Zhang Yahao, Zhou Xiaofeng, Zhang Yichi, Li Shuai, Liu Shurui
Key Laboratory of Networked Control Systems, Chinese Academy of Sciences, Shenyang, 110016, China.
Shenyang Institute of Automation, Shenyang, 110016, China.
Sci Rep. 2025 Apr 12;15(1):12557. doi: 10.1038/s41598-025-95529-2.
Enhancing the accuracy of long-term time series forecasting is a crucial task across various fields. Recently, many studies have employed the Discrete Fourier Transform (DFT) to convert time series into the frequency domain for forecasting, as it provides a compact and efficient representation, enabling the capture of deep cyclical patterns and global trends that are often difficult to identify in the time domain. However, the frequency domain information in time series has yet to be fully explored due to three main reasons: they rely on a fixed-resolution DFT, which restricts them to a single frequency resolution and leads to the loss of essential information; they predominantly focus on global dependencies while overlooking local temporal details; they remain highly sensitive to noise in the time series, limiting the model's ability to capture stable patterns. In this paper, we propose a novel lightweight architecture (FreMixer) that operates entirely in the frequency domain. Firstly, we introduce a multi resolution segmentation mechanism in the frequency domain, enabling features represented at different resolutions to complement each other, effectively overcoming the sparse resolution limitations of DFT in the frequency spectrum. Secondly, we comprehensively extract the frequency information by employing a dual branch architecture that simultaneously captures both global and local features at each frequency resolution, providing a more comprehensive representation of temporal patterns. Moreover, we propose a noise insensitive loss function ArcTanLoss that reduces overfitting to outliers. Extensive experiments conducted on seven different datasets have validated the effectiveness of our proposed model and loss function.
提高长期时间序列预测的准确性是各个领域的一项关键任务。最近,许多研究采用离散傅里叶变换(DFT)将时间序列转换到频域进行预测,因为它提供了一种紧凑且高效的表示方式,能够捕捉在时域中通常难以识别的深层周期性模式和全局趋势。然而,由于三个主要原因,时间序列中的频域信息尚未得到充分探索:它们依赖于固定分辨率的DFT,这将它们限制在单一频率分辨率,导致重要信息丢失;它们主要关注全局依赖性,而忽略了局部时间细节;它们对时间序列中的噪声仍然高度敏感,限制了模型捕捉稳定模式的能力。在本文中,我们提出了一种全新的轻量级架构(FreMixer),它完全在频域中运行。首先,我们在频域中引入了多分辨率分割机制,使不同分辨率表示的特征能够相互补充,有效克服了DFT在频谱中稀疏分辨率的限制。其次,我们采用双分支架构全面提取频率信息,该架构在每个频率分辨率下同时捕捉全局和局部特征,提供了更全面的时间模式表示。此外,我们提出了一种对噪声不敏感的损失函数ArcTanLoss,减少了对异常值的过拟合。在七个不同数据集上进行的广泛实验验证了我们提出的模型和损失函数的有效性。