# StretchTime: Adaptive Time Series Forecasting via Symplectic Attention

arXiv: https://arxiv.org/abs/2602.08983 · HTML: https://mlsanity.com/paper/2602.08983/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 34 references that are in the map.
- First posted on arXiv 9 Feb 2026.

## Builds on (most cited first, 17 of 17)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Exploring the Limits of Transfer Learning with a Unified Text-to-Text Transformer](https://mlsanity.com/paper/1910.10683/) (2019)
- [RoFormer: Enhanced Transformer with Rotary Position Embedding](https://mlsanity.com/paper/2104.09864/) (2021)
- [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)
- [Train Short, Test Long: Attention with Linear Biases Enables Input Length Extrapolation](https://mlsanity.com/paper/2108.12409/) (2021)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Extending Context Window of Large Language Models via Positional Interpolation](https://mlsanity.com/paper/2306.15595/) (2023)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [The Impact of Positional Encoding on Length Generalization in Transformers](https://mlsanity.com/paper/2305.19466/) (2023)
- [Rotary Position Embedding for Vision Transformer](https://mlsanity.com/paper/2403.13298/) (2024)
- [OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain](https://mlsanity.com/paper/2505.08550/) (2025)
- [In-context Time Series Predictor](https://mlsanity.com/paper/2405.14982/) (2024)
- [Linear Transformers as VAR Models: Aligning Autoregressive Attention Mechanisms with Autoregressive Forecasting](https://mlsanity.com/paper/2502.07244/) (2025)

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

- [CAST: Causal Anchored Simplex Transport for Distribution-Valued Time Series](https://mlsanity.com/paper/2605.16919/) (2026)

## Abstract (arXiv)

Transformer architectures have established strong baselines in time series forecasting, yet they typically rely on positional encodings that assume uniform, index-based temporal progression. However, real-world systems, from shifting financial cycles to elastic biological rhythms, frequently exhibit "time-warped" dynamics where the effective flow of time decouples from the sampling index. In this work, we first formalize this misalignment and prove that rotary position embedding (RoPE) is mathematically incapable of representing non-affine temporal warping. To address this, we propose Symplectic Positional Embeddings (SyPE), a learnable encoding framework derived from Hamiltonian mechanics. SyPE strictly generalizes RoPE by extending the rotation group SO(2) to the symplectic group Sp(2,ℝ), modulated by a novel input-dependent adaptive warp module. By allowing the attention mechanism to adaptively dilate or contract temporal coordinates end-to-end, our approach captures locally varying periodicities without requiring pre-defined warping functions. We implement this mechanism in StretchTime, a multivariate forecasting architecture that achieves state-of-the-art performance on standard benchmarks, demonstrating superior robustness on datasets exhibiting non-stationary temporal dynamics.