Revitalizing Canonical Pre-Alignment for Irregular Multivariate Time Series Forecasting

Irregular multivariate time series (IMTS), characterized by uneven sampling and inter-variate asynchrony, fuel many forecasting applications yet remain challenging to model efficiently. Canonical Pre-Alignment (CPA) has been widely adopted in IMTS modeling by padding zeros at every global timestamp, thereby alleviating inter-variate asynchrony and unifying the series length, but its dense zero-padding inflates the pre-aligned series length, especially when numerous variates are present, causing prohibitive compute overhead. Recent graph-based models with patching strategies sidestep CPA, but their local message passing struggles to capture global inter-variate correlations. Therefore, we posit that CPA should be retained, with the pre-aligned series properly handled by the model, enabling it to outperform state-of-the-art graph-based baselines that sidestep CPA. Technically, we propose KAFNet, a compact architecture grounded in CPA for IMTS forecasting that couples (1) a Pre-Convolution module for sequence smoothing and sparsity mitigation, (2) a Temporal Kernel Aggregation module for learnable compression and modeling of intra-series irregularity, and (3) Frequency Linear Attention blocks for low-cost inter-series correlation modeling in the frequency domain. Experiments on multiple IMTS datasets show that KAFNet achieves state-of-the-art forecasting performance, with a 7.2× parameter reduction and an 8.4× training–inference acceleration.

Authors

• Ziyu Zhou Beijing University of Technology
• Yiming Huang
• Yanyun Wang
• Yuankai Wu Sichuan University
• James Kwok
• Yuxuan Liang The Hong Kong University of Science and Technology Chinese Academy of Sciences

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