Omni-Dimensional Frequency Learner for General Time Series Analysis
<|reference_start|>Omni-Dimensional Frequency Learner for General Time Series Analysis: Frequency domain representation of time series feature offers a concise representation for handling real-world time series data with inherent complexity and dynamic nature. However, current frequency-based methods with complex operations still fall short of state-of-the-art time domain methods for general time series analysis. In this work, we present Omni-Dimensional Frequency Learner (ODFL) model based on a in depth analysis among all the three aspects of the spectrum feature: channel redundancy property among the frequency dimension, the sparse and un-salient frequency energy distribution among the frequency dimension, and the semantic diversity among the variable dimension. Technically, our method is composed of a semantic-adaptive global filter with attention to the un-salient frequency bands and partial operation among the channel dimension. Empirical results show that ODFL achieves consistent state-of-the-art in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection, offering a promising foundation for time series analysis.<|reference_end|>
@article{chen2024omni-dimensional,
    title={Omni-Dimensional Frequency Learner for General Time Series Analysis},
    author={Xianing Chen, Hanting Chen, Hailin Hu},
    journal={arXiv preprint arXiv:2407.10419},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.10419},
    primaryClass={cs.CV cs.LG}
}