Decomposing Irregular Time Series into Interpretable Temporal Patterns with Mixture-of-Experts
Irregularly-spaced sequential data, such as transaction logs, encode multi-scale temporal structure that is critical for prediction but difficult to recover explicitly with standard sequence models, which often trade interpretability for performance. We introduce MoTIF, an interpretable framework using mixture-of-experts (MoE) attention to decompose irregular time series into temporal patterns spanning minute-to-year scales. Each expert is trained via temporal alignment that induces attention specialization to a designated cyclical or within-range pattern, with label-free routing supervision that learns to activate the correct expert from patterns present in the data. On synthetic data with known temporal structure, MoTIF recovers correct routing well above chance (0.389/0.829 for range/cyclical patterns vs. 0.091 random) and outperforms all baselines, including a standard transformer and an unspecialized MoE, on next-value prediction. On a public credit card transaction dataset, MoTIF achieves higher macro-F1 than all baselines for next-amount prediction. Its learned routing reveals structure a black-box model cannot: transactions are governed primarily by intraday and short-interval rhythms, while fraudulent transactions show bursty, calendar-agnostic timing versus the steadier periodicity of legitimate ones. On downstream fraud detection, MoTIF matches standard transformer and MoE baselines and clearly outperforms recent sequential recommendation models used as embedding baselines. These results show that decomposing temporal structure into interpretable, expert-specific patterns need not sacrifice predictive accuracy, offering a practical route to sequence models that are both accurate and auditable in high-stakes settings. Code is available at https://anonymous.4open.science/r/MoTIF-82E4.