PAMod: Modeling Cyclical Shifts via Phase-Amplitude Modulation for Non-stationary Time Series Forecasting

ArXi:2605.00466v1 Announce Type: cross Real-world time series forecasting faces the fundamental challenge of non-stationary statistical properties, including shifts in mean and variance over time. While reversible instance normalization (RevIN) has shown promise by stationarizing inputs and denormalizing outputs, it relies on the strong assumption that historical and future distributions remain identical. We observe that in many practical applications, distribution shifts follow cyclical patterns that correlate with periodic positions (e.g., seasonal and holiday volatility.