# Fi2VTS: Time Series Forecasting Via Capturing Intra- and Inter-Variable Variations in the Frequency Domain

arXiv: https://arxiv.org/abs/2407.21275 · HTML: https://mlsanity.com/paper/2407.21275/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 44 references that are in the map.
- First posted on arXiv 31 Jul 2024.

## Builds on (most cited first, 12 of 12)

- [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)
- [An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale](https://mlsanity.com/paper/2010.11929/) (2020)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [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)
- [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)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Global Filter Networks for Image Classification](https://mlsanity.com/paper/2107.00645/) (2021)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [ETSformer: Exponential Smoothing Transformers for Time-series Forecasting](https://mlsanity.com/paper/2202.01381/) (2022)

## Abstract (arXiv)

Time series forecasting (TSF) plays a crucial role in various applications, including medical monitoring and crop growth. Despite the advancements in deep learning methods for TSF, their capacity to predict long-term series remains constrained. This limitation arises from the failure to account for both intra- and inter-variable variations meanwhile. To mitigate this challenge, we introduce the Fi2VBlock, which leverages a Frequency domain perspective to capture intra- and inter-variable Variations. After transforming into the frequency domain via the Frequency Transform Module, the Frequency Cross Attention between the real and imaginary parts is designed to obtain enhanced frequency representations and capture intra-variable variations. Furthermore, Inception blocks are employed to integrate information, thus capturing correlations across different variables. Our backbone network, Fi2VTS, employs a residual architecture by concatenating multiple Fi2VBlocks, thereby preventing degradation issues. Theoretically, we demonstrate that Fi2VTS achieves a substantial reduction in both time and memory complexity, decreasing from O(L2) to O(L) per Fi2VBlock computation. Empirical evaluations reveal that Fi2VTS outperforms other baselines on two benchmark datasets. The implementation code is accessible at urlhttps://github.com/HITshenrj/Fi2VTS.