Aurora-X: Built for Extreme Time Series Forecasting

Xingjian Wu, Chenjuan Guo, Xiangfei Qiu, Zhigang Hu, Hanyin Cheng +4

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…