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PESD-TSF: A Period-Aware and Explicit Structured Decomposition Framework for Long-Term Time Series Forecasting

arXiv 2605.16449 ↗First posted 15 May 2026cs.LG cs.AIcited by 0

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Abstract (arXiv)

Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability, disrupts intrinsic dynamic coordination among variables, hindering the modeling of cross-variable consistency in multivariate time series. To address these issues, we propose PESD-TSF, a physics-inspired structured decomposition framework for long-term time series forecasting that jointly emphasizes interpretability and predictive accuracy. PESD-TSF introduces three key designs. First, a Multiplicative Periodic Gating mechanism incorporates continuous-time priors to dynamically modulate signal amplitudes, preserving periodic structures across deep layers. Second, a multi-scale structured encoder integrates detrended attention with hierarchical sampling to explicitly decouple long-term trends from high-frequency variations while retaining fine-grained temporal semantics. Third, to recover disrupted inter-variable dependencies, we propose Cross-Scale Collaborative Attention (CSCA) together with an RLC regularization scheme, which reconstructs global inter-variable topology in deep feature spaces and enforces physically consistent collaboration through orthogonality and consistency constraints. Extensive experiments on benchmark datasets from multiple domains demonstrate that PESD-TSF consistently achieves state-of-the-art performance, with particularly strong gains on multivariate forecasting tasks involving complex inter-variable coupling, highlighting its superior structural modeling capability and generalization.

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References · 28

  1. 2017Attention Is All You Needcited by 60,361
  2. 2022A Time Series is Worth 64 Words: Long-term Forecasting with Transformerscited by 2,039
  3. 2021Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecastingcited by 1,676
  4. 2022Are Transformers Effective for Time Series Forecasting?cited by 1,424
  5. 2022FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecastingcited by 1,210
  6. 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,058
  7. 2017DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networkscited by 1,013
  8. 2023iTransformer: Inverted Transformers Are Effective for Time Series Forecastingcited by 931
  9. 2019Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastingcited by 761
  10. 2019N-BEATS: Neural basis expansion analysis for interpretable time series forecastingcited by 753
  11. 2022Non-stationary Transformers: Exploring the Stationarity in Time Series Forecastingcited by 391
  12. 2021SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interactioncited by 338
16 more
  1. 2024TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methodscited by 249
  2. 2023FITS: Modeling Time Series with 10k Parameterscited by 195
  3. 2023Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictorscited by 113
  4. 2025DBLoss: Decomposition-based Loss Function for Time Series Forecastingcited by 45
  5. 2023BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basiscited by 41
  6. 2026ReTrack: Evidence-Driven Dual-Stream Directional Anchor Calibration Network for Composed Video Retrievalcited by 41
  7. 2024TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecastingcited by 40
  8. 2026INTENT: Invariance and Discrimination-aware Noise Mitigation for Robust Composed Image Retrievalcited by 26
  9. 2026HABIT: Chrono-Synergia Robust Progressive Learning Framework for Composed Image Retrievalcited by 24
  10. 2026MELT: Improve Composed Image Retrieval via the Modification Frequentation-Rarity Balance Networkcited by 17
  11. 2025Decoding with Structured Awareness: Integrating Directional, Frequency-Spatial, and Structural Attention for Medical Image Segmentationcited by 9
  12. 2026EEO-TFV: Escape-Explore Optimizer for Web-Scale Time-Series Forecasting and Vision Analysiscited by 9
  13. 2025U-Cast: Learning Hierarchical Structures for High-Dimensional Time Series Forecastingcited by 5
  14. 2026TimeSAF: Towards LLM-Guided Semantic Asynchronous Fusion for Time Series Forecastingcited by 5
  15. 2025IdealTSF: Can Non-Ideal Data Contribute to Enhancing the Performance of Time Series Forecasting Models?cited by 3
  16. 2026Time-TK: A Multi-Offset Temporal Interaction Framework Combining Transformer and Kolmogorov-Arnold Networks for Time Series Forecastingcited by 2

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