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

Multivariate time series forecasting requires capturing the continuously evolving correlation structure among interacting variables. Existing state-space models process time series by scanning tokenized temporal or spatial sequences, discarding the evolutionary geometric structure. We address this limitation by introducing manifold constraints into state-space modeling: treating the cross-variable correlation structure as a continuous trajectory on the symmetric positive definite manifold, whose Riemannian geometric features, tangent space linearity, and Frechet mean centrality act as a principled geometric regularizer that guides and stabilizes the selective scanning dynamics of SSMs. We propose SPDM, a geometry-aware SSM architecture that realizes this principle through two cooperating mechanisms: a manifold trajectory path that projects dynamically evolving covariance matrices from the SPD manifold to a Euclidean tangent space, and a geometric gating scheme that directly modulates SSM's internal selective parameters based on geometric signals derived from the manifold trajectory. The parameterization preserves the linear-time complexity of the Mamba parallel scan while embedding rich structural constraints, making the architecture preserve prediction accuracy and computational efficiency simultaneously. Extensive experiments on eleven real-world benchmark datasets establish state-of-the-art forecasting performance, and further studies confirm that geometrically constrained state-space dynamics are the dominant architectural factor behind its performance gains.

MODE: Efficient Time Series Prediction with Mamba Enhanced by Low-Rank Neural ODEs

Time series prediction plays a pivotal role across diverse domains such as finance, healthcare, energy systems, and environmental modeling. However, existing approaches often struggle to balance efficiency, scalability, and accuracy, particularly when handling long-range dependencies and irregularly sampled data. To address these challenges, we propose MODE, a unified framework that integrates Low-Rank Neural Ordinary Differential Equations (Neural ODEs) with an Enhanced Mamba architecture. As illustrated in our framework, the input sequence is first transformed by a Linear Tokenization Layer and then processed through multiple Mamba Encoder blocks, each equipped with an Enhanced Mamba Layer that employs Causal Convolution, SiLU activation, and a Low-Rank Neural ODE enhancement to efficiently capture temporal dynamics. This low-rank formulation reduces computational overhead while maintaining expressive power. Furthermore, a segmented selective scanning mechanism, inspired by pseudo-ODE dynamics, adaptively focuses on salient subsequences to improve scalability and long-range sequence modeling. Extensive experiments on benchmark datasets demonstrate that MODE surpasses existing baselines in both predictive accuracy and computational efficiency. Overall, our contributions include: (1) a unified and efficient architecture for long-term time series modeling, (2) integration of Mamba's selective scanning with low-rank Neural ODEs for enhanced temporal representation, and (3) substantial improvements in efficiency and scalability enabled by low-rank approximation and dynamic selective scanning.