cs.AIOct 24, 2026

The Future Is Finer: Multivariate Time Series Super-Resolution Forecasting

Authors: Shuhao Li, Weidong Yang, Yue Cui, Fan Zhang, Lu Qin

Organizations: Fudan University, Shanghai, China · Nanyang Technological University, Singapore · Zhuhai Fudan Innovation Research Institute, Zhuhai, China · Tongyi Laboratory, Alibaba Group, Hangzhou, China · 

Abstract

Web platforms run on multivariate time series, from service telemetry and Web traffic logs to sensor streams served through Web APIs. Yet, retention policies often archive them at coarse granularity to save storage and bandwidth. Decisions such as autoscaling, alerting, and billing operate at finer granularity than existing forecasters reach, since these models predict at the resolution of their input. We therefore introduce Multivariate Time Series Super-Resolution Forecasting (MTS-SRF), which forecasts fine-grained futures from coarse histories, and propose TimeMagnifier to address its three challenges. Fourier Anchor counters data sparsity by fitting each input window to a trend-Fourier structure with sparse cross-variable gating; De-noise Only constrains fine-grained ambiguity by refining along the resolution axis rather than the noise axis, lengthening the grid level by level; and banded DTW Alignment corrects cross-resolution misalignment against the coarse forecast. On the first MTS-SRF benchmark, with ten datasets from five domains, real archived cross-resolution pairs, strengthened baseline adaptations, and five-seed significance tests, TimeMagnifier is best on every dataset, resolution coefficient, and metric against 15 baselines and cuts MSE by 12.3% on average. Its De-noise Only and DTW stages also transfer as a plug-in that lowers the MSE of existing forecasters by 5.1% to 9.0%. Code will be made publicly available.

Figures & tables

Appendix figures & tables4 assets

Supplementary material from the paper’s appendix.

Appendix

Explore similar work

Mar 30, 2026

MR-ImagenTime: Multi-Resolution Time Series Generation through Dual Image Representations

Time series forecasting is vital across many domains, yet existing models struggle with fixed-length inputs and inadequate multi-scale modeling. We propose MR-CDM, a framework combining hierarchical multi-resolution trend decomposition, an adaptive embedding mechanism for variable-length inputs, and a multi-scale conditional diffusion process. Evaluations on four real-world datasets demonstrate that MR-CDM significantly outperforms state-of-the-art baselines (e.g., CSDI, Informer), reducing MAE and RMSE by approximately 6-10 to a certain degree.
May 29, 2026

SRT: Super-Resolution for Time Series via Disentangled Rectified Flow

Fine-grained time series data with high temporal resolution is critical for accurate analytics across a wide range of applications. However, the acquisition of such data is often limited by cost and feasibility. This problem can be tackled by reconstructing high-resolution signals from low-resolution inputs based on specific priors, known as super-resolution. While extensively studied in computer vision, directly transferring image super-resolution techniques to time series is not trivial. To address this challenge at a fundamental level, we propose Super-Resolution for Time series (SRT), a novel framework that reconstructs temporal patterns lost in low-resolution inputs via disentangled rectified flow. SRT decomposes the input into trend and seasonal components, aligns them to the target resolution using an implicit neural representation, and leverages a novel cross-resolution attention mechanism to guide the generation of high-resolution details. We further introduce SRT-large, a scaled-up version with extensive pre-training, which enables strong zero-shot super-resolution capability. Extensive experiments on nine public datasets demonstrate that SRT and SRT-large consistently outperform existing methods across multiple scale factors, showing both robust performance and the effectiveness of each component in our architecture.
Feb 25, 2026

Learning Recursive Multi-Scale Representations for Irregular Multivariate Time Series Forecasting

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition, IMTS often exhibit diverse dependencies across multiple time scales. However, many existing multi-scale IMTS methods use resampling to obtain the coarse series, which can alter the original timestamps and disrupt the sampling pattern information. To address the challenge, we propose ReIMTS, a Recursive multi-scale modeling approach for Irregular Multivariate Time Series forecasting. Instead of resampling, ReIMTS keeps timestamps unchanged and recursively splits each sample into subsamples with progressively shorter time periods. Based on the original sampling timestamps in these long-to-short subsamples, an irregularity-aware representation fusion mechanism is proposed to capture global-to-local dependencies for accurate forecasting. Extensive experiments demonstrate an average performance improvement of 27.1% in the forecasting task across different models and real-world datasets. Our code is available at https://github.com/Ladbaby/PyOmniTS.