Papers
arxiv:2609.31038

Aurora-X: Built for Extreme Time Series Forecasting

Published on Sep 25
Authors:
,
,
,
,
,
,
,
,

Abstract

Aurora-X is a billion-scale time series foundation model that uses progressive curriculum training, a unified architecture with sparse mixture-of-experts, and implicit quantile prediction to achieve state-of-the-art cross-domain forecasting with flexible inference scaling.

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.

Community

Sign up or log in to comment

Get this paper in your agent:

hf papers read 2609.31038
Don't have the latest CLI?
curl -LsSf https://hf.co/cli/install.sh | bash

Models citing this paper 0

No model linking this paper

Cite arxiv.org/abs/2609.31038 in a model README.md to link it from this page.

Datasets citing this paper 0

No dataset linking this paper

Cite arxiv.org/abs/2609.31038 in a dataset README.md to link it from this page.

Spaces citing this paper 0

No Space linking this paper

Cite arxiv.org/abs/2609.31038 in a Space README.md to link it from this page.

Collections including this paper 0

No Collection including this paper

Add this paper to a collection to link it from this page.