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arXiv · 2506.08939

KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series Forecasting

Abstract

Multivariate long-term and efficient time series forecasting is a key requirement for a variety of practical applications, and there are complex interleaving time dynamics in time series data that require decomposition modeling. Traditional time series decomposition methods are single and rely on fixed rules, which are insufficient for mining the potential information of the series and adapting to the dynamic characteristics of complex series. On the other hand, the Transformer-based models for time series forecasting struggle to effectively model long sequences and intricate dynamic relationships due to their high computational complexity. To overcome these limitations, we introduce KARMA, with an Adaptive Time Channel Decomposition module (ATCD) to dynamically extract trend and seasonal components. It further integrates a Hybrid Frequency-Time Decomposition module (HFTD) to further decompose Series into frequency-domain and time-domain. These components are coupled with multi-scale Mamba-based KarmaBlock to efficiently process global and local information in a coordinated manner. Experiments on eight real-world datasets from diverse domains well demonstrated that KARMA significantly outperforms mainstream baseline methods in both predictive accuracy and computational efficiency. Code and full results are available at this repository: https://github.com/yedadasd/KARMA

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Hang Ye, Gaoxiang Duan, Haoran Zeng, Yangxin Zhu, Lingxue Meng, Xiaoying Zheng, Yongxin Zhu. 2025-06-10. KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series Forecasting. https://arxiv.org/abs/2506.08939

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