Multiscale Time-Series Modeling
Overview
Multiscale time-series modeling studies how to represent and predict signals whose patterns unfold over different time spans, from brief events and local fluctuations to cycles and long-term trends. Common approaches use wavelet or frequency decomposition, hierarchical patches and pooling, multi-branch convolutional or Transformer and state-space encoders, and adaptive gates or expert routing to combine scales; some also handle irregular sampling and cross-variable or spatial structure. These methods support forecasting, classification, anomaly detection, imputation, and generation in settings such as sensors, health, climate, traffic, and finance, where missing a scale can obscure useful dynamics. A central challenge is choosing scales that adapt to changing patterns and sampling rates while preserving detail, generalizing across datasets and horizons, and keeping computation and uncertainty reliable.
Latest papers
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