ASGMamba: Adaptive Spectral Gating Mamba for Multivariate Time Series Forecasting
On the map: State-space sequence models (S4, Mamba) → Time series forecasting with SSMs
Abstract (arXiv)
Long-term multivariate time series forecasting (LTSF) plays a crucial role in various high-performance computing applications, including real-time energy grid management and large-scale traffic flow simulation. However, existing solutions face a dilemma: Transformer-based models suffer from quadratic complexity, limiting their scalability on long sequences, while linear State Space Models (SSMs) often struggle to distinguish valuable signals from high-frequency noise, leading to wasted state capacity. To bridge this gap, we propose ASGMamba, an efficient forecasting framework designed for resource-constrained supercomputing environments. ASGMamba integrates a lightweight Adaptive Spectral Gating (ASG) mechanism that dynamically filters noise based on local spectral energy, enabling the Mamba backbone to focus its state evolution on robust temporal dynamics. Furthermore, we introduce a hierarchical multi-scale architecture with variable-specific Node Embeddings to capture diverse physical characteristics. Extensive experiments on nine benchmarks demonstrate that ASGMamba achieves state-of-the-art accuracy. While keeping strictly O(L) complexity we significantly reduce the memory usage on long-horizon tasks, thus establishing ASGMamba as a scalable solution for high-throughput forecasting in resource limited environments.The code is available at https://github.com/hit636/ASGMamba
Key facts. No citing papers in the map yet (data through 7 Oct 2026). Placed in Time series forecasting with SSMs, one of 10 directions in State-space sequence models (S4, Mamba). Builds on 23 of its 40 references that are in the map. First posted on arXiv 2 Feb 2026.
Builds on
23 of 40 references.
Closest ancestors · 3
Same direction, newest first
- 2025ms-Mamba: Multi-scale Mamba for Time-Series Forecasting10 Apr
- 2024Is Mamba Effective for Time Series Forecasting?17 Mar
- 2024TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting14 Mar
Other references · 20
- 2017Attention Is All You Needcited by 59,932
- 2023Mamba: Linear-Time Sequence Modeling with Selective State Spacescited by 4,616
- 2021Efficiently Modeling Long Sequences with Structured State Spacescited by 2,424
- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 1,981
- 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,654
- 2022Are Transformers Effective for Time Series Forecasting?cited by 1,400
- 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,200
- 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,030
- 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 906
- 2024TimeMixer: Decomposable Multiscale Mixing for Time Series Forecastingcited by 333
- 2023Long-term Forecasting with TiDE: Time-series Dense Encodercited by 327
8 more
- 2019Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019cited by 270
- 2024TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methodscited by 242
- 2024Deep Time Series Models: A Comprehensive Survey and Benchmarkcited by 191
- 2023FITS: Modeling Time Series with 10k Parameterscited by 185
- 2023LargeST: A Benchmark Dataset for Large-Scale Traffic Forecastingcited by 116
- 2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmarkcited by 105
- 2025A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspectivecited by 58
- 2024A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecastingcited by 14
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- 2024SST: Multi-Scale Hybrid Mamba-Transformer Experts for Time Series Forecasting
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