Beyond Linear Decoders: Dynamic Expert-Coupled Optimal Decoding for Time Series Forecasting

Current multivariate time series forecasting methods mainly rely on static linear decoders, but these often suffer from severe representational bottlenecks. In this paper, we propose a novel architecture called DecodeTS (\textbf{\underline{D}}ynamic \textbf{\underline{E}}xpert-\textbf{\underline{C}}oupled \textbf{\underline{O}}ptimal \textbf{\underline{DE}}coder for Time Series Forecasting), which replaces the conventional static prediction head with a heterogeneous expert library. DecoderTS adopts a divide-and-conquer strategy to disentangle complex temporal dynamics, such as long-term trends and abrupt changes. Crucially, we introduce an optimal transport (OT)-based dynamic routing mechanism that can adaptively assign customized combinations of experts to different variables. By imposing OT marginal constraints, DecoderTS is theoretically proven to achieve collaborative load balancing among experts and effectively eliminate representation collapse. Extensive experiments on more than \textbf{15} datasets and about \textbf{30} baselines demonstrate that DecoderTS achieves state-of-the-art forecasting accuracy, which delivers a \textbf{17.06\%} performance gain while attaining up to about \textbf{41×} inference time speedup and up to \textbf{3.61×} reduction in memory footprint.