Forecasting irregularly sampled multivariate time series with missing values (IMTS) is a fundamental challenge in domains such as healthcare, climate science, and biology. While recent advances in vision and time series forecasting have shown that lightweight MLP-based architectures (e.g., MLP-Mixer, TSMixer) can rival attention-based models in both accuracy and efficiency, their applicability to irregular and sparse time series remains unexplored. In this paper, we propose IMTS-Mixer, a novel architecture that adapts the principles of Mixer models to the IMTS setting. IMTS-Mixer introduces two key components: (1) ISCAM, a channel-wise encoder that transforms irregular observations into fixed-size vectors using simple MLPs, and (2) ConTP, a continuous time decoder that supports forecasting at arbitrary time points. In our experiments on established benchmark datasets we show that our model achieves state-of-the- art performance in both forecasting accuracy and inference time, while using fewer parameters compared to baselines.
@article{arxiv.2502.11816,
title = {Mixing It Up: Exploring Mixer Networks for Irregular Multivariate Time Series Forecasting},
author = {Christian Klötergens and Tim Dernedde and Lars Schmidt-Thieme and Vijaya Krishna Yalavarthi},
journal= {arXiv preprint arXiv:2502.11816},
year = {2026}
}