Abstract
In current time series prediction tasks, many methods transform time series into the frequency domain for analysis. Analyzing time series in the frequency domain reveals the spectral characteristics and energy distribution across different frequencies, providing a clearer understanding of the contributions of various frequency components. However, existing methods using frequency domain analysis often overlook the characteristic information contained within the amplitude and phase in the same frequency range. Additionally, many frequency domain analysis models paired with transformers result in significant time complexity. Therefore, we designed a parallel dual-channel network that processes frequencies categorically and then decomposes the complex values in the frequency domain to obtain amplitude and phase information within the same frequency range. This allows for capturing the intensity and relative position of corresponding frequency components in the entire time series. To capture the variations of amplitude and phase within the same frequency range in the time series, a frequency domain complex decomposition module was designed for refined feature extraction. Finally, the extracted amplitude-phase features are recombined into a complex number, providing a more accurate description of the distribution characteristics of frequency components in the time series. This method helps the model better understand frequency variations within the time series, thus improving prediction accuracy. Experiments show that, compared to the current state-of-the-art models, the proposed model achieves an average mean squared error (MSE) reduction of 6.29% to 18.90% across seven datasets including ETT and Weather, with significantly lower temporal and spatial complexity.
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