CAMP: A Cycle-Aware Multi-Scale Patch Mixer for Time Series Forecasting

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arXiv:2608.04051v1 Announce Type: new Abstract: Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows. Existing cycle-aware forecasters commonly rely on a single period selected at the dataset level, which can be restrictive when periodic behavior changes over time or when multiple cycles coexist. Moreover, patch-based models typically process all patch positions uni- formly, although patches farther from the forecast boundary may require broader contextual refinement, while recent patches contain information that should be preserved more directly. Af- ter cyclic behavior is removed, the remaining dynamics may also span multiple temporal resolutions and cannot be adequately de- scribed at a single scale. We introduce CAMP, a Cycle-Aware Multi-Scale Patch Mixer designed to address these challenges. The Adaptive Cycle Learning module identifies dominant fre- quencies separately for each input window and generates both historical and future cyclic components without requiring a pre- defined cycle length. The Horizon-Guided Patch Mixer intro- duces position-dependent refinement, allowing earlier patches to incorporate broader temporal context while preserving infor- mation close to the forecast boundary. CAMP further models the de-cycled residual through temporally aligned multi-resolution representations, enabling complementary dynamics at different scales to be captured within one forecasting framework. Across seven long-term forecasting benchmarks, CAMP …

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