# Long Range Switching Time Series Prediction via State Space Model

arXiv: https://arxiv.org/abs/2407.19201 · HTML: https://mlsanity.com/paper/2407.19201/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 20 of its 29 references that are in the map.
- First posted on arXiv 27 Jul 2024.

## Builds on (most cited first, 20 of 20)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Longformer: The Long-Document Transformer](https://mlsanity.com/paper/2004.05150/) (2020)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [Transformers are RNNs: Fast Autoregressive Transformers with Linear Attention](https://mlsanity.com/paper/2006.16236/) (2020)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Long Range Arena: A Benchmark for Efficient Transformers](https://mlsanity.com/paper/2011.04006/) (2020)
- [Combining Recurrent, Convolutional, and Continuous-time Models with Linear State-Space Layers](https://mlsanity.com/paper/2110.13985/) (2021)
- [HiPPO: Recurrent Memory with Optimal Polynomial Projections](https://mlsanity.com/paper/2008.07669/) (2020)
- [Hungry Hungry Hippos: Towards Language Modeling with State Space Models](https://mlsanity.com/paper/2212.14052/) (2022)
- [On the Parameterization and Initialization of Diagonal State Space Models](https://mlsanity.com/paper/2206.11893/) (2022)
- [Diagonal State Spaces are as Effective as Structured State Spaces](https://mlsanity.com/paper/2203.14343/) (2022)
- [Unitary Evolution Recurrent Neural Networks](https://mlsanity.com/paper/1511.06464/) (2015)
- [It's Raw! Audio Generation with State-Space Models](https://mlsanity.com/paper/2202.09729/) (2022)
- [Long Movie Clip Classification with State-Space Video Models](https://mlsanity.com/paper/2204.01692/) (2022)
- [UnICORNN: A recurrent model for learning very long time dependencies](https://mlsanity.com/paper/2103.05487/) (2021)
- [Recurrent switching linear dynamical systems](https://mlsanity.com/paper/1610.08466/) (2016)
- [Collapsed Amortized Variational Inference for Switching Nonlinear Dynamical Systems](https://mlsanity.com/paper/1910.09588/) (2019)

## Abstract (arXiv)

In this study, we delve into the Structured State Space Model (S4), Change Point Detection methodologies, and the Switching Non-linear Dynamics System (SNLDS). Our central proposition is an enhanced inference technique and long-range dependency method for SNLDS. The cornerstone of our approach is the fusion of S4 and SNLDS, leveraging the strengths of both models to effectively address the intricacies of long-range dependencies in switching time series. Through rigorous testing, we demonstrate that our proposed methodology adeptly segments and reproduces long-range dependencies in both the 1-D Lorenz dataset and the 2-D bouncing ball dataset. Notably, our integrated approach outperforms the standalone SNLDS in these tasks.