arXiv:2605.16449cs.LGcs.AI2026-05

提出新框架,让模型更懂周期、趋势和变量间关系。

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

论文配图:PESD-TSF: A Period-Aware and Explicit Structured Decomposition Framework for Long-Term Time Series Forecasting
图 1 · 摘自论文原文
  • 用动态门控保留周期信号,避免深层网络中周期信息衰减。
  • 分离长期趋势与高频波动,提升多变量时间序列预测精度。
  • 通过跨尺度协同注意力重建变量间依赖,适合复杂耦合场景。

深度预测模型在加深网络时易出现周期感知弱化和趋势-噪声表示纠缠问题。同时,广泛采用的通道独立范式虽提升训练稳定性,却破坏了多变量间固有的动态协调性,影响跨变量一致性建模。为此,本文提出PESD-TSF——一种受物理启发的结构分解框架,兼顾可解释性与预测准确率。其核心包括:1)乘法周期门控机制,引入连续时间先验动态调节信号幅度,保持深层网络中周期结构;2)多尺度结构编码器,结合去趋势注意力与分层采样,显式解耦长期趋势与高频变化,同时保留细粒度时序语义;3)为恢复被破坏的变量间依赖,提出跨尺度协同注意力(CSCA)与RLC正则化方案,在深层特征空间重建全局变量拓扑,并通过正交性与一致性约束强制物理一致协作。在多个领域基准数据集上的大量实验表明,PESD-TSF持续达到最先进性能,尤其在涉及复杂变量耦合的多变量预测任务中表现突出,验证了其卓越的结构建模能力与泛化性。

原文摘要 · Abstract (English)

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.

时间序列周期建模多变量预测结构分解

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