TimeRouter: Efficient and Adaptive Routing of Time-Series Foundation Models
On the map: LLM agents and tool use → Financial trading and forecasting agents
Abstract (arXiv)
Time-series foundation models (TSFMs) are increasingly explored as predictive experts within emerging agentic time-series systems. However, TSFMs exhibit heterogeneous inductive biases, and no single model consistently dominates across forecasting regimes, making expert selection a critical challenge. Existing systems often delegate this decision to LLM-based controllers, incurring substantial inference overhead. We present TimeRouter, an efficient routing framework that leverages empirical complementarity across a pool of pretrained TSFMs through lightweight discriminative routing, selective gating, and ensemble fallback. Concretely, TimeRouter combines a learned routing head, a selective gate, and an ensemble fallback, enabling adaptive expert selection without invoking an LLM at inference time. TimeRouter achieves state-of-the-art performance on the GIFT-EVAL leaderboard, with an LB MASE of 0.6765. Beyond benchmark performance, our ablation studies provide empirical insights into TSFM routing design, highlighting the importance of pool composition and selective gating. Taken together, these results position TimeRouter as a modular and lightweight routing layer for future agentic time-series systems built upon foundation-model pools. Our code is available at https://github.com/UConn-DSIS/TimeRouter.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Placed in Financial trading and forecasting agents, one of 16 directions in LLM agents and tool use. Builds on 18 of its 21 references that are in the map. First posted on arXiv 10 Jun 2026.
Builds on
18 of 21 references.
Closest ancestors · 1
Same direction, newest first
- 2025TimeCopilot30 Aug
Other references · 17
- 2016XGBoost: A Scalable Tree Boosting Systemcited by 5,166
- 2017Selective Classification for Deep Neural Networkscited by 852
- 2024Chronos: Learning the Language of Time Seriescited by 759
- 2023A decoder-only foundation model for time-series forecastingcited by 692
- 2024Unified Training of Universal Time Series Forecasting Transformerscited by 614
- 2020Consistent Estimators for Learning to Defer to an Expertcited by 271
- 2024GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluationcited by 212
- 2025Chronos-2: From Univariate to Universal Forecastingcited by 194
- 2024Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Seriescited by 127
- 2025TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learningcited by 120
- 2022Calibrated Learning to Defer with One-vs-All Classifierscited by 69
- 2025Moirai 2.0: When Less Is More for Time Series Forecastingcited by 69
5 more
- 2026Revisiting the Generic Transformer: Deconstructing a Strong Baseline for Time Series Foundation Modelscited by 12
- 2025Understanding the Implicit Biases of Design Choices for Time Series Foundation Modelscited by 8
- 2025Conversational Time Series Foundation Models: Towards Explainable and Effective Forecastingcited by 8
- 2025Synapse: Adaptive Arbitration of Complementary Expertise in Time Series Foundational Modelscited by 7
- 2025One-Embedding-Fits-All: Efficient Zero-Shot Time Series Forecasting by a Model Zoocited by 3
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Citing papers per year: 2026: 2.
2 papers.
Similar, not cited
Close in wording, no citation either way
- 2026AME-TS: Anchored Mixture-of-Experts for Time Series Forecasting
- 2026TimeRFT: Stimulating Generalizable Time Series Forecasting for TSFMs via Reinforcement Finetuning
- 2026TimeRSI: Towards Self-Improved Agentic Deployment for Time-Series Foundation Models
- 2026Timer-S1: A Billion-Scale Time Series Foundation Model with Serial Scaling
- 2026Dynamic TMoE: A Drift-Aware Dynamic Mixture of Experts Framework for Non-Stationary Time Series Forecasting
- 2025TimeSeriesScientist: A General-Purpose AI Agent for Time Series Analysis
- 2026TSRouter: Dynamic Modality-Model Selection for Time Series Reasoning
- 2026Fuzzy-MoE: Interpretable Regime-Conditioned Expert Routing for Non-Stationary Multivariate Time Series Forecasting