SeesawNet: Towards Non-stationary Time Series Forecasting with Balanced Modeling of Common and Specific Dependencies
- URL: http://arxiv.org/abs/2605.14551v1
- Date: Thu, 14 May 2026 08:29:52 GMT
- Title: SeesawNet: Towards Non-stationary Time Series Forecasting with Balanced Modeling of Common and Specific Dependencies
- Abstract summary: SeesawNet is a unified architecture that balances common and instance-specific dependency modeling in both temporal and channel dimensions.<n>At its core is Adaptive Stationary-Nonstationary Attention (ASNA), which captures common dependencies from normalized sequences and specific dependencies from raw sequences.<n>Built upon ASNA, SeesawNet alternates dedicated temporal and channel relationship modeling to jointly capture long-range and cross-variable dependencies.
- Score: 27.260310284240248
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Instance normalization (IN) is widely used in non-stationary multivariate time series forecasting to reduce distribution shifts and highlight common patterns across samples. However, IN can over-smooth instance-specific structural information that is essential for modeling temporal and cross-channel heterogeneity. While prior methods further suppress distribution discrepancies or attempt to recover temporal specific dependencies, they often ignore a central tension: how to adaptively model common and instance-specific dependency based on each instance's non-stationary structures. To address this dilemma, we propose SeesawNet, a unified architecture that dynamically balances common and instance-specific dependency modeling in both temporal and channel dimensions. At its core is Adaptive Stationary-Nonstationary Attention (ASNA), which captures common dependencies from normalized sequences and specific dependencies from raw sequences, and adaptively fuses them according to instance-level non-stationarity. Built upon ASNA, SeesawNet alternates dedicated temporal and channel relationship modeling to jointly capture long-range and cross-variable dependencies. Extensive experiments on multiple real-world benchmarks demonstrate that SeesawNet consistently outperforms state-of-the-art methods.
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