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

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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.

Hua Wang, Xianhao Jiao, Fan Zhang (2) __INSTITUTION_3__ School of Computer, Artificial Intelligence, Ludong University, Yantai, Shandong 264025, China, (2) School of Computer Science, Technology, Shandong Technology, Business University, Yantai, Shandong 264005, China)• 2026

Related benchmarks

TaskDatasetResultRank
Long-term time-series forecastingETTh1
MAE0.421
575
Long-term time-series forecastingETTm1
MSE0.281
461
Long-term time-series forecastingETTh2
MSE0.339
461
Long-term time-series forecastingETTm2
MSE0.244
455
Long-term time-series forecastingTraffic
MSE0.354
427
Traffic ForecastingMETR-LA
MAE0.577
329
Long-term time-series forecastingECL
MSE0.15
163
Long-term time-series forecastingsolar
MSE0.153
66
Long-term time-series forecastingAQShunyi
MSE0.621
48
Long-term time-series forecastingAQWan
MSE0.711
48
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