how to improve temperature stability for coaxial filters?

Coaxial filter... do you mean connectorized?
If yes, for Cavity type like comb, interdigital, cavity coupled etc. the main improvement is use low CTE metal alloys. Common metals or metals alloys like Cu, Al alloy, brass, iron alloy etc has CTE in the range 15...30 ppm/°C, while exotic alloys may have 6ppm/°C or less.

Also reduce as possible the use of dielectrics.
Usually dielectrics have CTE in the 100...300 ppm/°C range.

the temperature causes the pertubation of the sturcture,and then the frequecy get lower.
so any other kind of size pertubation can make the freuquency higher and then wil act as a compensation measure.

thanks.

This is true, in theory. But practically the keyword is reduce CTE instead compensation.
Also a good (well thinked) mechanical design is important. From a mechanical point of view, every "long" structures such lines, rod resonator etc. shoud have the possibility to stretch itself, otherwise they bend itself radially, this cause a variation of the match (in addition to freq. variation).

If you want to improve temperature stability for coaxial filters, you can use very good and expensive material - invar.