# Omni-Dimensional Frequency Learner for General Time Series Analysis

arXiv: https://arxiv.org/abs/2407.10419 · HTML: https://mlsanity.com/paper/2407.10419/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 47 of its 77 references that are in the map.
- First posted on arXiv 15 Jul 2024.

## Builds on (most cited first, 30 of 47)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Layer Normalization](https://mlsanity.com/paper/1607.06450/) (2016)
- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [MobileNetV2: Inverted Residuals and Linear Bottlenecks](https://mlsanity.com/paper/1801.04381/) (2018)
- [Squeeze-and-Excitation Networks](https://mlsanity.com/paper/1709.01507/) (2017)
- [A ConvNet for the 2020s](https://mlsanity.com/paper/2201.03545/) (2022)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (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)
- [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)
- [MLP-Mixer: An all-MLP Architecture for Vision](https://mlsanity.com/paper/2105.01601/) (2021)
- [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)
- [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)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Time Series Forecasting With Deep Learning: A Survey](https://mlsanity.com/paper/2004.13408/) (2020)
- [Detecting Spacecraft Anomalies Using LSTMs and Nonparametric Dynamic Thresholding](https://mlsanity.com/paper/1802.04431/) (2018)
- [GhostNet: More Features from Cheap Operations](https://mlsanity.com/paper/1911.11907/) (2019)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [Dynamic Convolution: Attention over Convolution Kernels](https://mlsanity.com/paper/1912.03458/) (2019)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels](https://mlsanity.com/paper/1910.13051/) (2019)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)

## Abstract (arXiv)

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.