TStruct: Learning Shared Temporal Structures for Long-Term Time-Series Forecasting

Recent studies on long-term time series forecasting have shown that simple linear models and MLP-based predictors can achieve strong performance without increasingly complex architectures. However, many competitive baselines still rely on structural priors such as frequency-domain modeling, explicit decomposition, multi-scale mixing, or sophisticated cross-variable interaction modules, while paying less attention to how simple temporal mappings should be trained and organized. In this paper, we propose STAIR, short for Stagewise Temporal Adaptation via Individualization and Residual Learning, a training paradigm for long-term time series forecasting that aims to unlock the capacity of simple temporal mapping models without introducing complex architectural modules. STAIR decomposes forecasting ability into three progressive stages: it first learns common temporal dynamics across variables through a shared temporal mapping, then adapts the shared model to each variable via channel-wise fine-tuning to capture variable-specific patterns, and finally complements the backbone with cross-variable information through residual learning. We further introduce Shared-to-Individual Fine-tuning and alpha-RevIN to mitigate the limitations of strict channel independence and the overly strong normalization prior induced by standard RevIN. This design gradually increases modeling flexibility while keeping the core temporal predictor as a shallow MLP in the main experiments, with linear variants analyzed separately. Experiments on nine long-term forecasting benchmarks show that STAIR matches or outperforms recent strong baselines while preserving a simple temporal backbone, providing a concise and effective modeling perspective for long-term time series forecasting.

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.

Multivariate time series forecasting requires capturing temporal dependencies across multiple scales while accounting for both shared and variable-specific dynamics. Compact forecasting models have emerged as an attractive alternative to increasingly large architectures, but preserving strong predictive performance within tight computational and memory budgets remains challenging. We propose a compact one-layer convolutional framework that learns a shared bank of multi-scale temporal filters of each variable. Lightweight variable-specific scalar weights determine the contribution of each temporal component, enabling the model to capture shared temporal structure while adapting to variable-specific dynamics. The learned weights and filter-output energy further provide a natural signal for structured pruning of convolutional filters, reducing computational complexity with minimal degradation in forecasting performance. We additionally introduce an amplitude-adaptive normalization mechanism that preserves variable-dependent temporal amplitudes. Experiments on multiple datasets demonstrate forecasting performance competitive with state-of-the-art methods while requiring substantially fewer parameters and inference FLOPs and achieving low per-sample latency.