arXiv Machine Learning

SPDM: Geometry-Modulated State Space Modeling with Manifold Constraints for Time Series Forecasting

arXiv:2606. 09917v1 Announce Type: new Abstract: Multivariate time series forecasting requires capturing the continuously evolving correlation structure among interacting variables.

arXiv AI
Sep 17

Walking the Score Manifold: Continuous-time Generative Dynamics on Learned Data Manifolds

The paper proposes a continuous‑time generative framework that models time‑dependent data as evolution on a learned data manifold. By using pretrained score‑based models as geometric priors, it learns a vector field that drives data along score‑induced interpolation paths, enabling generation at arbitrary timestamps and temporal super‑resolution. The method includes a regression‑based training objective, a stability‑promoting term interpreted as denoising score matching, and a probabilistic extension for future trajectory distributions, demonstrated on natural video, PDE‑based fields, and molecular dynamics.

By Jan Tauberschmidt, Brian B. Moser, Stanislav Frolov, Andreas Dengel, Andrew B. Duncan, Sebastian J. Vollmer
arXiv Machine Learning
5d ago

WorldTS: World Modeling for Multimodal Covariate-aware Time Series Forecasting

WorldTS is a new forecasting framework that models latent dynamics conditioned on multimodal covariates to improve time‑series prediction. It uses a two‑stage training process: first learning latent state dynamics from historical data and covariates, then training a decoder to map predicted latent states back to future observations. Experiments on 21 real‑world datasets demonstrate the effectiveness of this approach.

By Yuhan Zhu, Xiangfei Qiu, Hanyin Cheng, Wangmeng Shen, Chenjuan Guo, Bin Yang, Jilin Hu, Christian S. Jensen
arXiv Machine Learning
Sep 18

CoRe: Coherence and Relational Alignment for Multivariate Time Series Forecasting

CoRe is a model‑agnostic learning objective for direct multivariate time‑series forecasting that replaces pointwise errors with two output‑space constraints: a frequency coherence loss aligning predicted and target spectra, and a low‑rank relational graph loss matching pairwise differences in a PCA subspace. The objective introduces no trainable parameters and can be applied to existing forecasting backbones by changing only the loss. Experiments on standard benchmarks show that CoRe improves strong baselines, compares favorably with recent forecasting objectives, and remains effective across different backbones, datasets, and hyperparameter settings.

By Xiaoyu Lin, Huiran Duan, Yining Liu, Zhixiang Wu, Chu Lin, Lin Lu
arXiv Machine Learning
Sep 7

Nested Inductive Bias Framework for SPD Manifold Learning

The paper introduces a Nested Inductive Bias framework that uses a two‑stage diffeomorphic composition to pull back non‑Euclidean target geometries onto symmetric positive definite (SPD) manifolds. This approach allows the construction of curvature‑aligned Riemannian classifiers that respect both matrix constraints and the intrinsic relational geometry of data. Empirical results on kinematic, signal processing, and synthetic benchmarks show that class separability degrades when metric curvature does not match the data distribution, and the authors also propose the Rational Conformal Metric (RCM) for robust vectorized architectures.

By Tushar Das