# Aurora-X: Built for Extreme Time Series Forecasting

arXiv: https://arxiv.org/abs/2609.31038 · HTML: https://mlsanity.com/paper/2609.31038/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 53 of its 63 references that are in the map.
- First posted on arXiv 25 Sep 2026.

## Builds on (most cited first, 30 of 53)

- [Qwen Technical Report](https://mlsanity.com/paper/2309.16609/) (2023)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Root Mean Square Layer Normalization](https://mlsanity.com/paper/1910.07467/) (2019)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (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)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [L1: Controlling How Long A Reasoning Model Thinks With Reinforcement Learning](https://mlsanity.com/paper/2503.04697/) (2025)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Follow Your Pose: Pose-Guided Text-to-Video Generation using Pose-Free Videos](https://mlsanity.com/paper/2304.01186/) (2023)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation](https://mlsanity.com/paper/2410.10393/) (2024)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Chronos-2: From Univariate to Universal Forecasting](https://mlsanity.com/paper/2510.15821/) (2025)
- [Sundial: A Family of Highly Capable Time Series Foundation Models](https://mlsanity.com/paper/2502.00816/) (2025)
- [Follow-Your-Emoji: Fine-Controllable and Expressive Freestyle Portrait Animation](https://mlsanity.com/paper/2406.01900/) (2024)
- [TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning](https://mlsanity.com/paper/2505.23719/) (2025)
- [DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting](https://mlsanity.com/paper/2412.10859/) (2024)
- [Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting](https://mlsanity.com/paper/2402.05956/) (2024)
- [Controllable Video Generation: A Survey](https://mlsanity.com/paper/2507.16869/) (2025)
- [CATCH: Channel-Aware multivariate Time Series Anomaly Detection via Frequency Patching](https://mlsanity.com/paper/2410.12261/) (2024)
- [fev-bench: A Realistic Benchmark for Time Series Forecasting](https://mlsanity.com/paper/2509.26468/) (2025)
- [TAB: Unified Benchmarking of Time Series Anomaly Detection Methods](https://mlsanity.com/paper/2506.18046/) (2025)
- [Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline](https://mlsanity.com/paper/2505.11250/) (2025)
- [MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2401.00423/) (2023)
- [DBLoss: Decomposition-based Loss Function for Time Series Forecasting](https://mlsanity.com/paper/2510.23672/) (2025)

## Abstract (arXiv)

Time series foundation models (TSFMs) enable cross-domain forecasting, but their development as general-purpose forecasters remains constrained by underexplored training potential and limited architectural versatility. To address these challenges, we introduce Aurora-X, a billion-scale TSFM with a progressive curriculum and a unified architecture. We first use channel-independent pretraining to learn temporal patterns, then introduce cross-variable dependencies, varied context and horizon lengths, and future covariates if available during midtraining. Variable-resolution post-training further enables an adjustable temporal span per token at inference. With fixed model weights, this supports longer histories under a fixed token budget or fewer tokens for the same history, enabling test-time scaling. With a versatile architecture, Aurora-X supports cross-variable modeling, covariate conditioning, and parallel decoding of future patches for probabilistic forecasting. These are supported by a novel pattern-guided mixture-of-experts that expands model capacity through sparse activation and uses shallow patch similarities to constrain deep-layer routing, guiding expert specialization across heterogeneous time series. Furthermore, we propose an implicit quantile network head that predicts arbitrary quantiles to characterize predictive distributions, enhancing probabilistic forecasting flexibility. Comprehensive experiments on GIFT-Eval, TIME, FEV-Bench, TFB, and DAG-Bench demonstrate state-of-the-art forecasting performance against pretrained TSFMs and task-specific supervised models.