# SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting

arXiv: https://arxiv.org/abs/2308.11200 · HTML: https://mlsanity.com/paper/2308.11200/

## Key facts

- Cited by 55 papers in the map (data through 14 Oct 2026).
- Builds on 35 of its 61 references that are in the map.
- First posted on arXiv 22 Aug 2023.

## Builds on (most cited first, 30 of 35)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [ViViT: A Video Vision Transformer](https://mlsanity.com/paper/2103.15691/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Transformers in Vision: A Survey](https://mlsanity.com/paper/2101.01169/) (2021)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Time Series Forecasting With Deep Learning: A Survey](https://mlsanity.com/paper/2004.13408/) (2020)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Unsupervised Scalable Representation Learning for Multivariate Time Series](https://mlsanity.com/paper/1901.10738/) (2019)
- [A Critical Review of Recurrent Neural Networks for Sequence Learning](https://mlsanity.com/paper/1506.00019/) (2015)
- [A Multi-Horizon Quantile Recurrent Forecaster](https://mlsanity.com/paper/1711.11053/) (2017)
- [Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2208.05233/) (2022)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2304.05206/) (2023)
- [Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx](https://mlsanity.com/paper/2104.05522/) (2021)
- [MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing](https://mlsanity.com/paper/2302.04501/) (2023)

## Built on by (most cited first, 30 of 55)

- [CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns](https://mlsanity.com/paper/2409.18479/) (2024)
- [SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion](https://mlsanity.com/paper/2404.14197/) (2024)
- [Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis](https://mlsanity.com/paper/2406.08627/) (2024)
- [From Google Gemini to OpenAI Q* (Q-Star): A Survey of Reshaping the Generative Artificial Intelligence (AI) Research Landscape](https://mlsanity.com/paper/2312.10868/) (2023)
- [Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective](https://mlsanity.com/paper/2402.11463/) (2024)
- [MambaTS: Improved Selective State Space Models for Long-term Time Series Forecasting](https://mlsanity.com/paper/2405.16440/) (2024)
- [TAMO: Fine-Grained Root Cause Analysis via Tool-Assisted LLM Agent with Multi-Modality Observation Data in Cloud-Native Systems](https://mlsanity.com/paper/2504.20462/) (2025)
- [Continual Learning for Smart City: A Survey](https://mlsanity.com/paper/2404.00983/) (2024)
- [CMoS: Rethinking Time Series Prediction Through the Lens of Chunk-wise Spatial Correlations](https://mlsanity.com/paper/2505.19090/) (2025)
- [DeformTime: Capturing Variable Dependencies with Deformable Attention for Time Series Forecasting](https://mlsanity.com/paper/2406.07438/) (2024)
- [Modeling Temporal Dependencies within the Target for Long-Term Time Series Forecasting](https://mlsanity.com/paper/2406.04777/) (2024)
- [Are KANs Effective for Multivariate Time Series Forecasting?](https://mlsanity.com/paper/2408.11306/) (2024)
- [ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2502.16890/) (2025)
- [From Observations to States: Latent Time Series Forecasting](https://mlsanity.com/paper/2602.00297/) (2026)
- [Enhancing Multivariate Time Series Forecasting with Global Temporal Retrieval](https://mlsanity.com/paper/2602.10847/) (2026)
- [Approximation Bounds for Recurrent Neural Networks with Application to Regression](https://mlsanity.com/paper/2409.05577/) (2024)
- [PGN: The RNN's New Successor is Effective for Long-Range Time Series Forecasting](https://mlsanity.com/paper/2409.17703/) (2024)
- [Gated QKAN-FWP: Scalable Quantum-inspired Sequence Learning](https://mlsanity.com/paper/2605.06734/) (2026)
- [Job-SDF: A Multi-Granularity Dataset for Job Skill Demand Forecasting and Benchmarking](https://mlsanity.com/paper/2406.11920/) (2024)
- [Conditional Denoising Meets Polynomial Modeling: A Flexible Decoupled Framework for Time Series Forecasting](https://mlsanity.com/paper/2410.13253/) (2024)
- [Continuous Evolution Pool: Taming Recurring Concept Drift in Online Time Series Forecasting](https://mlsanity.com/paper/2506.14790/) (2025)
- [PAX-TS: Model-agnostic multi-granular explanations for time series forecasting via localized perturbations](https://mlsanity.com/paper/2508.18982/) (2025)
- [FLAME: Flow Enhanced Legendre Memory Models for General Time Series Forecasting](https://mlsanity.com/paper/2512.14253/) (2025)
- [Sparsity-Aware Distributed Learning for Gaussian Processes with Linear Multiple Kernel](https://mlsanity.com/paper/2309.08201/) (2023)
- [Partial-Multivariate Model for Forecasting](https://mlsanity.com/paper/2408.09703/) (2024)
- [ModelRadar: Aspect-based Forecast Evaluation](https://mlsanity.com/paper/2504.00059/) (2025)
- [Foundation Models Knowledge Distillation For Battery Capacity Degradation Forecast](https://mlsanity.com/paper/2505.08151/) (2025)
- [HADL Framework for Noise Resilient Long-Term Time Series Forecasting](https://mlsanity.com/paper/2502.10569/) (2025)
- [Time Series Domain Adaptation via Latent Invariant Causal Mechanism](https://mlsanity.com/paper/2502.16637/) (2025)
- [MFRS: A Multi-Frequency Reference Series Approach to Scalable and Accurate Time-Series Forecasting](https://mlsanity.com/paper/2503.08328/) (2025)

## Abstract (arXiv)

RNN-based methods have faced challenges in the Long-term Time Series Forecasting (LTSF) domain when dealing with excessively long look-back windows and forecast horizons. Consequently, the dominance in this domain has shifted towards Transformer, MLP, and CNN approaches. The substantial number of recurrent iterations are the fundamental reasons behind the limitations of RNNs in LTSF. To address these issues, we propose two novel strategies to reduce the number of iterations in RNNs for LTSF tasks: Segment-wise Iterations and Parallel Multi-step Forecasting (PMF). RNNs that combine these strategies, namely SegRNN, significantly reduce the required recurrent iterations for LTSF, resulting in notable improvements in forecast accuracy and inference speed. Extensive experiments demonstrate that SegRNN not only outperforms SOTA Transformer-based models but also reduces runtime and memory usage by more than 78%. These achievements provide strong evidence that RNNs continue to excel in LTSF tasks and encourage further exploration of this domain with more RNN-based approaches. The source code is coming soon.