# ConvTimeNet: A Deep Hierarchical Fully Convolutional Model for Multivariate Time Series Analysis

arXiv: https://arxiv.org/abs/2403.01493 · HTML: https://mlsanity.com/paper/2403.01493/

## Key facts

- Cited by 27 papers in the map (data through 14 Oct 2026).
- Builds on 39 of its 58 references that are in the map.
- First posted on arXiv 3 Mar 2024.

## Builds on (most cited first, 30 of 39)

- [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)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [EfficientNet: Rethinking Model Scaling for Convolutional Neural Networks](https://mlsanity.com/paper/1905.11946/) (2019)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [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)
- [Deformable Convolutional Networks](https://mlsanity.com/paper/1703.06211/) (2017)
- [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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [InceptionTime: Finding AlexNet for Time Series Classification](https://mlsanity.com/paper/1909.04939/) (2019)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [ReZero is All You Need: Fast Convergence at Large Depth](https://mlsanity.com/paper/2003.04887/) (2020)
- [MINIROCKET: A Very Fast (Almost) Deterministic Transform for Time Series Classification](https://mlsanity.com/paper/2012.08791/) (2020)
- [N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting](https://mlsanity.com/paper/2201.12886/) (2022)
- [HIVE-COTE 2.0: a new meta ensemble for time series classification](https://mlsanity.com/paper/2104.07551/) (2021)
- [Bake off redux: a review and experimental evaluation of recent time series classification algorithms](https://mlsanity.com/paper/2304.13029/) (2023)
- [Multi-Scale Convolutional Neural Networks for Time Series Classification](https://mlsanity.com/paper/1603.06995/) (2016)
- [Spatio-Temporal Meta-Graph Learning for Traffic Forecasting](https://mlsanity.com/paper/2211.14701/) (2022)
- [Deep Learning for Time Series Classification and Extrinsic Regression: A Current Survey](https://mlsanity.com/paper/2302.02515/) (2023)
- [On the Connection between Local Attention and Dynamic Depth-wise Convolution](https://mlsanity.com/paper/2106.04263/) (2021)

## Built on by (most cited first, 27 of 27)

- [From Values to Tokens: An LLM-Driven Framework for Context-aware Time Series Forecasting via Symbolic Discretization](https://mlsanity.com/paper/2508.09191/) (2025)
- [Position: Beyond Model-Centric Prediction -- Agentic Time Series Forecasting](https://mlsanity.com/paper/2602.01776/) (2026)
- [MemCast: Memory-Driven Time Series Forecasting with Experience-Conditioned Reasoning](https://mlsanity.com/paper/2602.03164/) (2026)
- [TableTime: Reformulating Time Series Classification as Training-Free Table Understanding with Large Language Models](https://mlsanity.com/paper/2411.15737/) (2024)
- [FTMixer: Frequency and Time Domain Representations Fusion for Time Series Modeling](https://mlsanity.com/paper/2405.15256/) (2024)
- [Efficient Source-Free Time-Series Adaptation via Parameter Subspace Disentanglement](https://mlsanity.com/paper/2410.02147/) (2024)
- [Unveiling the Potential of Text in High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/2501.07048/) (2025)
- [Conditional Denoising Meets Polynomial Modeling: A Flexible Decoupled Framework for Time Series Forecasting](https://mlsanity.com/paper/2410.13253/) (2024)
- [DisenTS: Disentangled Channel Evolving Pattern Modeling for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2410.22981/) (2024)
- [Uncovering Insights of Compound Flooding with Data-Driven AI](https://mlsanity.com/paper/2506.04281/) (2025)
- [TimeFlow: Towards Stochastic-Aware and Efficient Time Series Generation via Flow Matching Modeling](https://mlsanity.com/paper/2511.07968/) (2025)
- [InstructTime++: Time Series Classification with Multimodal Language Modeling via Implicit Feature Enhancement](https://mlsanity.com/paper/2601.14968/) (2026)
- [Adaptive Convolutional Forecasting Network Based on Time Series Feature-Driven](https://mlsanity.com/paper/2405.12038/) (2024)
- [EffiCANet: Efficient Time Series Forecasting with Convolutional Attention](https://mlsanity.com/paper/2411.04669/) (2024)
- [LLM4Fluid: Large Language Models as Generalizable Neural Solvers for Fluid Dynamics](https://mlsanity.com/paper/2601.21681/) (2026)
- [A Hybrid Multi-Factor Network with Dynamic Sequence Modeling for Early Warning of Intraoperative Hypotension](https://mlsanity.com/paper/2409.11064/) (2024)
- [FSMLP: Modelling Channel Dependencies With Simplex Theory Based Multi-Layer Perceptions In Frequency Domain](https://mlsanity.com/paper/2412.01654/) (2024)
- [On Multivariate Financial Time Series Classification](https://mlsanity.com/paper/2504.17664/) (2025)
- [Multimodal Forecasting of Sparse Intraoperative Hypotension Events Powered by Language Model](https://mlsanity.com/paper/2505.22116/) (2025)
- [CoGenCast: A Coupled Autoregressive-Flow Generative Framework for Time Series Forecasting](https://mlsanity.com/paper/2602.03564/) (2026)
- [ROMAN: A Multiscale Routing Operator for Convolutional Time Series Models](https://mlsanity.com/paper/2604.02577/) (2026)
- [SURGE: An Event-Centric Social Media Sentiment Time Series Benchmark with Interaction Structure](https://mlsanity.com/paper/2605.21198/) (2026)
- [TimeGuard: Channel-wise Pool Training for Backdoor Defense in Time Series Forecasting](https://mlsanity.com/paper/2605.22365/) (2026)
- [BatteryMFormer: Multi-level Learning for Battery Degradation Trajectory Forecasting](https://mlsanity.com/paper/2605.27044/) (2026)
- [A Human-in-the-Loop Autonomous Agent for Industry Time Series Forecasting](https://mlsanity.com/paper/2608.30976/) (2026)
- [JudgeCast: Time Series Forecasting with Experience-Informed Covariate Judgements](https://mlsanity.com/paper/2609.36966/) (2026)
- [World2TS: Real-World Event Context for Time-Series Forecasting](https://mlsanity.com/paper/2610.14861/) (2026)

## Abstract (arXiv)

Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in this area. Despite their effectiveness, they lack adaptive perception of local patterns in temporally dependent basic units and fail to capture the multi-scale dependency among these units. Instead of relying on prevalent methods centered around self-attention mechanisms, we propose ConvTimeNet, a hierarchical pure convolutional model designed for time series analysis. ConvTimeNet introduces a deformable patch layer that adaptively perceives local patterns of temporally dependent basic units in a data-driven manner. Based on the extracted local patterns, hierarchical pure convolutional blocks are designed to capture dependency relationships among the representations of basic units at different scales. Moreover, a large kernel mechanism is employed to ensure that convolutional blocks can be deeply stacked, thereby achieving a larger receptive field. In this way, local patterns and their multi-scale dependencies can be effectively modeled within a single model. Extensive experiments comparing a wide range of different types of models demonstrate that pure convolutional models still exhibit strong viability, effectively addressing the aforementioned two challenges and showing superior performance across multiple tasks. The code is available for reproducibility.