

## Built on by (most cited first, 17 of 17)

- [Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series](https://mlsanity.com/paper/2401.03955/) (2024)
- [Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts](https://mlsanity.com/paper/2410.10469/) (2024)
- [This Time is Different: An Observability Perspective on Time Series Foundation Models](https://mlsanity.com/paper/2505.14766/) (2025)
- [fev-bench: A Realistic Benchmark for Time Series Forecasting](https://mlsanity.com/paper/2509.26468/) (2025)
- [Output Scaling: YingLong-Delayed Chain of Thought in a Large Pretrained Time Series Forecasting Model](https://mlsanity.com/paper/2506.11029/) (2025)
- [Revisiting the Generic Transformer: Deconstructing a Strong Baseline for Time Series Foundation Models](https://mlsanity.com/paper/2602.06909/) (2026)
- [Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modeling](https://mlsanity.com/paper/2605.27286/) (2026)
- [TelecomTS: A Multi-Modal Observability Dataset for Time Series and Language Analysis](https://mlsanity.com/paper/2510.06063/) (2025)
- [Zero-shot Forecasting by Simulation Alone](https://mlsanity.com/paper/2601.00970/) (2026)
- [Into the ORBIT for Time Series: Training Regimes for Foundation Models](https://mlsanity.com/paper/2608.13262/) (2026)
- [Super-Linear: A Lightweight Pretrained Mixture of Linear Experts for Time Series Forecasting](https://mlsanity.com/paper/2509.15105/) (2025)
- [Adapting Time Series Foundation Models through Data Mixtures](https://mlsanity.com/paper/2603.02840/) (2026)
- [Foundation Models and Fine-Tuning: Toward a New Generation of Models for Time Series Forecasting](https://mlsanity.com/paper/2607.23146/) (2026)
- [RMISC: A Large-scale Real-world Multivariate Corpus for Time Series Foundation Models](https://mlsanity.com/paper/2607.06504/) (2026)
- [Predictability-Aware Compression and Decompression Framework for Multichannel Time Series Data with Latent Seasonality](https://mlsanity.com/paper/2506.00614/) (2025)
- [Mod`eles de Fondation et Ajustement : Vers une Nouvelle G'en'eration de Mod`eles pour la Pr'evision des S'eries Temporelles](https://mlsanity.com/paper/2511.22674/) (2025)
- [When Do Corrective Features Help? An Agent for Corrective Feature Discovery on Black-Box Forecasters](https://mlsanity.com/paper/2608.05207/) (2026)

## Abstract (arXiv)

The efficiency of business processes relies on business key performance indicators (Biz-KPIs), that can be negatively impacted by IT failures. Business and IT Observability (BizITObs) data fuses both Biz-KPIs and IT event channels together as multivariate time series data. Forecasting Biz-KPIs in advance can enhance efficiency and revenue through proactive corrective measures. However, BizITObs data generally exhibit both useful and noisy inter-channel interactions between Biz-KPIs and IT events that need to be effectively decoupled. This leads to suboptimal forecasting performance when existing multivariate forecasting models are employed. To address this, we introduce AutoMixer, a time-series Foundation Model (FM) approach, grounded on the novel technique of channel-compressed pretrain and finetune workflows. AutoMixer leverages an AutoEncoder for channel-compressed pretraining and integrates it with the advanced TSMixer model for multivariate time series forecasting. This fusion greatly enhances the potency of TSMixer for accurate forecasts and also generalizes well across several downstream tasks. Through detailed experiments and dashboard analytics, we show AutoMixer's capability to consistently improve the Biz-KPI's forecasting accuracy (by 11-15%) which directly translates to actionable business insights.