SegTSim: A Big Data Driven Segmented Temporal Simulation Framework for Heterogeneous Multivariate Systems

Heterogeneous multivariate time-series systems exhibit segment-specific nonlinear dynamics that challenge monolithic forecasting architectures. We propose SegTSim, a big-data-driven segmented temporal simulation framework that integrates segment-specific elasticity modeling with adaptive min-gating, dynamic production relocation optimization, multi-factor data fusion with exchange-rate propagation, and a deep ensemble validation pipeline. The framework is validated on US--Japan automotive trade data from USITC repositories spanning 2015 to 2025, comprising approximately 13000 annual records. Under a 25% perturbation scenario, Japanese import volume declines by 20.4% to 0.93 billion USD, while all output variables maintain coefficients of variation below 3.5% across 1000 ensemble inference runs.