STeP-TS: Shared Temporal Filters with Pruning for Time Series

Multivariate time series forecasting is fundamental to numerous domains such as energy, finance, and environmental monitoring, where complex temporal dependencies and cross-variable interactions pose enduring challenges. Existing Transformer-based methods capture temporal correlations through attention mechanisms but suffer from quadratic computational cost, while state-space models like Mamba achieve efficient long-context modeling yet lack explicit temporal pattern recognition. Therefore we introduce UniMamba, a unified spatial-temporal forecasting framework that integrates efficient state-space dynamics with attention-based dependency learning. UniMamba employs a Mamba Variate-Channel Encoding Layer enhanced with FFT-Laplace Transform and TCN to capture global temporal dependencies, and a Spatial Temporal Attention Layer to jointly model inter-variate correlations and temporal evolution. A Feedforward Temporal Dynamics Layer further fuses continuous and discrete contexts for accurate forecasting. Comprehensive experiments on eight public benchmark datasets demonstrate that UniMamba consistently outperforms state-of-the-art forecasting models in both forecasting accuracy and computational efficiency, establishing a scalable and robust solution for long-sequence multivariate time-series prediction.

Irregularly sampled multivariate time series arise in many real-world domains such as healthcare, climate science, and large-scale monitoring systems. Characterized by asynchronous observations and heterogeneity across variables, such time series pose significant challenges for forecasting. In this work, we introduce Cross-Variable Temporal Attention (CVTA), a short-term, continuous-time forecasting framework that learns prediction functions from its compact, interpretable state summarizing recent temporal dynamics across variables. CVTA uses Variable-Conditioned Embeddings to project heterogeneous variables into variable-specific latent spaces, and applies temporal attention to capture cross-variable dependencies from this state. Furthermore, we demonstrate that CVTA can be integrated as an auxiliary module into existing state-of-the-art prediction models through a dynamic meta-decision model. Extensive experiments on multiple real-world benchmarks show that CVTA achieves strong short-term predictive accuracy, supports efficient online inference, improves existing prediction models when used as an auxiliary module, and learns attention patterns that align well with domain knowledge.

Time series foundation models (TSFMs) enable cross-domain forecasting, but their development as general-purpose forecasters remains constrained by underexplored training potential and limited architectural versatility. To address these challenges, we introduce Aurora-X, a billion-scale TSFM with a progressive curriculum and a unified architecture. We first use channel-independent pretraining to learn temporal patterns, then introduce cross-variable dependencies, varied context and horizon lengths, and future covariates if available during midtraining. Variable-resolution post-training further enables an adjustable temporal span per token at inference. With fixed model weights, this supports longer histories under a fixed token budget or fewer tokens for the same history, enabling test-time scaling. With a versatile architecture, Aurora-X supports cross-variable modeling, covariate conditioning, and parallel decoding of future patches for probabilistic forecasting. These are supported by a novel pattern-guided mixture-of-experts that expands model capacity through sparse activation and uses shallow patch similarities to constrain deep-layer routing, guiding expert specialization across heterogeneous time series. Furthermore, we propose an implicit quantile network head that predicts arbitrary quantiles to characterize predictive distributions, enhancing probabilistic forecasting flexibility. Comprehensive experiments on GIFT-Eval, TIME, FEV-Bench, TFB, and DAG-Bench demonstrate state-of-the-art forecasting performance against pretrained TSFMs and task-specific supervised models.