ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting

arXiv:2404.05192v1 Announce Type: new
Abstract: The intricate nature of time series data analysis benefits greatly from the distinct advantages offered by time and frequency domain representations. While the time domain is superior in representing local dependencies, particularly in non-periodic series, the frequency domain excels in capturing global dependencies, making it ideal for series with evident periodic patterns. To capitalize on both of these strengths, we propose ATFNet, an innovative framework that combines a time domain module and a frequency domain …

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