StateFlow: Dual-State Recurrent Modeling for Long-Horizon Time Series Forecasting

arXiv cs.LG1mo4 min read

arXiv:2607.00197v1 Announce Type: new Abstract: Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation. The Variability-Aware Recursive Neural Network (VARNN) is designed to track such variability by maintaining a residual-memory state driven by one-step prediction errors. However, its original formulation is limited to one-step sequence regression and does not directly support multi-step forecasting. In this work, we extend VARNN to long-horizon forecasting and introduce StateFlow, a recurrent forecasting fra

Read the full story at arXiv cs.LG →

StateFlow: Dual-State Recurrent Modeling for Long-Horizon Time Series Forecasting

More in Machine Learning

Reducing Human Annotation with ML Active Learning

Learning What Matters: Supervising Sparse Attention Routing with Causal Evidence Sets

On the Depth Scalability of Logic Gate Networks

Pretraining EHR Foundation Models with Patient-Aware Sampling

From Perturbation Correction to Geometry-Aware Sampling: Sharpness-Guided Equilibrium Sampling for Balanced Flat Minima in Long-Tailed Learning

Parameter-free Adaptive Sparse Attention via Compression-Based Content Selection