# FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting

arXiv: https://arxiv.org/abs/2205.08897 · HTML: https://mlsanity.com/paper/2205.08897/

## Key facts

- Cited by 147 papers in the map (data through 14 Oct 2026).
- Builds on 35 of its 61 references that are in the map.
- First posted on arXiv 18 May 2022.

## Builds on (most cited first, 30 of 35)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Fourier Neural Operator for Parametric Partial Differential Equations](https://mlsanity.com/paper/2010.08895/) (2020)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [Rethinking Attention with Performers](https://mlsanity.com/paper/2009.14794/) (2020)
- [Linformer: Self-Attention with Linear Complexity](https://mlsanity.com/paper/2006.04768/) (2020)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Long Range Arena: A Benchmark for Efficient Transformers](https://mlsanity.com/paper/2011.04006/) (2020)
- [Combining Recurrent, Convolutional, and Continuous-time Models with Linear State-Space Layers](https://mlsanity.com/paper/2110.13985/) (2021)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [HiPPO: Recurrent Memory with Optimal Polynomial Projections](https://mlsanity.com/paper/2008.07669/) (2020)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Nystr"omformer: A Nystr"om-Based Algorithm for Approximating Self-Attention](https://mlsanity.com/paper/2102.03902/) (2021)
- [FNet: Mixing Tokens with Fourier Transforms](https://mlsanity.com/paper/2105.03824/) (2021)
- [Global Filter Networks for Image Classification](https://mlsanity.com/paper/2107.00645/) (2021)
- [Sparse Sinkhorn Attention](https://mlsanity.com/paper/2002.11296/) (2020)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [Multiwavelet-based Operator Learning for Differential Equations](https://mlsanity.com/paper/2109.13459/) (2021)
- [Time Series Data Augmentation for Deep Learning: A Survey](https://mlsanity.com/paper/2002.12478/) (2020)
- [Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting](https://mlsanity.com/paper/1905.03806/) (2019)

## Built on by (most cited first, 30 of 147)

- [Resurrecting Recurrent Neural Networks for Long Sequences](https://mlsanity.com/paper/2303.06349/) (2023)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods](https://mlsanity.com/paper/2403.20150/) (2024)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [Frequency-domain MLPs are More Effective Learners in Time Series Forecasting](https://mlsanity.com/paper/2311.06184/) (2023)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (2023)
- [Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis](https://mlsanity.com/paper/2310.06119/) (2023)
- [TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis](https://mlsanity.com/paper/2410.16032/) (2024)
- [CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning](https://mlsanity.com/paper/2403.07300/) (2024)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [Non-autoregressive Conditional Diffusion Models for Time Series Prediction](https://mlsanity.com/paper/2306.05043/) (2023)
- [AutoTimes: Autoregressive Time Series Forecasters via Large Language Models](https://mlsanity.com/paper/2402.02370/) (2024)
- [CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting](https://mlsanity.com/paper/2305.12095/) (2023)
- [Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting](https://mlsanity.com/paper/2206.04038/) (2022)
- [Effectively Modeling Time Series with Simple Discrete State Spaces](https://mlsanity.com/paper/2303.09489/) (2023)
- [A Survey on Time-Series Pre-Trained Models](https://mlsanity.com/paper/2305.10716/) (2023)
- [DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction](https://mlsanity.com/paper/2308.03274/) (2023)
- [FilterNet: Harnessing Frequency Filters for Time Series Forecasting](https://mlsanity.com/paper/2411.01623/) (2024)
- [Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling](https://mlsanity.com/paper/2402.12694/) (2024)
- [On Sparse Modern Hopfield Model](https://mlsanity.com/paper/2309.12673/) (2023)
- [BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis](https://mlsanity.com/paper/2310.20496/) (2023)
- [A Survey on Deep Learning based Time Series Analysis with Frequency Transformation](https://mlsanity.com/paper/2302.02173/) (2023)
- [MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection](https://mlsanity.com/paper/2403.19888/) (2024)
- [Language in the Flow of Time: Time-Series-Paired Texts Weaved into a Unified Temporal Narrative](https://mlsanity.com/paper/2502.08942/) (2025)
- [From Similarity to Superiority: Channel Clustering for Time Series Forecasting](https://mlsanity.com/paper/2404.01340/) (2024)
- [A Survey of Deep Learning and Foundation Models for Time Series Forecasting](https://mlsanity.com/paper/2401.13912/) (2024)
- [TSI-Bench: Benchmarking Time Series Imputation](https://mlsanity.com/paper/2406.12747/) (2024)

## Abstract (arXiv)

Recent studies have shown that deep learning models such as RNNs and Transformers have brought significant performance gains for long-term forecasting of time series because they effectively utilize historical information. We found, however, that there is still great room for improvement in how to preserve historical information in neural networks while avoiding overfitting to noise presented in the history. Addressing this allows better utilization of the capabilities of deep learning models. To this end, we design a Frequency improved Legendre Memory model, or bf FiLM: it applies Legendre Polynomials projections to approximate historical information, uses Fourier projection to remove noise, and adds a low-rank approximation to speed up computation. Our empirical studies show that the proposed FiLM significantly improves the accuracy of state-of-the-art models in multivariate and univariate long-term forecasting by (20.3%, 22.6%), respectively. We also demonstrate that the representation module developed in this work can be used as a general plug-in to improve the long-term prediction performance of other deep learning modules. Code is available at https://github.com/tianzhou2011/FiLM/