# Dual-Prototype Disentanglement: A Context-Aware Enhancement Framework for Time Series Forecasting

arXiv: https://arxiv.org/abs/2601.16632 · HTML: https://mlsanity.com/paper/2601.16632/

## Key facts

- No citing papers in the map yet (data through 7 Oct 2026).
- Builds on 36 of its 51 references that are in the map.
- First posted on arXiv 23 Jan 2026.

## Builds on (most cited first, 30 of 36)

- [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)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (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)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Time-LLM: Time Series Forecasting by Reprogramming Large Language Models](https://mlsanity.com/paper/2310.01728/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables](https://mlsanity.com/paper/2402.19072/) (2024)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://mlsanity.com/paper/2311.06184/) (2023)
- [Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis](https://mlsanity.com/paper/2310.06119/) (2023)
- [TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis](https://mlsanity.com/paper/2410.16032/) (2024)
- [Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting](https://mlsanity.com/paper/2402.05956/) (2024)
- [Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting](https://mlsanity.com/paper/2306.11025/) (2023)
- [FreDF: Learning to Forecast in the Frequency Domain](https://mlsanity.com/paper/2402.02399/) (2024)
- [A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective](https://mlsanity.com/paper/2502.10721/) (2025)
- [DBLoss: Decomposition-based Loss Function for Time Series Forecasting](https://mlsanity.com/paper/2510.23672/) (2025)
- [ChatGPT Informed Graph Neural Network for Stock Movement Prediction](https://mlsanity.com/paper/2306.03763/) (2023)
- [Retrieval Augmented Time Series Forecasting](https://mlsanity.com/paper/2411.08249/) (2024)
- [TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting](https://mlsanity.com/paper/2410.04442/) (2024)
- [TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster](https://mlsanity.com/paper/2503.07649/) (2025)
- [Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting](https://mlsanity.com/paper/2406.03751/) (2024)
- [Patch-wise Structural Loss for Time Series Forecasting](https://mlsanity.com/paper/2503.00877/) (2025)

## Abstract (arXiv)

Real-world time series are governed by both recurring structures, such as trends and seasonality, and infrequent yet critical variations, such as abrupt shifts and rare events. However, existing methods often lack an explicit mechanism to organize and utilize these heterogeneous patterns according to their distinct forecasting roles. Consequently, common and rare patterns can become entangled, preventing models from dynamically distinguishing and selectively leveraging them according to context. To address this issue, we propose Dual-Prototype Adaptive Disentanglement (DPAD), a model-agnostic framework that organizes temporal patterns by their forecasting roles. Specifically, we construct a Dynamic Dual-Prototype bank (DDP), comprising a common pattern bank initialized with structured temporal priors to represent prevalent dynamics, and a rare bank that adaptively memorizes infrequent deviations. Then a Dual-Path Context-aware routing (DPC) mechanism enhances outputs with selectively retrieved context-specific pattern representations from DDP. A Disentanglement-Guided Loss (DGLoss) is further introduced to ensure that each prototype bank specializes in its designated role while maintaining sufficient coverage. Extensive experiments across diverse real-world benchmarks demonstrate that DPAD consistently improves the forecasting performance of a range of time-series models.