Is Mamba Effective for Time Series Forecasting?

arXiv:2403.11144v1 Announce Type: new
Abstract: In the realm of time series forecasting (TSF), the Transformer has consistently demonstrated robust performance due to its ability to focus on the global context and effectively capture long-range dependencies within time, as well as discern correlations between multiple variables. However, due to the inefficiencies of the Transformer model and questions surrounding its ability to capture dependencies, ongoing efforts to refine the Transformer architecture persist. Recently, state space models (SSMs), e.g. Mamba, have gained traction …

arxiv cs.lg forecasting mamba series time series time series forecasting type