# N-BEATS-MOE: N-BEATS with a Mixture-of-Experts Layer for Heterogeneous Time Series Forecasting

arXiv: https://arxiv.org/abs/2508.07490 · HTML: https://mlsanity.com/paper/2508.07490/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Placed in MoE for time series and graphs, one of 12 directions in Mixture-of-experts.
- Builds on 21 of its 32 references that are in the map.
- First posted on arXiv 10 Aug 2025.

## Placed in

- Mixture-of-experts / [MoE for time series and graphs](https://mlsanity.com/moe/moe-for-time-series-and-graphs/)

## Builds on (most cited first, 21 of 21)

- [Outrageously Large Neural Networks: The Sparsely-Gated Mixture-of-Experts Layer](https://mlsanity.com/paper/1701.06538/) (2017)
- [Mixtral of Experts](https://mlsanity.com/paper/2401.04088/) (2024)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [GLaM: Efficient Scaling of Language Models with Mixture-of-Experts](https://mlsanity.com/paper/2112.06905/) (2021)
- [DeepSeekMoE: Towards Ultimate Expert Specialization in Mixture-of-Experts Language Models](https://mlsanity.com/paper/2401.06066/) (2024)
- [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)
- [Scaling Vision with Sparse Mixture of Experts](https://mlsanity.com/paper/2106.05974/) (2021)
- [Mixture-of-Experts with Expert Choice Routing](https://mlsanity.com/paper/2202.09368/) (2022)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [Auxiliary-Loss-Free Load Balancing Strategy for Mixture-of-Experts](https://mlsanity.com/paper/2408.15664/) (2024)
- [N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting](https://mlsanity.com/paper/2201.12886/) (2022)
- [Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts](https://mlsanity.com/paper/2410.10469/) (2024)
- [Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality](https://mlsanity.com/paper/2008.00444/) (2020)
- [Criteria for Classifying Forecasting Methods](https://mlsanity.com/paper/2212.03523/) (2022)
- [Robust Mixture-of-Expert Training for Convolutional Neural Networks](https://mlsanity.com/paper/2308.10110/) (2023)
- [Mixture-of-Linear-Experts for Long-term Time Series Forecasting](https://mlsanity.com/paper/2312.06786/) (2023)
- [Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift](https://mlsanity.com/paper/2410.09836/) (2024)
- [MEGAN: Mixture of Experts of Generative Adversarial Networks for Multimodal Image Generation](https://mlsanity.com/paper/1805.02481/) (2018)
- [A Time Series is Worth Five Experts: Heterogeneous Mixture of Experts for Traffic Flow Prediction](https://mlsanity.com/paper/2409.17440/) (2024)

## Built on by (most cited first, 1 of 1)

- [Hopformer: Homogeneity-Pursuit Transformer for Time Series Forecasting](https://mlsanity.com/paper/2607.22299/) (2026)

## Abstract (arXiv)

Deep learning approaches are increasingly relevant for time series forecasting tasks. Methods such as N-BEATS, which is built on stacks of multilayer perceptrons (MLPs) blocks, have achieved state-of-the-art results on benchmark datasets and competitions. N-BEATS is also more interpretable relative to other deep learning approaches, as it decomposes forecasts into different time series components, such as trend and seasonality. In this work, we present N-BEATS-MOE, an extension of N-BEATS based on a Mixture-of-Experts (MoE) layer. N-BEATS-MOE employs a dynamic block weighting strategy based on a gating network which allows the model to better adapt to the characteristics of each time series. We also hypothesize that the gating mechanism provides additional interpretability by identifying which expert is most relevant for each series. We evaluate our method across 12 benchmark datasets against several approaches, achieving consistent improvements on several datasets, especially those composed of heterogeneous time series.