PESD-TSF: A Period-Aware and Explicit Structured Decomposition Framework for Long-Term Time Series Forecasting
About
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.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Long-term time-series forecasting | ETTh1 | MAE0.421 | 575 | |
| Long-term time-series forecasting | ETTm1 | MSE0.281 | 461 | |
| Long-term time-series forecasting | ETTh2 | MSE0.339 | 461 | |
| Long-term time-series forecasting | ETTm2 | MSE0.244 | 455 | |
| Long-term time-series forecasting | Traffic | MSE0.354 | 427 | |
| Traffic Forecasting | METR-LA | MAE0.577 | 329 | |
| Long-term time-series forecasting | ECL | MSE0.15 | 163 | |
| Long-term time-series forecasting | solar | MSE0.153 | 66 | |
| Long-term time-series forecasting | AQShunyi | MSE0.621 | 48 | |
| Long-term time-series forecasting | AQWan | MSE0.711 | 48 |