ms-mamba: Multi-scale mamba for time-series forecasting


Karadag Y. M., Talaz I., GÜRSEL DİNO İ., KALKAN S.

Neurocomputing, cilt.680, 2026 (SCI-Expanded, Scopus) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 680
  • Basım Tarihi: 2026
  • Doi Numarası: 10.1016/j.neucom.2026.133226
  • Dergi Adı: Neurocomputing
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Compendex, EMBASE, INSPEC, zbMATH
  • Anahtar Kelimeler: Mamba, Multi-scale Mamba, Time-series forecasting
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

The problem of time-series forecasting is generally addressed by recurrent, Transformer-based and the recently proposed Mamba-based architectures. However, existing architectures generally process their input at a single temporal scale, which may be sub-optimal for many tasks where information changes over multiple time scales. In this paper, we introduce a novel architecture called Multi-scale Mamba (ms-Mamba) to address this gap. ms-Mamba incorporates multiple temporal scales by using multiple Mamba blocks with different sampling rates (Δs). Our experiments on many benchmarks demonstrate that ms-Mamba outperforms state-of-the-art approaches, including the recently proposed Transformer-based and Mamba-based models. For example, on the Solar-Energy dataset, ms-Mamba outperforms its closest competitor S-Mamba (0.229 vs. 0.240 in terms of mean-squared error) while using fewer parameters (3.53M vs. 4.77M), less memory (13.46MB vs. 18.18MB), and less operations (14.93G vs. 20.53G MACs), averaged across four forecast lengths. Codes and models will be made available.