TStruct: Learning Shared Temporal Structures for Long-Term Time Series Forecasting
Yangze Li, Zhengyang Zhou, Qihe Huang, Pengkun Wang, Binwu Wang, Yang Wang
Long-term time series forecasting requires learning temporal dependencies that remain stable and generalizable under temporal distribution shifts. However, real-world time series are often noisy, non-stationary, and heterogeneous, making deep learning models prone to overfitting incidental temporal interactions in the training data. This raises a question: when observations are difficult to align, could temporal relationships be easier to reuse? To investigate this possibility, we analyze patch-level temporal relationship matrices across commonly used time series datasets, revealing dominant patterns shared across different temporal windows and variables. Comparisons with patch-shuffled and IID Gaussian controls further support the presence of reusable temporal relationship structures. Motivated by these findings, we propose \textbf{T}emporal \textbf{Struct}ure Network (\textbf{TStruct}), a simple yet effective network that learns reusable temporal dependency structures and adaptively combines them for each sample and variable. Specifically, TStruct directly parameterizes a set of shared temporal dependency matrices and generates normalized combination weights using dynamic sample information and static variable priors. These weights represent a soft allocation of each sample-variable pair over shared temporal dependency structures, enabling the model to generate adaptive temporal dependency matrices under shared structural constraints, rather than fitting incidental interactions in a fully unconstrained manner. Notably, TStruct consistently outperforms several strong baselines across all evaluated datasets, achieving superior accuracy while maintaining high computational efficiency. Our code is available at https://github.com/yangzeli/TStruct.
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