EAAI Journal 2026 Journal Article
Component-wise independent adaptive learning and local optimization for long-term forecasting
- Fei Chen
- Ke Cheng
- Shitong Wang
- Yuanquan Wang
Long-term time series forecasting (LTSF) faces significant challenges on small datasets due to overfitting, inconsistent training progress across model layers, and lack of interpretability. To address these issues, we propose Component-wise Independent Adaptive Learning and Local Optimization (CIALLO), a novel parallel forecasting framework that decomposes time series into reversible components — trend, waveform, and amplitude — allowing for independent modeling and targeted training. Highlights benefits of modularization: flexible sub-model selection, independent pre-training, clearer convergence analysis, and higher training efficiency. Emphasizes structural interpretability via decomposition and component-wise optimization rather than post-hoc attention. Experiments on benchmark Electricity Transformer Temperature (ETT) datasets and Traffic truncated dataset demonstrate that CIALLO achieves comparable or competitive performance with state-of-the-art models, particularly on long-term horizons and under limited data conditions. Ablations on designed modules show that lightweight sub-models and independent component training improve optimization stability, while guided gradient has minimal impact on final performance. Decomposition ablations indicate that detrending dominates while amplitude is beneficial only when scaling is reliable. Ablation on the amplitude adjustment reveals a stable U-shaped behavior, with moderate values giving the most balanced correction. Component-wise contributions and early-stopping behavior are analyzed, revealing inconsistent training progress across components. Training-time analysis also shows faster overall convergence compared to baselines. The error contribution across samples, representative prediction cases and the parameters of the designed sub-models are visualized and analyzed. Finally, the overall results are summarized and their implications for future model design and interpretability are discussed.