# CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2406.05316 · HTML: https://mlsanity.com/paper/2406.05316/

## Key facts

- Cited by 8 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 36 of its 51 references that are in the map.
- First posted on arXiv 8 Jun 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 36)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [mixup: Beyond Empirical Risk Minimization](https://mlsanity.com/paper/1710.09412/) (2017)
- [Squeeze-and-Excitation Networks](https://mlsanity.com/paper/1709.01507/) (2017)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [CutMix: Regularization Strategy to Train Strong Classifiers with Localizable Features](https://mlsanity.com/paper/1905.04899/) (2019)
- [CBAM: Convolutional Block Attention Module](https://mlsanity.com/paper/1807.06521/) (2018)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [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)
- [Vision Mamba: Efficient Visual Representation Learning with Bidirectional State Space Model](https://mlsanity.com/paper/2401.09417/) (2024)
- [VMamba: Visual State Space Model](https://mlsanity.com/paper/2401.10166/) (2024)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [RWKV: Reinventing RNNs for the Transformer Era](https://mlsanity.com/paper/2305.13048/) (2023)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [Hungry Hungry Hippos: Towards Language Modeling with State Space Models](https://mlsanity.com/paper/2212.14052/) (2022)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [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)
- [Long Range Language Modeling via Gated State Spaces](https://mlsanity.com/paper/2206.13947/) (2022)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Graph-Mamba: Towards Long-Range Graph Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2402.00789/) (2024)
- [Augmenting Data with Mixup for Sentence Classification: An Empirical Study](https://mlsanity.com/paper/1905.08941/) (2019)
- [Is Mamba Effective for Time Series Forecasting?](https://mlsanity.com/paper/2403.11144/) (2024)
- [The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2304.05206/) (2023)
- [SiMBA: Simplified Mamba-Based Architecture for Vision and Multivariate Time series](https://mlsanity.com/paper/2403.15360/) (2024)
- [EasyTPP: Towards Open Benchmarking Temporal Point Processes](https://mlsanity.com/paper/2307.08097/) (2023)

## Built on by (most cited first, 8 of 8)

- [Sequential Order-Robust Mamba for Time Series Forecasting](https://mlsanity.com/paper/2410.23356/) (2024)
- [WSSM: Geographic-enhanced hierarchical state-space model for global station weather forecast](https://mlsanity.com/paper/2501.11238/) (2025)
- [Future-Aware Interaction Network For Motion Forecasting](https://mlsanity.com/paper/2503.06565/) (2025)
- [Channel Normalization for Time Series Channel Identification](https://mlsanity.com/paper/2506.00432/) (2025)
- [Venturing into Uncharted Waters: The Navigation Compass from Transformer to Mamba](https://mlsanity.com/paper/2406.16722/) (2024)
- [MoEMba: A Mamba-based Mixture of Experts for High-Density EMG-based Hand Gesture Recognition](https://mlsanity.com/paper/2502.17457/) (2025)
- [Contrast Similarity-Aware Dual-Pathway Mamba for Multivariate Time Series Node Classification](https://mlsanity.com/paper/2411.12222/) (2024)
- [DeMa: Dual-Path Delay-Aware Mamba for Efficient Multivariate Time Series Analysis](https://mlsanity.com/paper/2601.05527/) (2026)

## Abstract (arXiv)

Recent advancements in multivariate time series forecasting have been propelled by Linear-based, Transformer-based, and Convolution-based models, with Transformer-based architectures gaining prominence for their efficacy in temporal and cross-channel mixing. More recently, Mamba, a state space model, has emerged with robust sequence and feature mixing capabilities. However, the suitability of the vanilla Mamba design for time series forecasting remains an open question, particularly due to its inadequate handling of cross-channel dependencies. Capturing cross-channel dependencies is critical in enhancing the performance of multivariate time series prediction. Recent findings show that self-attention excels in capturing cross-channel dependencies, whereas other simpler mechanisms, such as MLP, may degrade model performance. This is counterintuitive, as MLP, being a learnable architecture, should theoretically capture both correlations and irrelevances, potentially leading to neutral or improved performance. Diving into the self-attention mechanism, we attribute the observed degradation in MLP performance to its lack of data dependence and global receptive field, which result in MLP's lack of generalization ability. Based on the above insights, we introduce a refined Mamba variant tailored for time series forecasting. Our proposed model, CMamba, incorporates a modified Mamba (M-Mamba) module for temporal dependencies modeling, a global data-dependent MLP (GDD-MLP) to effectively capture cross-channel dependencies, and a Channel Mixup mechanism to mitigate overfitting. Comprehensive experiments conducted on seven real-world datasets demonstrate the efficacy of our model in improving forecasting performance.