Beyond Holistic Models: Systematic Component-level Benchmarking of Deep Multivariate Time-Series Forecasting
Summary
This paper introduces TSCOMP, a large-scale benchmark that systematically decomposes deep multivariate time-series forecasting methods into fine-grained components to enable automated model selection, outperforming complex holistic architectures.
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Paper page - Beyond Holistic Models: Systematic Component-level Benchmarking of Deep Multivariate Time-Series Forecasting
Source: https://huggingface.co/papers/2605.26562
Abstract
A large-scale benchmark systematically decomposes deep forecasting methods into fine-grained components to enable automated model selection and outperform complex architectures.
While previous research inmultivariate time series forecastinghas focused on developing complex holistic models, this work advocates for a shift toward a granular,component-level understandingof their impacts. We propose TSCOMP, the first large-scale benchmark that systematically deconstructsdeep forecasting methodsinto their core,fine-grained components--spanningseries preprocessing,encoding strategies,network architecturesincluding specific and largetime-series models, andoptimization methods. Usingconstrained orthogonal experimental designand extensive evaluations, we conductmulti-view analysesthat reveal component effectiveness across different backbones, data characteristics, and their interactions. Beyond providing insights, this benchmark establishes a fine-grained performance corpus comprising over 20,000 model-dataset evaluations, which supports the learning ofautomated component selection, enablingzero-shot model constructionon new datasets. Our experiments demonstrate that the corpus-driven approach, despite its simplicity, consistently outperforms state-of-the-art methods, validating the soundness of our evaluation design and confirming that systematic component selection surpasses manually designed complex architectures. All code and the performance corpus are publicly available at https://github.com/SUFE-AILAB/TSCOMP.
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