# A Decomposition-based State Space Model for Multivariate Time-Series Forecasting

arXiv: https://arxiv.org/abs/2602.05389 · HTML: https://mlsanity.com/paper/2602.05389/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 28 references that are in the map.
- First posted on arXiv 5 Feb 2026.

## Builds on (most cited first, 18 of 18)

- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [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)
- [Transformers are SSMs: Generalized Models and Efficient Algorithms Through Structured State Space Duality](https://mlsanity.com/paper/2405.21060/) (2024)
- [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)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Simplified State Space Layers for Sequence Modeling](https://mlsanity.com/paper/2208.04933/) (2022)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [Deep Learning for Time Series Forecasting: Tutorial and Literature Survey](https://mlsanity.com/paper/2004.10240/) (2020)
- [Mamba-360: Survey of State Space Models as Transformer Alternative for Long Sequence Modelling: Methods, Applications, and Challenges](https://mlsanity.com/paper/2404.16112/) (2024)
- [State Space Model for New-Generation Network Alternative to Transformers: A Survey](https://mlsanity.com/paper/2404.09516/) (2024)
- [Dual-path Mamba: Short and Long-term Bidirectional Selective Structured State Space Models for Speech Separation](https://mlsanity.com/paper/2403.18257/) (2024)
- [Mamba-R: Vision Mamba ALSO Needs Registers](https://mlsanity.com/paper/2405.14858/) (2024)

## Built on by (most cited first, 2 of 2)

- [TERN: A Delta-rule Memory with a Seasonal Reference and Online Adaptation for Epidemic Forecasting](https://mlsanity.com/paper/2609.18407/) (2026)
- [Learning Where to Look: A Shared Relative-Alignment Module for Time-Series Forecasting and PPG-to-Vital-Sign Reconstruction](https://mlsanity.com/paper/2609.27473/) (2026)

## Abstract (arXiv)

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular residuals. Existing methods often rely on rigid, hand-crafted decompositions or generic end-to-end architectures that entangle components and underuse structure shared across variables. To address these limitations, we propose DecompSSM, an end-to-end decomposition framework using three parallel deep state space model branches to capture trend, seasonal, and residual components. The model features adaptive temporal scales via an input-dependent predictor, a refinement module for shared cross-variable context, and an auxiliary loss that enforces reconstruction and orthogonality. Across standard benchmarks (ECL, Weather, ETTm2, and PEMS04), DecompSSM outperformed strong baselines, indicating the effectiveness of combining component-wise deep state space models and global context refinement.