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FEDformer: 주파수 강화 분해 트랜스포머×Informer×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20222021
창시자Tian Zhou et al.Zhou, H. et al.
유형Frequency-domain decomposed Transformer for time-series forecastingTransformer (ProbSparse self-attention)
원전Zhou, T., Ma, Z., Wen, Q., Wang, X., Sun, L., & Jin, R. (2022). FEDformer: Frequency enhanced decomposed transformer for long-term series forecasting. ICML. link ↗Zhou, H. et al. (2021). Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting. AAAI. DOI ↗
별칭Frequency Enhanced Decomposed Transformer, FED-Transformer, Frequency Domain Transformer, Frekans Tabanlı Ayrıştırılmış DönüştürücüInformer — Uzun Dizi Transformer Tahmini, Informer transformer, ProbSparse attention forecaster
관련35
요약FEDformer is a Transformer-based architecture for long-term multivariate time-series forecasting, introduced by Zhou et al. at ICML 2022. Its core innovation is the combination of seasonal-trend decomposition with frequency-domain attention: instead of computing full token-to-token attention in the time domain, FEDformer projects queries, keys, and values into the frequency domain via Fourier or wavelet transforms and operates on a randomly selected subset of frequency components, achieving linear complexity while preserving global temporal structure.Informer is a Transformer-based model introduced by Zhou et al. in 2021 for long-sequence time-series forecasting, using a ProbSparse self-attention mechanism that lowers the computational complexity of the standard Transformer to O(L log L). It is built for problems that demand predictions across thousands of future steps.
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