Time series forecasting remains a fundamental challenge in data science. We introduce SWIFT, a novel neural architecture that synergistically combines selective state space models (Mamba) with multi-scale dilated convolutions for enhanced time series forecasting. Our approach incorporates: (1) a Selective Temporal State Space module extending Mamba with time series-specific gating; (2) a Multi-Scale Dilated Convolutional Network with adaptive receptive fields; and (3) a Feature Interaction Bridge facilitating cross-pathway information exchange. Experiments on six benchmark datasets demonstrate SWIFT outperforms other common methods, achieving 6.5% average improvement in MSE and 5.8% in MAE across various prediction horizons.

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SWIFT: State-Space Wavelet Integrated Forecasting Technology for Enhanced Time Series Prediction

  • Wei Li

摘要

Time series forecasting remains a fundamental challenge in data science. We introduce SWIFT, a novel neural architecture that synergistically combines selective state space models (Mamba) with multi-scale dilated convolutions for enhanced time series forecasting. Our approach incorporates: (1) a Selective Temporal State Space module extending Mamba with time series-specific gating; (2) a Multi-Scale Dilated Convolutional Network with adaptive receptive fields; and (3) a Feature Interaction Bridge facilitating cross-pathway information exchange. Experiments on six benchmark datasets demonstrate SWIFT outperforms other common methods, achieving 6.5% average improvement in MSE and 5.8% in MAE across various prediction horizons.