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This arXiv preprint proposes a deep learning architecture for time series forecasting that handles trend and seasonal components differently: a latent graph block for trend and Gaussian-prior multi-scale attention for seasonality. Its claims rest on unspecified "extensive experiments" in the abstract, so readers should check the benchmarks, baselines, and ablations before judging whether the gains are meaningful. The work is incremental but relevant to anyone building forecasting systems, since it reflects a broader trend toward component-specific inductive biases over homogeneous Transformer designs.
DST-Net: Decomposed Spatio-Temporal Network for Time Series Forecasting
arXiv:2610.21123v1 Announce Type: cross Abstract: Series decomposition has emerged as a widely acknowledged paradigm in deep time series forecasting models. However, existing approaches predominantly employ a homogeneous modeling strategy for all subsequences, thereby overlooking the distinct inductive biases inherent in different components. We identify that the trend component exhibits dominant spatial coupling across channels but carries significant temporal redundancy, whereas the seasonal component is characterized by local temporal evolution but remains susceptible to attention distraction. To address this, we propose a novel disentangled architecture that tailors specific modeling strategies to align with the intrinsic properties of each component. For the trend branch, we design a Latent Graph Block, employing latent graph modeling to capture global topological dependencies and system-wide co-movements. Conversely, for the seasonal branch, we introduce a Gaussian Multi-scale Attention mechanism to mitigate attention distraction. By injecting learnable Gaussian priors, we impose structural constraints that compel the model to focus on multi-granular local contexts, effectively filtering out global noise and accurately capturing local evolutionary phases. Extensive experiments on multiple real-world benchmarks demonstrate the effectiveness of our proposed model.
Abstract:Series decomposition has emerged as a widely acknowledged paradigm in deep time series forecasting models. However, existing approaches predominantly employ a homogeneous modeling strategy for all subsequences, thereby overlooking the distinct inductive biases inherent in different components. We identify that the trend component exhibits dominant spatial coupling across channels but carries significant temporal redundancy, whereas the seasonal component is characterized by local temporal evolution but remains susceptible to attention distraction. To address this, we propose a novel disentangled architecture that tailors specific modeling strategies to align with the intrinsic properties of each component. For the trend branch, we design a Latent Graph Block, employing latent graph modeling to capture global topological dependencies and system-wide co-movements. Conversely, for the seasonal branch, we introduce a Gaussian Multi-scale Attention mechanism to mitigate attention distraction. By injecting learnable Gaussian priors, we impose structural constraints that compel the model to focus on multi-granular local contexts, effectively filtering out global noise and accurately capturing local evolutionary phases. Extensive experiments on multiple real-world benchmarks demonstrate the effectiveness of our proposed model.
Machine Learning (cs.LG); Artificial Intelligence (cs.AI)
arXiv:2610.21123 [cs.LG]
(or arXiv:2610.21123v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2610.21123 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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