# A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2305.14649 · HTML: https://mlsanity.com/paper/2305.14649/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 45 of its 69 references that are in the map.
- First posted on arXiv 24 May 2023.

## Builds on (most cited first, 30 of 45)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [Gaussian Error Linear Units (GELUs)](https://mlsanity.com/paper/1606.08415/) (2016)
- [BEiT: BERT Pre-Training of Image Transformers](https://mlsanity.com/paper/2106.08254/) (2021)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [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)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Linformer: Self-Attention with Linear Complexity](https://mlsanity.com/paper/2006.04768/) (2020)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Transformers in Vision: A Survey](https://mlsanity.com/paper/2101.01169/) (2021)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (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)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [FNet: Mixing Tokens with Fourier Transforms](https://mlsanity.com/paper/2105.03824/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting](https://mlsanity.com/paper/2103.07719/) (2021)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [A Comparative Study on Transformer vs RNN in Speech Applications](https://mlsanity.com/paper/1909.06317/) (2019)

## Built on by (most cited first, 5 of 5)

- [Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift](https://mlsanity.com/paper/2410.09836/) (2024)
- [Deep Learning for Time Series Forecasting: A Survey](https://mlsanity.com/paper/2503.10198/) (2025)
- [A Mamba Foundation Model for Time Series Forecasting](https://mlsanity.com/paper/2411.02941/) (2024)
- [TFKAN: Time-Frequency KAN for Long-Term Time Series Forecasting](https://mlsanity.com/paper/2506.12696/) (2025)
- [Partial-Multivariate Model for Forecasting](https://mlsanity.com/paper/2408.09703/) (2024)

## Abstract (arXiv)

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT). JTFT combines time and frequency domain representations to make predictions. The frequency domain representation efficiently extracts multi-scale dependencies while maintaining sparsity by utilizing a small number of learnable frequencies. Simultaneously, the time domain (TD) representation is derived from a fixed number of the most recent data points, strengthening the modeling of local relationships and mitigating the effects of non-stationarity. Importantly, the length of the representation remains independent of the input sequence length, enabling JTFT to achieve linear computational complexity. Furthermore, a low-rank attention layer is proposed to efficiently capture cross-dimensional dependencies, thus preventing performance degradation resulting from the entanglement of temporal and channel-wise modeling. Experimental results on six real-world datasets demonstrate that JTFT outperforms state-of-the-art baselines in predictive performance.