# ISMRNN: An Implicitly Segmented RNN Method with Mamba for Long-Term Time Series Forecasting

arXiv: https://arxiv.org/abs/2407.10768 · HTML: https://mlsanity.com/paper/2407.10768/

## Key facts

- No citing papers in the map yet (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 16 of its 26 references that are in the map.
- First posted on arXiv 15 Jul 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, 16 of 16)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [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)
- [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)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting](https://mlsanity.com/paper/2403.09898/) (2024)
- [SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting](https://mlsanity.com/paper/2308.11200/) (2023)
- [MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing](https://mlsanity.com/paper/2302.04501/) (2023)
- [DTMamba : Dual Twin Mamba for Time Series Forecasting](https://mlsanity.com/paper/2405.07022/) (2024)

## Abstract (arXiv)

Long time series forecasting aims to utilize historical information to forecast future states over extended horizons. Traditional RNN-based series forecasting methods struggle to effectively address long-term dependencies and gradient issues in long time series problems. Recently, SegRNN has emerged as a leading RNN-based model tailored for long-term series forecasting, demonstrating state-of-the-art performance while maintaining a streamlined architecture through innovative segmentation and parallel decoding techniques. Nevertheless, SegRNN has several limitations: its fixed segmentation disrupts data continuity and fails to effectively leverage information across different segments, the segmentation strategy employed by SegRNN does not fundamentally address the issue of information loss within the recurrent structure. To address these issues, we propose the ISMRNN method with three key enhancements: we introduce an implicit segmentation structure to decompose the time series and map it to segmented hidden states, resulting in denser information exchange during the segmentation phase. Additionally, we incorporate residual structures in the encoding layer to mitigate information loss within the recurrent structure. To extract information more effectively, we further integrate the Mamba architecture to enhance time series information extraction. Experiments on several real-world long time series forecasting datasets demonstrate that our model surpasses the performance of current state-of-the-art models.