# Let Experts Feel Uncertainty: A Multi-Expert Label Distribution Approach to Probabilistic Time Series Forecasting

arXiv: https://arxiv.org/abs/2602.04678 · HTML: https://mlsanity.com/paper/2602.04678/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in MoE for time series and graphs, one of 12 directions in Mixture-of-experts.
- Builds on 22 of its 29 references that are in the map.
- First posted on arXiv 4 Feb 2026.

## 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, 22 of 22)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [Outrageously Large Neural Networks: The Sparsely-Gated Mixture-of-Experts Layer](https://mlsanity.com/paper/1701.06538/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [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)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [LSTM: A Search Space Odyssey](https://mlsanity.com/paper/1503.04069/) (2015)
- [Gate-Variants of Gated Recurrent Unit (GRU) Neural Networks](https://mlsanity.com/paper/1701.05923/) (2017)
- [A Multi-Horizon Quantile Recurrent Forecaster](https://mlsanity.com/paper/1711.11053/) (2017)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes](https://mlsanity.com/paper/1910.03002/) (2019)
- [Label Distribution Learning](https://mlsanity.com/paper/1408.6027/) (2014)
- [Optimal Rates for Random Fourier Features](https://mlsanity.com/paper/1506.02155/) (2015)
- [Mixture of Experts (MoE): A Big Data Perspective](https://mlsanity.com/paper/2501.16352/) (2025)
- [Label-efficient Time Series Representation Learning: A Review](https://mlsanity.com/paper/2302.06433/) (2023)
- [Exposing the Achilles' Heel: Evaluating LLMs Ability to Handle Mistakes in Mathematical Reasoning](https://mlsanity.com/paper/2406.10834/) (2024)
- [Dynamic Combination of Heterogeneous Models for Hierarchical Time Series](https://mlsanity.com/paper/2112.11669/) (2021)

## Abstract (arXiv)

Time series forecasting in real-world applications requires both high predictive accuracy and interpretable uncertainty quantification. Traditional point prediction methods often fail to capture the inherent uncertainty in time series data, while existing probabilistic approaches struggle to balance computational efficiency with interpretability. We propose a novel Multi-Expert Learning Distributional Labels (LDL) framework that addresses these challenges through mixture-of-experts architectures with distributional learning capabilities. Our approach introduces two complementary methods: (1) Multi-Expert LDL, which employs multiple experts with different learned parameters to capture diverse temporal patterns, and (2) Pattern-Aware LDL-MoE, which explicitly decomposes time series into interpretable components (trend, seasonality, changepoints, volatility) through specialized sub-experts. Both frameworks extend traditional point prediction to distributional learning, enabling rich uncertainty quantification through Maximum Mean Discrepancy (MMD). We evaluate our methods on aggregated sales data derived from the M5 dataset, demonstrating superior performance compared to baseline approaches. The continuous Multi-Expert LDL achieves the best overall performance, while the Pattern-Aware LDL-MoE provides enhanced interpretability through component-wise analysis. Our frameworks successfully balance predictive accuracy with interpretability, making them suitable for real-world forecasting applications where both performance and actionable insights are crucial.