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

arXiv: https://arxiv.org/abs/2605.16449 · HTML: https://mlsanity.com/paper/2605.16449/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 28 of its 38 references that are in the map.
- First posted on arXiv 15 May 2026.

## Builds on (most cited first, 28 of 28)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction](https://mlsanity.com/paper/2106.09305/) (2021)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors](https://mlsanity.com/paper/2305.18803/) (2023)
- [DBLoss: Decomposition-based Loss Function for Time Series Forecasting](https://mlsanity.com/paper/2510.23672/) (2025)
- [BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis](https://mlsanity.com/paper/2310.20496/) (2023)
- [ReTrack: Evidence-Driven Dual-Stream Directional Anchor Calibration Network for Composed Video Retrieval](https://mlsanity.com/paper/2604.17898/) (2026)
- [TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting](https://mlsanity.com/paper/2410.04442/) (2024)
- [INTENT: Invariance and Discrimination-aware Noise Mitigation for Robust Composed Image Retrieval](https://mlsanity.com/paper/2604.18051/) (2026)
- [HABIT: Chrono-Synergia Robust Progressive Learning Framework for Composed Image Retrieval](https://mlsanity.com/paper/2604.18037/) (2026)
- [MELT: Improve Composed Image Retrieval via the Modification Frequentation-Rarity Balance Network](https://mlsanity.com/paper/2603.29291/) (2026)
- [Decoding with Structured Awareness: Integrating Directional, Frequency-Spatial, and Structural Attention for Medical Image Segmentation](https://mlsanity.com/paper/2512.05494/) (2025)
- [EEO-TFV: Escape-Explore Optimizer for Web-Scale Time-Series Forecasting and Vision Analysis](https://mlsanity.com/paper/2602.02551/) (2026)
- [U-Cast: Learning Hierarchical Structures for High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/2507.15119/) (2025)
- [TimeSAF: Towards LLM-Guided Semantic Asynchronous Fusion for Time Series Forecasting](https://mlsanity.com/paper/2604.12648/) (2026)
- [IdealTSF: Can Non-Ideal Data Contribute to Enhancing the Performance of Time Series Forecasting Models?](https://mlsanity.com/paper/2512.05442/) (2025)
- [Time-TK: A Multi-Offset Temporal Interaction Framework Combining Transformer and Kolmogorov-Arnold Networks for Time Series Forecasting](https://mlsanity.com/paper/2602.11190/) (2026)

## 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.