# Is Mamba Effective for Time Series Forecasting?

arXiv: https://arxiv.org/abs/2403.11144 · HTML: https://mlsanity.com/paper/2403.11144/

## Key facts

- Cited by 114 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 45 of its 75 references that are in the map.
- First posted on arXiv 17 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, 30 of 45)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Swin Transformer: Hierarchical Vision Transformer using Shifted Windows](https://mlsanity.com/paper/2103.14030/) (2021)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [FlashAttention: Fast and Memory-Efficient Exact Attention with IO-Awareness](https://mlsanity.com/paper/2205.14135/) (2022)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [HuggingFace's Transformers: State-of-the-art Natural Language Processing](https://mlsanity.com/paper/1910.03771/) (2019)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [ViViT: A Video Vision Transformer](https://mlsanity.com/paper/2103.15691/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [A Survey on Evaluation of Large Language Models](https://mlsanity.com/paper/2307.03109/) (2023)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Vision Mamba: Efficient Visual Representation Learning with Bidirectional State Space Model](https://mlsanity.com/paper/2401.09417/) (2024)
- [Sigmoid-Weighted Linear Units for Neural Network Function Approximation in Reinforcement Learning](https://mlsanity.com/paper/1702.03118/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Simplified State Space Layers for Sequence Modeling](https://mlsanity.com/paper/2208.04933/) (2022)
- [Combining Recurrent, Convolutional, and Continuous-time Models with Linear State-Space Layers](https://mlsanity.com/paper/2110.13985/) (2021)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [HiPPO: Recurrent Memory with Optimal Polynomial Projections](https://mlsanity.com/paper/2008.07669/) (2020)
- [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)
- [VideoMamba: State Space Model for Efficient Video Understanding](https://mlsanity.com/paper/2403.06977/) (2024)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)

## Built on by (most cited first, 30 of 114)

- [State Space Model for New-Generation Network Alternative to Transformers: A Survey](https://mlsanity.com/paper/2404.09516/) (2024)
- [Mambular: A Sequential Model for Tabular Deep Learning](https://mlsanity.com/paper/2408.06291/) (2024)
- [Sports-Traj: A Unified Trajectory Generation Model for Multi-Agent Movement in Sports](https://mlsanity.com/paper/2405.17680/) (2024)
- [xLSTM-Mixer: Multivariate Time Series Forecasting by Mixing via Scalar Memories](https://mlsanity.com/paper/2410.16928/) (2024)
- [MADiff: Motion-Aware Mamba Diffusion Models for Hand Trajectory Prediction on Egocentric Videos](https://mlsanity.com/paper/2409.02638/) (2024)
- [SSD-TS: Exploring the Potential of Linear State Space Models for Diffusion Models in Time Series Imputation](https://mlsanity.com/paper/2410.13338/) (2024)
- [Beyond Sensor Data: Foundation Models of Behavioral Data from Wearables Improve Health Predictions](https://mlsanity.com/paper/2507.00191/) (2025)
- [Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space Models](https://mlsanity.com/paper/2410.09385/) (2024)
- [AVS-Mamba: Exploring Temporal and Multi-modal Mamba for Audio-Visual Segmentation](https://mlsanity.com/paper/2501.07810/) (2025)
- [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)
- [TSCMamba: Mamba Meets Multi-View Learning for Time Series Classification](https://mlsanity.com/paper/2406.04419/) (2024)
- [An Empirical Study of Mamba-based Pedestrian Attribute Recognition](https://mlsanity.com/paper/2407.10374/) (2024)
- [Time-SSM: Simplifying and Unifying State Space Models for Time Series Forecasting](https://mlsanity.com/paper/2405.16312/) (2024)
- [CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2406.05316/) (2024)
- [There are no Champions in Supervised Long-Term Time Series Forecasting](https://mlsanity.com/paper/2502.14045/) (2025)
- [Novel Diffusion Models for Multimodal 3D Hand Trajectory Prediction](https://mlsanity.com/paper/2504.07375/) (2025)
- [ms-Mamba: Multi-scale Mamba for Time-Series Forecasting](https://mlsanity.com/paper/2504.07654/) (2025)
- [Block-Biased Mamba for Long-Range Sequence Processing](https://mlsanity.com/paper/2505.09022/) (2025)
- [AutoHFormer: Efficient Hierarchical Autoregressive Transformer for Time Series Prediction](https://mlsanity.com/paper/2506.16001/) (2025)
- [FlowState: Sampling-Rate-Equivariant Time-Series Forecasting](https://mlsanity.com/paper/2508.05287/) (2025)
- [Learning General Causal Structures with Hidden Dynamic Process for Climate Analysis](https://mlsanity.com/paper/2501.12500/) (2025)
- [ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2502.16890/) (2025)
- [S4M: S4 for multivariate time series forecasting with Missing values](https://mlsanity.com/paper/2503.00900/) (2025)
- [Fake-Mamba: Real-Time Speech Deepfake Detection Using Bidirectional Mamba as Self-Attention's Alternative](https://mlsanity.com/paper/2508.09294/) (2025)
- [Sequential Order-Robust Mamba for Time Series Forecasting](https://mlsanity.com/paper/2410.23356/) (2024)
- [The Alpha-Alternator: Dynamic Adaptation To Varying Noise Levels In Sequences Using The Vendi Score For Improved Robustness and Performance](https://mlsanity.com/paper/2502.04593/) (2025)
- [Uni-Hand: Universal Hand Motion Forecasting in Egocentric Views](https://mlsanity.com/paper/2511.12878/) (2025)
- [Enhancing Multivariate Time Series Forecasting with Global Temporal Retrieval](https://mlsanity.com/paper/2602.10847/) (2026)

## Abstract (arXiv)

In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern and distill hidden patterns within historical time series data to forecast future states. Transformer-based models exhibit formidable efficacy in TSF, primarily attributed to their advantage in apprehending these patterns. However, the quadratic complexity of the Transformer leads to low computational efficiency and high costs, which somewhat hinders the deployment of the TSF model in real-world scenarios. Recently, Mamba, a selective state space model, has gained traction due to its ability to process dependencies in sequences while maintaining near-linear complexity. For TSF tasks, these characteristics enable Mamba to comprehend hidden patterns as the Transformer and reduce computational overhead compared to the Transformer. Therefore, we propose a Mamba-based model named Simple-Mamba (S-Mamba) for TSF. Specifically, we tokenize the time points of each variate autonomously via a linear layer. A bidirectional Mamba layer is utilized to extract inter-variate correlations and a Feed-Forward Network is set to learn temporal dependencies. Finally, the generation of forecast outcomes through a linear mapping layer. Experiments on thirteen public datasets prove that S-Mamba maintains low computational overhead and achieves leading performance. Furthermore, we conduct extensive experiments to explore Mamba's potential in TSF tasks. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.