# UmambaTSF: A U-shaped Multi-Scale Long-Term Time Series Forecasting Method Using Mamba

arXiv: https://arxiv.org/abs/2410.11278 · HTML: https://mlsanity.com/paper/2410.11278/

## Key facts

- Cited by 3 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 31 of its 47 references that are in the map.
- First posted on arXiv 15 Oct 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 31)

- [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)
- [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)
- [Vision Mamba: Efficient Visual Representation Learning with Bidirectional State Space Model](https://mlsanity.com/paper/2401.09417/) (2024)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Sigmoid-Weighted Linear Units for Neural Network Function Approximation in Reinforcement Learning](https://mlsanity.com/paper/1702.03118/) (2017)
- [Simplified State Space Layers for Sequence Modeling](https://mlsanity.com/paper/2208.04933/) (2022)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [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)
- [Swin-UMamba: Mamba-based UNet with ImageNet-based pretraining](https://mlsanity.com/paper/2402.03302/) (2024)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [Is Mamba Effective for Time Series Forecasting?](https://mlsanity.com/paper/2403.11144/) (2024)
- [Cobra: Extending Mamba to Multi-Modal Large Language Model for Efficient Inference](https://mlsanity.com/paper/2403.14520/) (2024)
- [VL-Mamba: Exploring State Space Models for Multimodal Learning](https://mlsanity.com/paper/2403.13600/) (2024)
- [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)
- [SiMBA: Simplified Mamba-Based Architecture for Vision and Multivariate Time series](https://mlsanity.com/paper/2403.15360/) (2024)
- [Flowformer: Linearizing Transformers with Conservation Flows](https://mlsanity.com/paper/2202.06258/) (2022)
- [TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting](https://mlsanity.com/paper/2403.09898/) (2024)
- [Multi-scale Attention Flow for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2205.07493/) (2022)

## Built on by (most cited first, 3 of 3)

- [Automatic selection of the best neural architecture for time series forecasting](https://mlsanity.com/paper/2501.12215/) (2025)
- [Bidirectional Linear Recurrent Models for Sequence-Level Multisource Fusion](https://mlsanity.com/paper/2504.08964/) (2025)
- [Adaptive Normalization Mamba with Multi Scale Trend Decomposition and Patch MoE Encoding](https://mlsanity.com/paper/2512.06929/) (2025)

## Abstract (arXiv)

Multivariate Time series forecasting is crucial in domains such as transportation, meteorology, and finance, especially for predicting extreme weather events. State-of-the-art methods predominantly rely on Transformer architectures, which utilize attention mechanisms to capture temporal dependencies. However, these methods are hindered by quadratic time complexity, limiting the model's scalability with respect to input sequence length. This significantly restricts their practicality in the real world. Mamba, based on state space models (SSM), provides a solution with linear time complexity, increasing the potential for efficient forecasting of sequential data. In this study, we propose UmambaTSF, a novel long-term time series forecasting framework that integrates multi-scale feature extraction capabilities of U-shaped encoder-decoder multilayer perceptrons (MLP) with Mamba's long sequence representation. To improve performance and efficiency, the Mamba blocks introduced in the framework adopt a refined residual structure and adaptable design, enabling the capture of unique temporal signals and flexible channel processing. In the experiments, UmambaTSF achieves state-of-the-art performance and excellent generality on widely used benchmark datasets while maintaining linear time complexity and low memory consumption.