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FreTS: 시계열 예측을 위한 주파수 영역 MLP×TSMixer: 시계열 예측을 위한 완전 MLP 아키텍처×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20232023
창시자Kun Yi et al.Si-An Chen et al. (Google)
유형Frequency-domain MLP forecasting modelAll-MLP multivariate 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 ↗Chen, S.-A., Li, C.-L., Yoder, N., Arik, S. O., & Pfister, T. (2023). TSMixer: An all-MLP architecture for time series forecasting. Transactions on Machine Learning Research. link ↗
별칭Frequency-domain MLPs, FrequencyMLP, FreTS Forecaster, Frekans Alanı MLPAll-MLP Time Series Mixer, Time Series Mixer, TSMixer Forecasting Model, Zaman Serisi Karıştırıcı
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.TSMixer is a multivariate time-series forecasting model introduced by Si-An Chen and colleagues at Google in 2023. It challenges the prevailing dominance of Transformer-based architectures by demonstrating that a simple stack of interleaved MLP layers — alternating between mixing along the time axis and mixing across feature channels — achieves strong forecasting accuracy while remaining computationally efficient and easy to interpret architecturally.
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