Aug 2026· Proceedings of the 32nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining V.2· pp. 6500-6511· 0 citations· 11 references
Abstract
Time series forecasting is a cornerstone of numerous real-world applications, where prediction accuracy relies on capturing intricate periodic patterns and evolving spectral dynamics. While Masked Time-series Modeling (MTM) has emerged as a powerful self-supervised paradigm, its conventional one-dimensional (1D) formulation often fails to resolve the underlying structural dependencies essential for long-term forecasting explicitly. To address this limitation, we propose TS-MTM, a Temporal-Spectral Masked Time-series Modeling framework that formalizes pretraining within a joint representation space. By leveraging autocorrelation-based periodicity, TS-MTM transforms 1D sequences into period-aware 2D temporal-spectral representations, a transition grounded in stochastic-process theory. Within this augmented space, we introduce two synergistic mechanisms: Axial-Period Cross Masking (APCM) to capture temporal dependencies across phases, and Structure-aware Spectral Magnitude Masking (SSMM) to reconstruct global frequency-domain signatures. To ensure representation consistency, a Dual-domain Contextual Contrastive objective is employed to align these complementary views on the signal manifold, yielding unified embeddings that preserve temporal-spectral coherence. Extensive evaluations across nine benchmark datasets demonstrate that TS-MTM consistently achieves state-of-the-art performance under both in-domain and cross-domain settings, underscoring its robustness and generalization for complex temporal dynamics. Code is available at https://github.com/zpc2002zpc/TS-MTM.
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Jin-Lai Zhang· Poster Volume 0008 The 2026...· 0 citations
This work proposes an evidence-augmented zero-shot TSAD framework that preserves indexed de-seasonalized observations while adding compact frequency-domain evidence computed with the Fast Fourier Transform (FFT).
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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.
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A forecasting framework that explicitly models the coupling between trend and seasonality, and a heteroscedastic Laplace loss function that combines uncertainty weighting with heteroscedastic modeling, reducing the impact of error accumulation over long prediction horizons and enhancing robustness to outliers and heavy...
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