# Still Competitive: Revisiting Recurrent Models for Irregular Time Series Prediction

arXiv: https://arxiv.org/abs/2510.16161 · HTML: https://mlsanity.com/paper/2510.16161/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 42 references that are in the map.
- First posted on arXiv 17 Oct 2025.

## Builds on (most cited first, 22 of 22)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Simplified State Space Layers for Sequence Modeling](https://mlsanity.com/paper/2208.04933/) (2022)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [Neural Controlled Differential Equations for Irregular Time Series](https://mlsanity.com/paper/2005.08926/) (2020)
- [Multi-Time Attention Networks for Irregularly Sampled Time Series](https://mlsanity.com/paper/2101.10318/) (2021)
- [Transformer Hawkes Process](https://mlsanity.com/paper/2002.09291/) (2020)
- [GRU-ODE-Bayes: Continuous modeling of sporadically-observed time series](https://mlsanity.com/paper/1905.12374/) (2019)
- [Fully Neural Network based Model for General Temporal Point Processes](https://mlsanity.com/paper/1905.09690/) (2019)
- [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 Spatio-Temporal Point Processes](https://mlsanity.com/paper/2011.04583/) (2020)
- [Transformer Embeddings of Irregularly Spaced Events and Their Participants](https://mlsanity.com/paper/2201.00044/) (2021)
- [Recurrent Kalman Networks: Factorized Inference in High-Dimensional Deep Feature Spaces](https://mlsanity.com/paper/1905.07357/) (2019)
- [Learning to Reconstruct Missing Data from Spatiotemporal Graphs with Sparse Observations](https://mlsanity.com/paper/2205.13479/) (2022)
- [ContiFormer: Continuous-Time Transformer for Irregular Time Series Modeling](https://mlsanity.com/paper/2402.10635/) (2024)
- [HYPRO: A Hybridly Normalized Probabilistic Model for Long-Horizon Prediction of Event Sequences](https://mlsanity.com/paper/2210.01753/) (2022)
- [SNAP: A General Purpose Network Analysis and Graph Mining Library](https://mlsanity.com/paper/1606.07550/) (2016)
- [HyperIMTS: Hypergraph Neural Network for Irregular Multivariate Time Series Forecasting](https://mlsanity.com/paper/2505.17431/) (2025)

## Built on by (most cited first, 1 of 1)

- [SurF: A Generative Model for Multivariate Irregular Time Series Forecasting](https://mlsanity.com/paper/2605.14069/) (2026)

## Abstract (arXiv)

Modeling irregularly sampled multivariate time series is a persistent challenge in domains like healthcare and sensor networks. While recent works have explored a variety of complex learning architectures to solve the prediction problems for irregularly sampled time series, it remains unclear what the true benefits of some of these architectures are, and whether clever modifications of simpler and more efficient RNN-based algorithms are still competitive, i.e. they are on par with or even superior to these methods. In this work, we propose and study GRUwE: Gated Recurrent Unit with Exponential basis functions, that builds upon RNN-based architectures for observations made at irregular times. GRUwE supports both regression-based and event-based predictions in continuous time. GRUwE works by maintaining a Markov state representation of the time series that updates with the arrival of irregular observations. The Markov state update relies on two reset mechanisms: (i) observation-triggered reset to account for the new observation, and (ii) time-triggered reset that relies on learnable exponential decays, to support the predictions in continuous time. Our empirical evaluations across several real-world benchmarks on next-observation and next-event prediction tasks demonstrate that GRUwE can indeed achieve competitive or superior performance compared to the recent state-of-the-art (SOTA) methods. Thanks to its simplicity, GRUwE offers compelling advantages: it is easy to implement, requires minimal hyper-parameter tuning efforts, and significantly reduces the computational overhead in the online deployment.