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	FiLM: Modello di Memoria a Frequenza Migliorata di Legendre	Modello a Spazio di Stati (Filtro di Kalman)
Campo	Apprendimento profondo	Econometria
Famiglia	Machine learning	Regression model
Anno di origine	2022	1990
Ideatore	Tian Zhou et al.	Harvey; Durbin & Koopman (state space treatment); Kalman filter
Tipo	Frequency-domain time-series forecasting model	State space time series model
Fonte seminale	Zhou, T., Ma, Z., Wen, Q., Sun, L., Yao, T., Yin, W., & Jin, R. (2022). FiLM: Frequency improved Legendre memory model for long-term time series forecasting. NeurIPS.	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.
Alias	Frequency Improved Legendre Memory, FiLM Forecaster, Legendre Frequency Model, Frekans Tabanlı Legendre Bellek Modeli	state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)
Correlati	3	4
Sintesi	FiLM is a long-term time-series forecasting architecture introduced by Tian Zhou and colleagues at NeurIPS 2022. It combines Legendre polynomial projections of the historical input with learnable frequency-domain filters applied to the resulting coefficient sequences. By representing history as a compact set of polynomial coefficients and filtering those coefficients in the frequency domain, FiLM enables efficient extrapolation over long prediction horizons without the quadratic cost of full self-attention.	A state space model is a general time series framework that describes a series through unobserved (latent) state variables linked by a measurement equation and a transition equation, with the states estimated in real time by the Kalman filter. Developed in the state space tradition of Harvey (1990) and Durbin & Koopman (2012), it nests ARIMA and exponential smoothing as special cases.