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FreTS: 시계열 예측을 위한 주파수 영역 MLP×FiLM: 주파수 개선 르장드르 메모리 모델×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20232022
창시자Kun Yi et al.Tian Zhou et al.
유형Frequency-domain MLP forecasting modelFrequency-domain time-series forecasting model
원전Yi, K., Zhang, Q., Fan, W., Wang, S., Wang, P., He, H., An, N., Lian, D., Cao, L., & Niu, Z. (2023). Frequency-domain MLPs are more effective learners in time series forecasting. NeurIPS. link ↗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. link ↗
별칭Frequency-domain MLPs, FrequencyMLP, FreTS Forecaster, Frekans Alanı MLPFrequency Improved Legendre Memory, FiLM Forecaster, Legendre Frequency Model, Frekans Tabanlı Legendre Bellek Modeli
관련33
요약FreTS is a time series forecasting architecture introduced by Yi et al. at NeurIPS 2023. It departs from Transformer-based designs by applying simple Multi-Layer Perceptrons (MLPs) entirely in the frequency domain. The model transforms input sequences with the Discrete Fourier Transform and then learns temporal and channel dependencies through complex-valued MLP layers, achieving competitive or superior long-term forecasting accuracy with substantially lower computational cost.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.
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