# TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting

arXiv: https://arxiv.org/abs/2403.09898 · HTML: https://mlsanity.com/paper/2403.09898/

## Key facts

- Cited by 64 papers in the map (data through 14 Oct 2026).
- Placed in Time series forecasting with SSMs, one of 10 directions in State-space sequence models (S4, Mamba).
- Builds on 29 of its 36 references that are in the map.
- First posted on arXiv 14 Mar 2024.

## Placed in

- State-space sequence models (S4, Mamba) / [Time series forecasting with SSMs](https://mlsanity.com/ssm/time-series-forecasting-with-ssms/)

## Builds on (most cited first, 29 of 29)

- [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)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [On the Opportunities and Risks of Foundation Models](https://mlsanity.com/paper/2108.07258/) (2021)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [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)
- [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)
- [Sigmoid-Weighted Linear Units for Neural Network Function Approximation in Reinforcement Learning](https://mlsanity.com/paper/1702.03118/) (2017)
- [Combining Recurrent, Convolutional, and Continuous-time Models with Linear State-Space Layers](https://mlsanity.com/paper/2110.13985/) (2021)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [U-Mamba: Enhancing Long-range Dependency for Biomedical Image Segmentation](https://mlsanity.com/paper/2401.04722/) (2024)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [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)
- [Unsupervised Representation Learning for Time Series with Temporal Neighborhood Coding](https://mlsanity.com/paper/2106.00750/) (2021)
- [Caduceus: Bi-Directional Equivariant Long-Range DNA Sequence Modeling](https://mlsanity.com/paper/2403.03234/) (2024)
- [Unsupervised Time-Series Representation Learning with Iterative Bilinear Temporal-Spectral Fusion](https://mlsanity.com/paper/2202.04770/) (2022)
- [The Hidden Attention of Mamba Models](https://mlsanity.com/paper/2403.01590/) (2024)
- [Graph Mamba: Towards Learning on Graphs with State Space Models](https://mlsanity.com/paper/2402.08678/) (2024)
- [Flowformer: Linearizing Transformers with Conservation Flows](https://mlsanity.com/paper/2202.06258/) (2022)
- [Universal Time-Series Representation Learning: A Survey](https://mlsanity.com/paper/2401.03717/) (2024)

## Built on by (most cited first, 30 of 64)

- [Is Mamba Effective for Time Series Forecasting?](https://mlsanity.com/paper/2403.11144/) (2024)
- [Mamba-360: Survey of State Space Models as Transformer Alternative for Long Sequence Modelling: Methods, Applications, and Challenges](https://mlsanity.com/paper/2404.16112/) (2024)
- [State Space Model for New-Generation Network Alternative to Transformers: A Survey](https://mlsanity.com/paper/2404.09516/) (2024)
- [A Survey of Mamba](https://mlsanity.com/paper/2408.01129/) (2024)
- [Mambular: A Sequential Model for Tabular Deep Learning](https://mlsanity.com/paper/2408.06291/) (2024)
- [MADiff: Motion-Aware Mamba Diffusion Models for Hand Trajectory Prediction on Egocentric Videos](https://mlsanity.com/paper/2409.02638/) (2024)
- [SST: Multi-Scale Hybrid Mamba-Transformer Experts for Time Series Forecasting](https://mlsanity.com/paper/2404.14757/) (2024)
- [TimePro: Efficient Multivariate Long-term Time Series Forecasting with Variable- and Time-Aware Hyper-state](https://mlsanity.com/paper/2505.20774/) (2025)
- [Bi-Mamba+: Bidirectional Mamba for Time Series Forecasting](https://mlsanity.com/paper/2404.15772/) (2024)
- [MambaTS: Improved Selective State Space Models for Long-term Time Series Forecasting](https://mlsanity.com/paper/2405.16440/) (2024)
- [HARMamba: Efficient and Lightweight Wearable Sensor Human Activity Recognition Based on Bidirectional Mamba](https://mlsanity.com/paper/2403.20183/) (2024)
- [TSCMamba: Mamba Meets Multi-View Learning for Time Series Classification](https://mlsanity.com/paper/2406.04419/) (2024)
- [The Forecast After the Forecast: A Post-Processing Shift in Time Series](https://mlsanity.com/paper/2601.20280/) (2026)
- [Time-SSM: Simplifying and Unifying State Space Models for Time Series Forecasting](https://mlsanity.com/paper/2405.16312/) (2024)
- [Multimodal Conditioned Diffusive Time Series Forecasting](https://mlsanity.com/paper/2504.19669/) (2025)
- [Learning the Context of Errors: Black-Box Online Adaptation of Time Series Foundation Models](https://mlsanity.com/paper/2606.14222/) (2026)
- [OPa-Ma: Text Guided Mamba for 360-degree Image Out-painting](https://mlsanity.com/paper/2407.10923/) (2024)
- [Integration of Mamba and Transformer -- MAT for Long-Short Range Time Series Forecasting with Application to Weather Dynamics](https://mlsanity.com/paper/2409.08530/) (2024)
- [On the Efficiency of NLP-Inspired Methods for Tabular Deep Learning](https://mlsanity.com/paper/2411.17207/) (2024)
- [Mamba4KT:An Efficient and Effective Mamba-based Knowledge Tracing Model](https://mlsanity.com/paper/2405.16542/) (2024)
- [Test Time Learning for Time Series Forecasting](https://mlsanity.com/paper/2409.14012/) (2024)
- [ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2502.16890/) (2025)
- [Sequential Order-Robust Mamba for Time Series Forecasting](https://mlsanity.com/paper/2410.23356/) (2024)
- [Optimising TinyML with Quantization and Distillation of Transformer and Mamba Models for Indoor Localisation on Edge Devices](https://mlsanity.com/paper/2412.09289/) (2024)
- [PowerMamba: A Deep State Space Model and Comprehensive Benchmark for Time Series Prediction in Electric Power Systems](https://mlsanity.com/paper/2412.06112/) (2024)
- [Not All Data are Good Labels: On the Self-supervised Labeling for Time Series Forecasting](https://mlsanity.com/paper/2502.14704/) (2025)
- [MambaSL: Exploring Single-Layer Mamba for Time Series Classification](https://mlsanity.com/paper/2604.15174/) (2026)
- [UmambaTSF: A U-shaped Multi-Scale Long-Term Time Series Forecasting Method Using Mamba](https://mlsanity.com/paper/2410.11278/) (2024)
- [LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series Forecasting](https://mlsanity.com/paper/2410.17159/) (2024)
- [Dataset-Driven Channel Masks in Transformers for Multivariate Time Series](https://mlsanity.com/paper/2410.23222/) (2024)

## Abstract (arXiv)

Long-term time-series forecasting remains challenging due to the difficulty in capturing long-term dependencies, achieving linear scalability, and maintaining computational efficiency. We introduce TimeMachine, an innovative model that leverages Mamba, a state-space model, to capture long-term dependencies in multivariate time series data while maintaining linear scalability and small memory footprints. TimeMachine exploits the unique properties of time series data to produce salient contextual cues at multi-scales and leverage an innovative integrated quadruple-Mamba architecture to unify the handling of channel-mixing and channel-independence situations, thus enabling effective selection of contents for prediction against global and local contexts at different scales. Experimentally, TimeMachine achieves superior performance in prediction accuracy, scalability, and memory efficiency, as extensively validated using benchmark datasets. Code availability: https://github.com/Atik-Ahamed/TimeMachine
