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This arXiv preprint proposes a neural ODE-based forecaster that uses continuous-time attention to let an evolving internal state query exogenous variables without fixed temporal alignment, plus two stabilization components (a linear residual trend path and a robust loss for heavy-tailed outliers). The reported gains rest on eight datasets and an accuracy-efficiency comparison, so readers should check the baselines, tuning budgets, and the released code before treating the state-of-the-art claim as settled. For ML practitioners, the main takeaway is the design pattern of decoupling continuous latent dynamics from discrete time grids, which may matter most for irregularly sampled or long-horizon forecasting.
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CTIA-ODE: Continuous-Time Inter-Variable Attention for Long-Term Time Series Forecasting

arXiv2 min read

arXiv:2610.19831v1 Announce Type: new Abstract: Although multivariate time series forecasting has broad application prospects, effectively incorporating exogenous variables remains challenging. Prevailing discrete-time architectures often impose rigid temporal alignment across heterogeneous variables, which may limit their ability to capture continuously evolving external effects. To address this limitation, we introduce CTIA-ODE, a continuous-time forecasting framework centered on Continuous-Time Inter-Variable Attention (CTIA). Specifically, CTIA is embedded within an ordinary differential equation (ODE) solver, enabling the continuously evolving endogenous trajectory to dynamically query a static exogenous context along the integration path without requiring explicit temporal alignment. To improve the stability of the continuous latent dynamics, we further introduce a dual-stabilization strategy: architecturally, a Linear Residual Augmentation (LRA) module provides a macroscopic trend anchor, while an Outlier-Robust Hybrid Loss (ORHL) mitigates the influence of heavy-tailed anomalies during optimization. Extensive experiments across eight real-world datasets demonstrate that CTIA-ODE achieves state-of-the-art forecasting performance across diverse datasets and prediction horizons, while maintaining a favorable accuracy-efficiency trade-off with a compact memory footprint and low inference latency, particularly under long-horizon forecasting settings. Anonymous code is available at https://anonymous.4open.science/r/CTIA-ODE-15A6/.

Abstract:Although multivariate time series forecasting has broad application prospects, effectively incorporating exogenous variables remains challenging. Prevailing discrete-time architectures often impose rigid temporal alignment across heterogeneous variables, which may limit their ability to capture continuously evolving external effects. To address this limitation, we introduce CTIA-ODE, a continuous-time forecasting framework centered on Continuous-Time Inter-Variable Attention (CTIA). Specifically, CTIA is embedded within an ordinary differential equation (ODE) solver, enabling the continuously evolving endogenous trajectory to dynamically query a static exogenous context along the integration path without requiring explicit temporal alignment. To improve the stability of the continuous latent dynamics, we further introduce a dual-stabilization strategy: architecturally, a Linear Residual Augmentation (LRA) module provides a macroscopic trend anchor, while an Outlier-Robust Hybrid Loss (ORHL) mitigates the influence of heavy-tailed anomalies during optimization. Extensive experiments across eight real-world datasets demonstrate that CTIA-ODE achieves state-of-the-art forecasting performance across diverse datasets and prediction horizons, while maintaining a favorable accuracy-efficiency trade-off with a compact memory footprint and low inference latency, particularly under long-horizon forecasting settings. Anonymous code is available at this https URL.

Machine Learning (cs.LG)

arXiv:2610.19831 [cs.LG]

(or arXiv:2610.19831v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.19831 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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Full text under the publisher's open licence · 269 words

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