MSAR: Next-Scale Autoregressive Forecasting for Time Series via Modular Multi-Scale Decoupling

Time series forecasting underpins critical applications in finance, energy, healthcare, and transportation. Although deep models have achieved strong results, most adopt single-scale modeling or restrict multiscale processing to the input side, causing a misalignment between multiscale inputs and single-scale outputs and limiting predictive power. We introduce the Modular Scale-wise Autoregressive Framework (MSAR), a model-agnostic design that forecasts progressively across multiple temporal resolutions. MSAR offers three advantages: (1) scale-wise aligned modeling, which disentangles heterogeneous temporal patterns by aligning inputs and outputs at each scale; (2) scale-wise autoregression, where coarse-scale predictions guide finer-scale forecasting through hierarchical information flow; and (3) a modular architecture, enabling seamless integration with diverse backbones such as CNNs, MLPs, and Transformers. Extensive experiments across a broad set of datasets and forecasting models demonstrate that MSAR achieves consistent improvements in both accuracy and inference efficiency, validating the effectiveness of scale-aligned autoregression for multiscale time series forecasting.