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STRIDE: State-Transition Representation via Increment Dynamics and Evolution

arXiv 2609.32367 ↗First posted 26 Sep 2026cs.LGcited by 0

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Abstract (arXiv)

We introduce STRIDE (State-Transition Representation via Increment Dynamics and Evolution), which defines states through derivative fingerprints and learns local functions for state transitions (qpairs), recasting continuous forecasting as transition prediction. Trailing convolution windows estimate local joint-transition frequencies, whose lagged differences form a high-dimensional increment trajectory. Proper orthogonal decomposition (POD) gives coordinate paths, jointly forecast by sparse dynamics with memory. Recombining their forecasts and applying history-anchored inversion recovers future transition distributions; sampled state paths select local functions to generate continuous forecasts. Three-seed experiments compare STRIDE against fourteen baselines across nine benchmark families. Five independent Markov and hidden-state baselines cover all 230 evaluated tasks, with 220 complete whole-horizon pairs. Against these comparators, system-weighted late-Energy win fractions range from 73.6% to 78.5% on 190 multi-step pairs; against DLinear, the fraction is 77.3% on 72 paired multi-step tasks. Matched controls examine the intermediate representation. On 64 independently initialized Aizawa trajectories, late-Energy reductions against four matched controls range from approximately 24% to 56%, with all four prespecified contrasts passing Holm correction. These results connect transition-statistic prediction to continuous probabilistic forecasting, with substantial long-horizon gains in the matched Aizawa study.

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References · 16

  1. 2022Are Transformers Effective for Time Series Forecasting?cited by 1,424
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  8. 2024Generative Modeling of Molecular Dynamics Trajectoriescited by 51
  9. 2023ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction Horizonscited by 36
  10. 2023TACTiS-2: Better, Faster, Simpler Attentional Copulas for Multivariate Time Seriescited by 26
  11. 2025Sparse identification of nonlinear dynamics and Koopman operators with Shallow Recurrent Decoder Networkscited by 20
  12. 2025Context parroting: A simple but tough-to-beat baseline for foundation models in scientific machine learningcited by 18
4 more
  1. 2025From Samples to Scenarios: A New Paradigm for Probabilistic Forecastingcited by 10
  2. 2025MDBench: Benchmarking Data-Driven Methods for Model Discoverycited by 7
  3. 2026FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Financecited by 2
  4. 2026StocBench: A Benchmark for Generative Modeling of Stochastic Dynamicscited by 2

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