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A single forecasting model rarely performs well across all regimes, while dense ensembles increase inference cost and provide limited insight into expert suitability. This paper studies forecastability-aware expert routing: learning how data characteristics determine the suitability of forecasting experts. We propose \\method{}, a sparse mixture-of-experts framework that represents each series with a multidimensional forecastability fingerprint, mines expert-suitability targets from validation performance, and trains a cost-aware sparse router to activate a small budgeted set of experts for each series. Using a production-scale vending-machine sales dataset from Shandong New Beiyang (SNBC), where the forecasting component has bee","title":"FAME: Forecastability-Aware Mixture of Experts for Heterogeneous Time Series Forecasting","url":"https://arxiv.org/abs/2606.08896","vendor":"arxiv_cs_ai"},"summary":"arXiv:2606.08896v1 Announce Type: new \nAbstract: Large-scale retail and industrial forecasting systems contain many heterogeneous time series whose lifecycle, sparsity, volatility, seasonality, spectral patterns, and contextual sensitivity differ substantially. A single forecasting model rarely performs well across all regimes, while dense ensembles increase inference cost and provide limited insight into expert suitability. This paper studies forecastability-aware expert routing: learning how data characteristics determine the suitability of forecasting experts. We propose \\method{}, a sparse mixture-of-experts framework that represents each series with a multidimensional forecastability fingerprint, mines expert-suitability targets from validation performance, and trains a cost-aware sparse router to activate a small budgeted set of experts for each series. 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