# HypLTSF: A Hyperbolic Geometric View of Multi-Scale Hierarchies for Long-Term Time Series Forecasting

arXiv: https://arxiv.org/abs/2609.08286 · HTML: https://mlsanity.com/paper/2609.08286/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 40 of its 54 references that are in the map.
- First posted on arXiv 8 Sep 2026.

## Builds on (most cited first, 30 of 40)

- [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)
- [MLP-Mixer: An all-MLP Architecture for Vision](https://mlsanity.com/paper/2105.01601/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [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)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Poincar'e Embeddings for Learning Hierarchical Representations](https://mlsanity.com/paper/1705.08039/) (2017)
- [Hyperbolic Graph Convolutional Neural Networks](https://mlsanity.com/paper/1910.12933/) (2019)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [Learning Continuous Hierarchies in the Lorentz Model of Hyperbolic Geometry](https://mlsanity.com/paper/1806.03417/) (2018)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [Hyperbolic Graph Neural Networks](https://mlsanity.com/paper/1910.12892/) (2019)
- [Low-Dimensional Hyperbolic Knowledge Graph Embeddings](https://mlsanity.com/paper/2005.00545/) (2020)
- [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://mlsanity.com/paper/2311.06184/) (2023)
- [Hyperbolic Entailment Cones for Learning Hierarchical Embeddings](https://mlsanity.com/paper/1804.01882/) (2018)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis](https://mlsanity.com/paper/2410.16032/) (2024)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting](https://mlsanity.com/paper/2412.10859/) (2024)
- [Embedding Text in Hyperbolic Spaces](https://mlsanity.com/paper/1806.04313/) (2018)
- [Discrete-time Temporal Network Embedding via Implicit Hierarchical Learning in Hyperbolic Space](https://mlsanity.com/paper/2107.03767/) (2021)
- [A Hyperbolic-to-Hyperbolic Graph Convolutional Network](https://mlsanity.com/paper/2104.06942/) (2021)
- [Retrieval Augmented Time Series Forecasting](https://mlsanity.com/paper/2411.08249/) (2024)

## Abstract (arXiv)

Multi-scale modeling has become an effective approach for long-term time series forecasting, capturing temporal patterns that range from fine-grained local dynamics to coarse global trends. Representations across these temporal scales are inherently hierarchical, with coarser scales abstracting and aggregating information from finer ones. While existing approaches readily exchange information across these scales, the hierarchy itself is typically left as an emergent byproduct of such interactions rather than captured as a geometric structure in its own right. In this paper, we introduce HypLTSF, a framework that endows the multi-scale hierarchy with a concrete geometric form by embedding scale-wise representations into the Poincar'e ball, whose exponentially expanding volume naturally accommodates hierarchical structures. To align this geometry with the temporal hierarchy, HypLTSF imposes two constraints: (1) a radial constraint that orders embeddings by their level of abstraction, and (2) an angular constraint that groups fine-scale patterns sharing a common coarser-scale ancestor. Extensive experiments on long-term time series forecasting benchmarks show that HypLTSF achieves state-of-the-art performance, suggesting that explicitly modeling the multi-scale hierarchy as a geometric structure is effective for forecasting.