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.

翻译：暂无翻译