# Decomposing the Time Series Forecasting Pipeline: A Modular Approach for Time Series Representation, Information Extraction, and Projection

arXiv: https://arxiv.org/abs/2507.05891 · HTML: https://mlsanity.com/paper/2507.05891/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 33 of its 49 references that are in the map.
- First posted on arXiv 8 Jul 2025.

## Builds on (most cited first, 30 of 33)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [On the Opportunities and Risks of Foundation Models](https://mlsanity.com/paper/2108.07258/) (2021)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [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)
- [MLP-Mixer: An all-MLP Architecture for Vision](https://mlsanity.com/paper/2105.01601/) (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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [MOMENT: A Family of Open Time-series Foundation Models](https://mlsanity.com/paper/2402.03885/) (2024)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency](https://mlsanity.com/paper/2206.08496/) (2022)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case](https://mlsanity.com/paper/2001.08317/) (2020)
- [SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling](https://mlsanity.com/paper/2302.00861/) (2023)
- [CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns](https://mlsanity.com/paper/2409.18479/) (2024)
- [Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting](https://mlsanity.com/paper/2402.05956/) (2024)
- [Deep Learning for Time Series Classification and Extrinsic Regression: A Current Survey](https://mlsanity.com/paper/2302.02515/) (2023)
- [TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting](https://mlsanity.com/paper/2403.09898/) (2024)
- [Transferability in Deep Learning: A Survey](https://mlsanity.com/paper/2201.05867/) (2022)
- [Learning to Embed Time Series Patches Independently](https://mlsanity.com/paper/2312.16427/) (2023)
- [Transformer-based Models to Deal with Heterogeneous Environments in Human Activity Recognition](https://mlsanity.com/paper/2209.11750/) (2022)

## Abstract (arXiv)

With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series forecasting remains a challenging task, demanding effective sequence representation, meaningful information extraction, and precise future projection. Each dataset and forecasting configuration constitutes a distinct task, each posing unique challenges the model must overcome to produce accurate predictions. To systematically address these task-specific difficulties, this work decomposes the time series forecasting pipeline into three core stages: input sequence representation, information extraction and memory construction, and final target projection. Within each stage, we investigate a range of architectural configurations to assess the effectiveness of various modules, such as convolutional layers for feature extraction and self-attention mechanisms for information extraction, across diverse forecasting tasks, including evaluations on seven benchmark datasets. Our models achieve state-of-the-art forecasting accuracy while greatly enhancing computational efficiency, with reduced training and inference times and a lower parameter count. The source code is available at https://github.com/RobertLeppich/REP-Net.