English

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

Machine Learning 2026-05-19 v1 Artificial Intelligence

Abstract

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.

Keywords

Cite

@article{arxiv.2605.16449,
  title  = {PESD-TSF: A Period-Aware and Explicit Structured Decomposition Framework for Long-Term Time Series Forecasting},
  author = {Hua Wang and Xianhao Jiao and Fan Zhang},
  journal= {arXiv preprint arXiv:2605.16449},
  year   = {2026}
}

Comments

23 pages, 9 figures, 13 tables

R2 v1 2026-07-22T07:15:27.892Z