DecoVAE is proposed, a lightweight interpretable trend-seasonal VAE framework that explicitly decomposes time series into trend and seasonal components by applying domain-specific inductive biases.
Abstract
Probabilistic time series forecasting remains challenging, largely because modeling distinct trend and seasonal dynamics requires specialized approaches. Existing methods often fail to capture the unique inner properties of these components, lack interpretability, or suffer from heavy memory and runtime overhead. To address these limitations, we propose DecoVAE, a lightweight interpretable trend-seasonal VAE framework that explicitly decomposes time series into trend and seasonal components by applying domain-specific inductive biases. The trend stream enforces structural smoothness using a differential regularizer on the latent trajectory, analogous to the Hodrick-Prescott filter. Concurrently, the seasonal stream operates in the frequency domain via a complex Gaussian VAE, natively capturing the amplitude and phase of periodic patterns. Extensive evaluations across seven real-world benchmarks show that DecoVAE consistently outperforms strong baselines. It achieves reductions of up to 14.96\% in CRPS and 23.30\% in NMAE for short-term forecasting, and up to 52.68\% and 26.51\% for long-term horizons. Crucially, DecoVAE yields these accuracy gains while remaining highly efficient, reducing model weight by up to 93\% and accelerating speed by up to 74\% compared to the second-best method.
The Decomposed Recurrent Neural Network (DeRNN) is proposed, which decouples global trend modeling from local fluctuation extraction via an asymmetric dual-track architecture and exhibits superior robustness against noise and distribution shifts.
Shanyun Qian· Poster Volume 0008 The 2026...· 0 citations
Missing values, frequently encountered in time series data, can significantly impair the effectiveness of analytical methods. While deep imputation models have emerged as the predominant approach due to their superior performance, explicitly incorporating inductive biases aligned with time-series characteristics offers substantial improvement potential. Taking advantage of non-stationarity and periodicity in time series, two domain-specific inductive biases are designed: (1) Non-Stationary Guidance, which operationalizes the proximity principle to address highly non-stationary series by emphasizing temporal neighbors, and (2) Periodic Guidance, which exploits periodicity patterns through learnable weight allocation across historical periods. Building upon these complementary mechanisms, the overall module, named Meta Guidance, dynamically fuses both guidances through data-adaptive weights learned from the specific input sample. Experiments on nine benchmark datasets demonstrate that integrating Meta Guidance into existing deep imputation architectures achieves an average 27.39% reduction in imputation error compared to state-of-the-art baselines.
Jiacheng You, Xinyang Chen, Yu Sun et al.· Neural Information Processin...· 0 citations
Time series forecasting (TSF) plays a vital role across various domains such as finance, energy, healthcare, and meteorology. Currently, most deep learning based TSF methods typically operate with a fixed lookback window. This approach comes from the high compute and memory costs of long contexts, as well as the standard practice of using sliding windows. This creates a trade-off. Making the window larger reduces the number of training samples, which can harm stability and generalization. However, keeping the window small prevents the model from using long history during inference. We propose an inference-only streaming autoregressive framework that replaces repeated full-context recomputation with a one-time context warmup and incremental decoding, enabling efficient long-history forecasting without retraining. While straightforward caching attentions is brittle for time series due to distribution shifts and noisy or redundant histories, we address these issues with cache-consistent normalization and selective memory under a fixed cache budget. Across diverse benchmarks, our approach substantially reduces inference latency with no or marginal accuracy loss, and often improves performance when longer lookbacks are beneficial.
Xi-Yu Meng, Yuhan Wu, Can-Ran Xiao et al.· Proceedings of the Thirty-Fi...· 0 citations
Probabilistic forecasting models are widely used for time series forecasting in domains such as energy systems, finance, medicine, and transportation. In recent years, deep generative models have shown strong results on probabilistic forecasting, yet many conventional approaches struggle to capture internal temporal dependencies, leading to latent representations with limited expressive power. To address this limitation, we propose \textit{CLaST}, a VAE framework for probabilistic multivariate time series forecasting. Unlike existing generative models, CLaST learns embeddings that preserve contextual similarity between observations through our contrastive loss function. Experiments across nine widely adopted benchmarks demonstrate that CLaST consistently surpasses strong baseline methods. In short-term forecasting tasks, our approach achieves improvements of up to $16.4\%$ in CRPS and $14.4\%$ in NMAE over the second-best method. Furthermore, in long-term prediction CLaST attains superior overall performance, exceeding the second-best method by up to $48.6\%$ and $25.1\%$ in CRPS and NMAE, respectively.
A. Marusov, D. Anikin, P. Sokerin et al.· 0 citations
Long-term multivariate time series plays a significant role in many application areas such as power systems, trading, etc. However, their accurate prediction is quite difficult for conventional forecasting methods as they often exhibit high dimensionality and complex relationships. Recent works show that transformer-based approaches are quite effective for long-term forecasting thanks to their attention mechanism. However, in the presence of complex high-dimensional inputs, they show evidence of oversmoothing, limited capacity, and opacity. To this end, this paper introduces SETTer, a transformer-based model that addresses these challenges by incorporating novel techniques for decoupled self-attention and hybrid masking. The proposed techniques enable SETTer to effectively capture the dominant short- and long-term patterns across the temporal and channel dimensions. In addition, we enrich the model layers with simple explainable structures that indicate the discriminative pattern of SETTer. We show that with a single-layer transformer architecture, SETTer can effectively model long-term dependencies in the presence of varying data complexities. Extensive experiments on real-word benchmark datasets for long-term multivariate time series forecasting demonstrate that SETTer outperforms state-of-the-art models in 88% of the scenarios.
Abraham Ezema, C. Eze, F. Ponci et al.· 0 citations
Long-term time series forecasting benefits from preserving global structure such as trends and seasonality. Recent LLM-based forecasters often improve accuracy through test-time scaling (e.g., iterative refinement), but these methods are computationally expensive and increasingly prone to global-shape mismatch as the prediction horizon extends. We propose SCALER, a coarse-to-fine forecasting framework that first employs a lightweight Transformer tailored to long-term shape modeling to predict a coarse representation of future dynamics. This predicted shape then serves as a compact guide for an LLM to perform test-time scaling via iterative coarse-to-fine residual token refinement, while processing substantially fewer tokens at each step. By guiding refinement with an explicit future-shape prediction, SCALER reduces reliance on long description prompts, and its fixed-step refinement avoids costly reward-model-based selection, further lowering computational overhead. Experimental results demonstrate that SCALER outperforms strong forecasting baselines in long-term, short-term and zero-shot forecasting while significantly reducing the inference cost associated with scaled LLM for time series forecasting. Code: https://github.com/xuanmay2701/SCALER.
Xuan-May Le, Minh-Tuan Tran, Ling Luo et al.· Proceedings of the 32nd ACM...· 0 citations
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