# Unlocking the Potential of Linear Networks for Irregular Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2505.00590 · HTML: https://mlsanity.com/paper/2505.00590/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 29 of its 43 references that are in the map.
- First posted on arXiv 1 May 2025.

## Builds on (most cited first, 29 of 29)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [LoRA: Low-Rank Adaptation of Large Language Models](https://mlsanity.com/paper/2106.09685/) (2021)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (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)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [Time Series Forecasting With Deep Learning: A Survey](https://mlsanity.com/paper/2004.13408/) (2020)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [Multi-Time Attention Networks for Irregularly Sampled Time Series](https://mlsanity.com/paper/2101.10318/) (2021)
- [GRU-ODE-Bayes: Continuous modeling of sporadically-observed time series](https://mlsanity.com/paper/1905.12374/) (2019)
- [Set Functions for Time Series](https://mlsanity.com/paper/1909.12064/) (2019)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (2023)
- [Graph-Guided Network for Irregularly Sampled Multivariate Time Series](https://mlsanity.com/paper/2110.05357/) (2021)
- [Modeling Irregular Time Series with Continuous Recurrent Units](https://mlsanity.com/paper/2111.11344/) (2021)
- [Neural Flows: Efficient Alternative to Neural ODEs](https://mlsanity.com/paper/2110.13040/) (2021)
- [Warpformer: A Multi-scale Modeling Approach for Irregular Clinical Time Series](https://mlsanity.com/paper/2306.09368/) (2023)
- [A Survey on Principles, Models and Methods for Learning from Irregularly Sampled Time Series](https://mlsanity.com/paper/2012.00168/) (2020)
- [An Analysis of Linear Time Series Forecasting Models](https://mlsanity.com/paper/2403.14587/) (2024)
- [Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators](https://mlsanity.com/paper/2401.17548/) (2024)
- [Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional Network](https://mlsanity.com/paper/2308.16818/) (2023)
- [Towards Long-Term Time-Series Forecasting: Feature, Pattern, and Distribution](https://mlsanity.com/paper/2301.02068/) (2023)
- [Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective](https://mlsanity.com/paper/2409.18696/) (2024)
- [Unleashing The Power of Pre-Trained Language Models for Irregularly Sampled Time Series](https://mlsanity.com/paper/2408.08328/) (2024)
- [Is Channel Independent strategy optimal for Time Series Forecasting?](https://mlsanity.com/paper/2310.17658/) (2023)

## Abstract (arXiv)

Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and effectiveness in modeling temporal dependencies, most existing research has concentrated on regularly sampled and fully observed multivariate time series. However, in practice, we frequently encounter irregular multivariate time series characterized by variable sampling intervals and missing values. The inherent intra-series inconsistency and inter-series asynchrony in such data hinder effective modeling and forecasting with traditional linear networks relying on static weights. To tackle these challenges, this paper introduces a novel model named AiT. AiT utilizes an adaptive linear network capable of dynamically adjusting weights according to observation time points to address intra-series inconsistency, thereby enhancing the accuracy of temporal dependencies modeling. Furthermore, by incorporating the Transformer module on variable semantics embeddings, AiT efficiently captures variable correlations, avoiding the challenge of inter-series asynchrony. Comprehensive experiments across four benchmark datasets demonstrate the superiority of AiT, improving prediction accuracy by 11% and decreasing runtime by 52% compared to existing state-of-the-art methods.