# Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting

arXiv: https://arxiv.org/abs/2305.13036 · HTML: https://mlsanity.com/paper/2305.13036/

## Key facts

- Cited by 19 papers in the map (data through 14 Oct 2026).
- Builds on 41 of its 74 references that are in the map.
- First posted on arXiv 22 May 2023.

## Builds on (most cited first, 30 of 41)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Explanation in Artificial Intelligence: Insights from the Social Sciences](https://mlsanity.com/paper/1706.07269/) (2017)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [HyperNetworks](https://mlsanity.com/paper/1609.09106/) (2016)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting](https://mlsanity.com/paper/2007.02842/) (2020)
- [GMAN: A Graph Multi-Attention Network for Traffic Prediction](https://mlsanity.com/paper/1911.08415/) (2019)
- [T-GCN: A Temporal Graph ConvolutionalNetwork for Traffic Prediction](https://mlsanity.com/paper/1811.05320/) (2018)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Deep Spatio-Temporal Residual Networks for Citywide Crowd Flows Prediction](https://mlsanity.com/paper/1610.00081/) (2016)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [GraphCast: Learning skillful medium-range global weather forecasting](https://mlsanity.com/paper/2212.12794/) (2022)
- [Spatial-Temporal Fusion Graph Neural Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2012.09641/) (2020)
- [Spatial-Temporal Graph ODE Networks for Traffic Flow Forecasting](https://mlsanity.com/paper/2106.12931/) (2021)
- [Discrete Graph Structure Learning for Forecasting Multiple Time Series](https://mlsanity.com/paper/2101.06861/) (2021)
- [Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction](https://mlsanity.com/paper/1802.08714/) (2018)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [Graph Neural Controlled Differential Equations for Traffic Forecasting](https://mlsanity.com/paper/2112.03558/) (2021)
- [Revisiting Spatial-Temporal Similarity: A Deep Learning Framework for Traffic Prediction](https://mlsanity.com/paper/1803.01254/) (2018)
- [Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2206.09113/) (2022)

## Built on by (most cited first, 19 of 19)

- [Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis](https://mlsanity.com/paper/2310.06119/) (2023)
- [Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting](https://mlsanity.com/paper/2401.11929/) (2024)
- [Out-of-Distribution Generalization in Time Series: A Survey](https://mlsanity.com/paper/2503.13868/) (2025)
- [Seeing the Unseen: Learning Basis Confounder Representations for Robust Traffic Prediction](https://mlsanity.com/paper/2311.12472/) (2023)
- [FinePhys: Fine-grained Human Action Generation by Explicitly Incorporating Physical Laws for Effective Skeletal Guidance](https://mlsanity.com/paper/2505.13437/) (2025)
- [Learning with Calibration: Exploring Test-Time Computing of Spatio-Temporal Forecasting](https://mlsanity.com/paper/2506.00635/) (2025)
- [Peri-midFormer: Periodic Pyramid Transformer for Time Series Analysis](https://mlsanity.com/paper/2411.04554/) (2024)
- [From Text to Forecasts: Bridging Modality Gap with Temporal Evolution Semantic Space](https://mlsanity.com/paper/2603.12664/) (2026)
- [Using Causality for Enhanced Prediction of Web Traffic Time Series](https://mlsanity.com/paper/2502.00612/) (2025)
- [How Different from the Past? Spatio-Temporal Time Series Forecasting with Self-Supervised Deviation Learning](https://mlsanity.com/paper/2510.04908/) (2025)
- [Towards Lightweight Time Series Forecasting: a Patch-wise Transformer with Weak Data Enriching](https://mlsanity.com/paper/2501.10448/) (2025)
- [A Gravity-informed Spatiotemporal Transformer for Human Activity Intensity Prediction](https://mlsanity.com/paper/2506.13678/) (2025)
- [Zeus: Towards Tuning-Free Foundation Model for Time Series Analysis](https://mlsanity.com/paper/2607.01918/) (2026)
- [Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift](https://mlsanity.com/paper/2407.13194/) (2024)
- [Non-collective Calibrating Strategy for Time Series Forecasting](https://mlsanity.com/paper/2506.03176/) (2025)
- [CoIFNet: A Unified Framework for Multivariate Time Series Forecasting with Missing Values](https://mlsanity.com/paper/2506.13064/) (2025)
- [Accurate and Efficient Multivariate Time Series Forecasting via Offline Clustering](https://mlsanity.com/paper/2505.05738/) (2025)
- [SPaRSe-TIME: Saliency-Projected Low-Rank Temporal Modeling for Efficient and Interpretable Time Series Prediction](https://mlsanity.com/paper/2604.17350/) (2026)
- [AdaST: Adaptive Coupling for Spatial-Temporal Forecasting](https://mlsanity.com/paper/2609.36119/) (2026)

## Abstract (arXiv)

Multivariate time-series (MTS) forecasting is a paramount and fundamental problem in many real-world applications. The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns. In this paper, we develop a adaptive, interpretable and scalable forecasting framework, which seeks to individually model each component of the spatial-temporal patterns. We name this framework SCNN, as an acronym of Structured Component-based Neural Network. SCNN works with a pre-defined generative process of MTS, which arithmetically characterizes the latent structure of the spatial-temporal patterns. In line with its reverse process, SCNN decouples MTS data into structured and heterogeneous components and then respectively extrapolates the evolution of these components, the dynamics of which are more traceable and predictable than the original MTS. Extensive experiments are conducted to demonstrate that SCNN can achieve superior performance over state-of-the-art models on three real-world datasets. Additionally, we examine SCNN with different configurations and perform in-depth analyses of the properties of SCNN.
