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We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimates the observed series as functions of latent variables that…

Machine Learning · Statistics 2022-05-20 Haoxuan Wu , David S. Matteson , Martin T. Wells

Forecasting in the real world requires integrating structured time-series data with unstructured textual information, but existing methods are architecturally limited by fixed input/output horizons and are unable to model or quantify…

Machine Learning · Computer Science 2025-10-27 Sungjun Cho , Changho Shin , Suenggwan Jo , Xinya Yan , Shourjo Aditya Chaudhuri , Frederic Sala

Large language models (LLMs) have demonstrated their effectiveness in multivariate time series classification (MTSC). Effective adaptation of LLMs for MTSC necessitates informative data representations. Existing LLM-based methods directly…

Artificial Intelligence · Computer Science 2025-10-29 Jiahao Wang , Mingyue Cheng , Qingyang Mao , Yitong Zhou , Daoyu Wang , Qi Liu , Feiyang Xu , Xin Li

Structured State Space Models (SSMs), which are at the heart of the recently popular Mamba architecture, are powerful tools for sequence modeling. However, their theoretical foundation relies on a complex, multi-stage process of…

Machine Learning · Computer Science 2025-12-23 Sutashu Tomonaga , Kenji Doya , Noboru Murata

The goal of this paper is to provide a system identification-friendly introduction to the Structured State-space Models (SSMs). These models have become recently popular in the machine learning community since, owing to their…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Fabio Bonassi , Carl Andersson , Per Mattsson , Thomas B. Schön

Long-range time series forecasting remains challenging, as it requires capturing non-stationary and multi-scale temporal dependencies while maintaining noise robustness, efficiency, and stability. Transformer-based architectures such as…

Machine Learning · Computer Science 2025-09-03 Stefan-Alexandru Jura , Mihai Udrescu , Alexandru Topirceanu

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

Point cloud videos capture dynamic 3D motion while reducing the effects of lighting and viewpoint variations, making them highly effective for recognizing subtle and continuous human actions. Although Selective State Space Models (SSMs)…

Computer Vision and Pattern Recognition · Computer Science 2025-08-21 Peiming Li , Ziyi Wang , Yulin Yuan , Hong Liu , Xiangming Meng , Junsong Yuan , Mengyuan Liu

Models using structured state space sequence (S4) layers have achieved state-of-the-art performance on long-range sequence modeling tasks. An S4 layer combines linear state space models (SSMs), the HiPPO framework, and deep learning to…

Machine Learning · Computer Science 2023-03-06 Jimmy T. H. Smith , Andrew Warrington , Scott W. Linderman

Recurrent neural networks (RNNs), temporal convolutions, and neural differential equations (NDEs) are popular families of deep learning models for time-series data, each with unique strengths and tradeoffs in modeling power and…

Machine Learning · Computer Science 2021-10-28 Albert Gu , Isys Johnson , Karan Goel , Khaled Saab , Tri Dao , Atri Rudra , Christopher Ré

Spiking neural networks (SNNs) provide an energy-efficient solution by utilizing the spike-based and sparse nature of biological systems. Since the advent of Transformers, SNNs have struggled to compete with artificial networks on long…

Neural and Evolutionary Computing · Computer Science 2024-10-24 Yan Zhong , Ruoyu Zhao , Chao Wang , Qinghai Guo , Jianguo Zhang , Zhichao Lu , Luziwei Leng

Large language models have achieved remarkable success in time series prediction tasks, but their substantial computational and memory requirements limit deployment on lightweight platforms. In this paper, we propose the Symbolic Transition…

Machine Learning · Computer Science 2026-02-03 Namkyung Yoon , Hwangnam Kim

Modeling long range dependencies in sequential data is a fundamental step towards attaining human-level performance in many modalities such as text, vision, audio and video. While attention-based models are a popular and effective choice in…

Machine Learning · Computer Science 2022-05-20 Ankit Gupta , Albert Gu , Jonathan Berant

Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and forecasting settings. Traditionally, state space models have…

Machine Learning · Statistics 2020-06-12 Anna K. Yanchenko , Sayan Mukherjee

Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for…

Machine Learning · Computer Science 2025-12-17 Xingjian Wu , Xiangfei Qiu , Hanyin Cheng , Zhengyu Li , Jilin Hu , Chenjuan Guo , Bin Yang

We investigate the expressive power of state space models (SSM), which have recently emerged as a potential alternative to transformer architectures in large language models. Building on recent work, we analyse SSM expressiveness through…

Logic in Computer Science · Computer Science 2026-01-28 Eric Alsmann , Lowejatan Noori , Martin Lange

State Space Models (SSM) is a MATLAB 7.0 software toolbox for doing time series analysis by state space methods. The software features fully interactive construction and combination of models, with support for univariate and multivariate…

Computation · Statistics 2007-06-26 Jyh-Ying Peng , John A. D. Aston

State space models (SSMs) have recently shown promising results on small-scale sequence and language modelling tasks, rivalling and outperforming many attention-based approaches. In this paper, we propose a multi-head state space (MH-SSM)…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-29 Yassir Fathullah , Chunyang Wu , Yuan Shangguan , Junteng Jia , Wenhan Xiong , Jay Mahadeokar , Chunxi Liu , Yangyang Shi , Ozlem Kalinli , Mike Seltzer , Mark J. F. Gales

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

Efficient state space models (SSMs), such as linear recurrent neural networks and linear attention variants, offer computational advantages over Transformers but struggle with tasks requiring long-range in-context retrieval-like text…

Computation and Language · Computer Science 2025-02-25 Sam Blouir , Jimmy T. H. Smith , Antonios Anastasopoulos , Amarda Shehu