arXiv:2604.16325cs.LGcs.AI2026-04

融合状态空间与注意力机制,高效建模多变量时间序列的时空依赖。

UniMamba: A Unified Spatial-Temporal Modeling Framework with State-Space and Attention Integration

论文配图:UniMamba: A Unified Spatial-Temporal Modeling Framework with State-Space and Attention Integration
图 1 · 摘自论文原文
  • 用Mamba变体+FFT-Laplace和TCN捕捉全局时序特征。
  • 在8个数据集上超越现有模型,精度与效率双优。
  • 适合长序列多变量预测任务,尤其关注计算效率的场景。

多变量时间序列预测在能源、金融和环境监测等领域至关重要,但复杂的时序依赖与变量间交互始终是挑战。现有基于Transformer的方法通过注意力机制捕捉时序相关性,却面临二次方计算开销;而状态空间模型如Mamba虽能高效处理长序列,却缺乏显式的时序模式识别能力。为此,我们提出UniMamba,一个统一的时空建模框架,将高效的态空间动态与基于注意力的依赖学习相结合。UniMamba采用增强型Mamba变体通道编码层,结合FFT-Laplace变换与TCN以捕捉全局时序依赖,并引入时空注意力层联合建模变量间相关性与时序演化。此外,前馈时序动态层进一步融合连续与离散上下文信息,提升预测精度。在八个公开基准数据集上的全面实验表明,UniMamba在预测精度和计算效率方面均持续优于当前最优模型,为长序列多变量时间序列预测提供了可扩展且鲁棒的解决方案。

原文摘要 · Abstract (English)

Multivariate time series forecasting is fundamental to numerous domains such as energy, finance, and environmental monitoring, where complex temporal dependencies and cross-variable interactions pose enduring challenges. Existing Transformer-based methods capture temporal correlations through attention mechanisms but suffer from quadratic computational cost, while state-space models like Mamba achieve efficient long-context modeling yet lack explicit temporal pattern recognition. Therefore we introduce UniMamba, a unified spatial-temporal forecasting framework that integrates efficient state-space dynamics with attention-based dependency learning. UniMamba employs a Mamba Variate-Channel Encoding Layer enhanced with FFT-Laplace Transform and TCN to capture global temporal dependencies, and a Spatial Temporal Attention Layer to jointly model inter-variate correlations and temporal evolution. A Feedforward Temporal Dynamics Layer further fuses continuous and discrete contexts for accurate forecasting. Comprehensive experiments on eight public benchmark datasets demonstrate that UniMamba consistently outperforms state-of-the-art forecasting models in both forecasting accuracy and computational efficiency, establishing a scalable and robust solution for long-sequence multivariate time-series prediction.

时间序列状态空间注意力机制多变量预测

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。