arxivcs.LG2026-06-30
StateFlow: Dual-State Recurrent Modeling for Long-Horizon Time Series Forecasting
Haroon Gharwi, Yue Dai, Kai Shu
Long-horizon multivariate time series forecasting (LTSF) remains challenging due to non-stationarity, regime shifts, and error accumulation. The Variability-Aware Recursive Neural Network (VARNN) is designed to track such variability by maintaining a residual-memory state driven…