# Breaking Silos: Adaptive Model Fusion Unlocks Better Time Series Forecasting

arXiv: https://arxiv.org/abs/2505.18442 · HTML: https://mlsanity.com/paper/2505.18442/

## Key facts

- Cited by 12 papers in the map (data through 14 Oct 2026).
- Builds on 56 of its 111 references that are in the map.
- First posted on arXiv 24 May 2025.

## Builds on (most cited first, 30 of 56)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [Time Series Forecasting With Deep Learning: A Survey](https://mlsanity.com/paper/2004.13408/) (2020)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [Auto-Sklearn 2.0: Hands-free AutoML via Meta-Learning](https://mlsanity.com/paper/2007.04074/) (2020)
- [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://mlsanity.com/paper/2311.06184/) (2023)
- [Are Language Models Actually Useful for Time Series Forecasting?](https://mlsanity.com/paper/2406.16964/) (2024)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [DIMES: A Differentiable Meta Solver for Combinatorial Optimization Problems](https://mlsanity.com/paper/2210.04123/) (2022)
- [Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark](https://mlsanity.com/paper/2008.08004/) (2020)
- [Model-Agnostic Counterfactual Reasoning for Eliminating Popularity Bias in Recommender System](https://mlsanity.com/paper/2010.15363/) (2020)
- [Discrete-state Continuous-time Diffusion for Graph Generation](https://mlsanity.com/paper/2405.11416/) (2024)
- [How Efficient is LLM-Generated Code? A Rigorous & High-Standard Benchmark](https://mlsanity.com/paper/2406.06647/) (2024)
- [Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal Narrative](https://mlsanity.com/paper/2502.08942/) (2025)
- [Adversarial Graph Contrastive Learning with Information Regularization](https://mlsanity.com/paper/2202.06491/) (2022)
- [AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2308.05566/) (2023)
- [VCR-Graphormer: A Mini-batch Graph Transformer via Virtual Connections](https://mlsanity.com/paper/2403.16030/) (2024)
- [Network of Tensor Time Series](https://mlsanity.com/paper/2102.07736/) (2021)
- [Networked Time Series Imputation via Position-aware Graph Enhanced Variational Autoencoders](https://mlsanity.com/paper/2305.18612/) (2023)
- [Augmentations in Hypergraph Contrastive Learning: Fabricated and Generative](https://mlsanity.com/paper/2210.03801/) (2022)
- [Class-Imbalanced Graph Learning without Class Rebalancing](https://mlsanity.com/paper/2308.14181/) (2023)

## Built on by (most cited first, 12 of 12)

- [TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis](https://mlsanity.com/paper/2510.01538/) (2025)
- [PLANETALIGN: A Comprehensive Python Library for Benchmarking Network Alignment](https://mlsanity.com/paper/2505.21366/) (2025)
- [Harnessing Consistency for Robust Test-Time LLM Ensemble](https://mlsanity.com/paper/2510.13855/) (2025)
- [Post-Training in Time Series Foundation Models: A Unifying Framework](https://mlsanity.com/paper/2607.20002/) (2026)
- [Continual Low-Rank Adapters for LLM-based Generative Recommender Systems](https://mlsanity.com/paper/2510.25093/) (2025)
- [Saffron-1: Safety Inference Scaling](https://mlsanity.com/paper/2506.06444/) (2025)
- [Graph homophily booster: Reimagining the role of discrete features in heterophilic graph learning](https://mlsanity.com/paper/2602.07256/) (2026)
- [ReMix: Reinforcement routing for mixtures of LoRAs in LLM finetuning](https://mlsanity.com/paper/2603.10160/) (2026)
- [Cognitive Load Traces as Symbolic and Visual Accounts of Deep Model Cognition](https://mlsanity.com/paper/2510.15980/) (2025)
- [Dual-Prototype Disentanglement: A Context-Aware Enhancement Framework for Time Series Forecasting](https://mlsanity.com/paper/2601.16632/) (2026)
- [AdaWeather: Adaptively Mixing Probabilistic Weather Forecasts with Logarithmic Regret](https://mlsanity.com/paper/2606.02663/) (2026)
- [Structuring and Tokenizing Distributed User Interest Context for Generative Recommendation](https://mlsanity.com/paper/2606.20554/) (2026)

## Abstract (arXiv)

Time-series forecasting plays a critical role in many real-world applications. Although increasingly powerful models have been developed and achieved superior results on benchmark datasets, through a fine-grained sample-level inspection, we find that (i) no single model consistently outperforms others across different test samples, but instead (ii) each model excels in specific cases. These findings prompt us to explore how to adaptively leverage the distinct strengths of various forecasting models for different samples. We introduce TimeFuse, a framework for collective time-series forecasting with sample-level adaptive fusion of heterogeneous models. TimeFuse utilizes meta-features to characterize input time series and trains a learnable fusor to predict optimal model fusion weights for any given input. The fusor can leverage samples from diverse datasets for joint training, allowing it to adapt to a wide variety of temporal patterns and thus generalize to new inputs, even from unseen datasets. Extensive experiments demonstrate the effectiveness of TimeFuse in various long-/short-term forecasting tasks, achieving near-universal improvement over the state-of-the-art individual models. Code is available at https://github.com/ZhiningLiu1998/TimeFuse.