CAST-Norm: Coupled Adaptive Spatio-Temporal Normalization for Multivariate Time Series Forecasting
Haihua Xu, Ziyue Peng, Runchang Liang, Pengyang Wang
摘要
Distribution shift fundamentally hinders the efficacy of deep models in Multivariate Time Series Forecasting (MTSF). While mitigating non-stationarity requires characterizing both intra- and inter-series shifts, existing literature is predominantly constrained by a limiting ''Decoupled View'', erroneously treating them as orthogonal components. Specifically, proxy-based methods exhibit a ''Spatial Stationarity Bias,'' while proxy-free methods reinforce decoupling via disjoint modules. We theoretically prove that these shifts are mutually coupled; consequently, addressing them in isolation neglects their inherent interaction. To bridge this gap, we propose Coupled Adaptive Spatio-Temporal Normalization (CAST-Norm). Technically, CAST-Norm employs a Hybrid Inter-Intra Series Normalization strategy to isolate systematic shifts and yield spatiotemporally stationary patterns. Furthermore, to overcome the ''Fallacy of Independent Restoration,'' we design a Coupled Adaptive Denormalization mechanism. Instead of reversing statistics independently, it leverages learned spatiotemporal dependencies to jointly modulate the restoration process, ensuring the recovered distribution accurately reflects the non-stationary future. Extensive experiments on eight real-world datasets across four backbone architectures demonstrate that CAST-Norm consistently outperforms state-of-the-art methods. Code is available at https://github.com/xhhmacau/CAST_Norm.
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