# Revitalizing Canonical Pre-Alignment for Irregular Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2508.01971 · HTML: https://mlsanity.com/paper/2508.01971/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- Builds on 21 of its 44 references that are in the map.
- First posted on arXiv 4 Aug 2025.

## Builds on (most cited first, 21 of 21)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [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)
- [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)
- [Modeling Irregular Time Series with Continuous Recurrent Units](https://mlsanity.com/paper/2111.11344/) (2021)
- [Warpformer: A Multi-scale Modeling Approach for Irregular Clinical Time Series](https://mlsanity.com/paper/2306.09368/) (2023)
- [TimesURL: Self-supervised Contrastive Learning for Universal Time Series Representation Learning](https://mlsanity.com/paper/2312.15709/) (2023)
- [CrossFormer++: A Versatile Vision Transformer Hinging on Cross-scale Attention](https://mlsanity.com/paper/2303.06908/) (2023)
- [CirT: Global Subseasonal-to-Seasonal Forecasting with Geometry-inspired Transformer](https://mlsanity.com/paper/2502.19750/) (2025)
- [Unleashing The Power of Pre-Trained Language Models for Irregularly Sampled Time Series](https://mlsanity.com/paper/2408.08328/) (2024)
- [Unraveling Spatio-Temporal Foundation Models via the Pipeline Lens: A Comprehensive Review](https://mlsanity.com/paper/2506.01364/) (2025)
- [TSFool: Crafting Highly-Imperceptible Adversarial Time Series through Multi-Objective Attack](https://mlsanity.com/paper/2209.06388/) (2022)
- [DualCast: A Model to Disentangle Aperiodic Events from Traffic Series](https://mlsanity.com/paper/2411.18286/) (2024)
- [Time Series Imputation](https://mlsanity.com/paper/1903.09732/) (2019)

## Built on by (most cited first, 6 of 6)

- [Bridging Time and Frequency: A Joint Modeling Framework for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2602.00582/) (2026)
- [Acoustic Interference: A New Paradigm Weaponizing Acoustic Latent Semantic for Universal Jailbreak against Large Audio Language Models](https://mlsanity.com/paper/2605.18168/) (2026)
- [SEDformer: Event-Synchronous Spiking Transformers for Irregular Telemetry Time Series Forecasting](https://mlsanity.com/paper/2602.02230/) (2026)
- [Rethinking Irregular Time Series Forecasting from the Perspective of Basis Functions](https://mlsanity.com/paper/2608.17284/) (2026)
- [Beyond MSE: Rethinking the Evaluation Metric and Benchmarking for Irregular Time Series Forecasting](https://mlsanity.com/paper/2608.17293/) (2026)
- [BITS: Rethinking Fair and Comprehensive Evaluation for Irregular Time Series Forecasting](https://mlsanity.com/paper/2609.33303/) (2026)

## Abstract (arXiv)

Irregular multivariate time series (IMTS), characterized by uneven sampling and inter-variate asynchrony, fuel many forecasting applications yet remain challenging to model efficiently. Canonical Pre-Alignment (CPA) has been widely adopted in IMTS modeling by padding zeros at every global timestamp, thereby alleviating inter-variate asynchrony and unifying the series length, but its dense zero-padding inflates the pre-aligned series length, especially when numerous variates are present, causing prohibitive compute overhead. Recent graph-based models with patching strategies sidestep CPA, but their local message passing struggles to capture global inter-variate correlations. Therefore, we posit that CPA should be retained, with the pre-aligned series properly handled by the model, enabling it to outperform state-of-the-art graph-based baselines that sidestep CPA. Technically, we propose KAFNet, a compact architecture grounded in CPA for IMTS forecasting that couples (1) Pre-Convolution module for sequence smoothing and sparsity mitigation, (2) Temporal Kernel Aggregation module for learnable compression and modeling of intra-series irregularity, and (3) Frequency Linear Attention blocks for the low-cost inter-series correlations modeling in the frequency domain. Experiments on multiple IMTS datasets show that KAFNet achieves state-of-the-art forecasting performance, with a 7.2× parameter reduction and a 8.4× training-inference acceleration.