HiPPO Functional Memory: Coordinate-Queryable Attention for Irregular Time Series

Abstract

Irregular time series require models to answer temporal queries at arbitrary coordinates, yet existing approaches typically retain observation-dependent representations that must be repeatedly resolved for each query. We introduce HiPPO Functional Memory (HiPPO-FM), a functional-memory attention operator that compiles an irregular history into a reusable coordinate-addressable state. Instead of storing observation-indexed tokens or latent trajectories, HiPPO-FM writes observations into a fixed-rank functional space and performs direct coordinate evaluation through matched functional geometry. Kernel-smoothed HiPPO coordinates and Gram-based readout define a shared write/read mechanism, while observed-support self-attention enables content-dependent representations before compression. We characterize the induced finite-dimensional query space and derive an error decomposition separating functional geometry approximation from learned-memory mismatch. Across continuous-coordinate reconstruction, irregular representation learning, real-world extrapolation, and event-sequence prediction, HiPPO-FM consistently improves strong irregular time-series baselines, achieving strong reconstruction accuracy on Spiral, competitive performance across 20 UEA datasets, improved real-world extrapolation, and superior results on several irregular event benchmarks. After encoding, the compact functional state can be reused across different query sets without reprocessing the observation history.