cs.AI updates on arXiv.org 07月15日 12:26
Fourier Basis Mapping: A Time-Frequency Learning Framework for Time Series Forecasting
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本文提出了一种基于傅里叶变换与深度学习的全新时间序列预测方法——FBM,通过整合时间-频率特征解决现有方法的问题,并在多个数据集上取得了优异性能。

arXiv:2507.09445v1 Announce Type: cross Abstract: The integration of Fourier transform and deep learning opens new avenues for time series forecasting. We reconsider the Fourier transform from a basis functions perspective. Specifically, the real and imaginary parts of the frequency components can be regarded as the coefficients of cosine and sine basis functions at tiered frequency levels, respectively. We find that existing Fourier-based methods face inconsistent starting cycles and inconsistent series length issues. They fail to interpret frequency components precisely and overlook temporal information. Accordingly, the novel Fourier Basis Mapping (FBM) method addresses these issues by integrating time-frequency features through Fourier basis expansion and mapping in the time-frequency space. Our approach extracts explicit frequency features while preserving temporal characteristics. FBM supports plug-and-play integration with various types of neural networks by only adjusting the first initial projection layer for better performance. First, we propose FBM-L, FBM-NL, and FBM-NP to enhance linear, MLP-based, and Transformer-based models, respectively, demonstrating the effectiveness of time-frequency features. Next, we propose a synergetic model architecture, termed FBM-S, which decomposes the seasonal, trend, and interaction effects into three separate blocks, each designed to model time-frequency features in a specialized manner. Finally, we introduce several techniques tailored for time-frequency features, including interaction masking, centralization, patching, rolling window projection, and multi-scale down-sampling. The results are validated on diverse real-world datasets for both long-term and short-term forecasting tasks with SOTA performance.

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时间序列预测 傅里叶变换 深度学习 FBM方法 时间-频率特征
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