SPaRSe-TIME: Saliency-Projected Low-Rank Temporal Modeling for Efficient and Interpretable Time Series Prediction
- URL: http://arxiv.org/abs/2604.17350v1
- Date: Sun, 19 Apr 2026 09:55:28 GMT
- Title: SPaRSe-TIME: Saliency-Projected Low-Rank Temporal Modeling for Efficient and Interpretable Time Series Prediction
- Abstract summary: SPaRSe-TIME is a framework that models time series through a decomposition into three complementary components: saliency, memory, and trend.<n>Experiments on diverse real-world datasets demonstrate that SPaRSe-TIME achieves competitive performance.<n>Overall, SPaRSe-TIME offers a principled alternative to monolithic sequence models, bridging efficiency, interpretability, and performance, and providing a scalable framework for time series learning.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Time series forecasting is traditionally dominated by sequence-based architectures such as recurrent neural networks and attention mechanisms, which process all time steps uniformly and often incur substantial computational cost. However, real-world temporal signals typically exhibit heterogeneous structure, where informative patterns are sparsely distributed and interspersed with redundant observations. This work introduces \textbf{SPaRSe-TIME}, a structured and computationally efficient framework that models time series through a decomposition into three complementary components: saliency, memory, and trend. The proposed approach reformulates temporal modeling as a projection onto informative subspaces, where saliency acts as a data-dependent sparsification operator, memory captures dominant low-rank temporal patterns, and trend encodes low-frequency dynamics. These components are integrated through a lightweight, adaptive mapping that enables simplified, selective, and interpretable temporal reasoning. Extensive experiments on diverse real-world datasets demonstrate that SPaRSe-TIME achieves competitive predictive performance compared to recurrent and attention-based architectures, while significantly reducing computational complexity. The model is particularly effective in structured time series with clear temporal components and provides explicit interpretability through component-wise contributions. Furthermore, analysis reveals both the strengths and limitations of decomposition-based modeling, highlighting challenges in highly stochastic and complex multivariate settings. Overall, SPaRSe-TIME offers a principled alternative to monolithic sequence models, bridging efficiency, interpretability, and performance, and providing a scalable framework for time series learning.
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