# MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series Forecasting

arXiv: https://arxiv.org/abs/2410.02070 · HTML: https://mlsanity.com/paper/2410.02070/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 24 of its 43 references that are in the map.
- First posted on arXiv 2 Oct 2024.

## Builds on (most cited first, 24 of 24)

- [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)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Representation Learning with Contrastive Predictive Coding](https://mlsanity.com/paper/1807.03748/) (2018)
- [SegFormer: Simple and Efficient Design for Semantic Segmentation with Transformers](https://mlsanity.com/paper/2105.15203/) (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)
- [Pyramid Vision Transformer: A Versatile Backbone for Dense Prediction without Convolutions](https://mlsanity.com/paper/2102.12122/) (2021)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Context Encoders: Feature Learning by Inpainting](https://mlsanity.com/paper/1604.07379/) (2016)
- [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)
- [Multiscale Vision Transformers](https://mlsanity.com/paper/2104.11227/) (2021)
- [Twins: Revisiting the Design of Spatial Attention in Vision Transformers](https://mlsanity.com/paper/2104.13840/) (2021)
- [CSWin Transformer: A General Vision Transformer Backbone with Cross-Shaped Windows](https://mlsanity.com/paper/2107.00652/) (2021)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [FNet: Mixing Tokens with Fourier Transforms](https://mlsanity.com/paper/2105.03824/) (2021)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting](https://mlsanity.com/paper/2205.08897/) (2022)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [Parametric Augmentation for Time Series Contrastive Learning](https://mlsanity.com/paper/2402.10434/) (2024)

## Built on by (most cited first, 1 of 1)

- [StoxLSTM: A Stochastic Extended Long Short-Term Memory Network for Time Series Forecasting](https://mlsanity.com/paper/2509.01187/) (2025)

## Abstract (arXiv)

Long-term Time Series Forecasting (LTSF) is critical for numerous real-world applications, such as electricity consumption planning, financial forecasting, and disease propagation analysis. LTSF requires capturing long-range dependencies between inputs and outputs, which poses significant challenges due to complex temporal dynamics and high computational demands. While linear models reduce model complexity by employing frequency domain decomposition, current approaches often assume stationarity and filter out high-frequency components that may contain crucial short-term fluctuations. In this paper, we introduce MMFNet, a novel model designed to enhance long-term multivariate forecasting by leveraging a multi-scale masked frequency decomposition approach. MMFNet captures fine, intermediate, and coarse-grained temporal patterns by converting time series into frequency segments at varying scales while employing a learnable mask to filter out irrelevant components adaptively. Extensive experimentation with benchmark datasets shows that MMFNet not only addresses the limitations of the existing methods but also consistently achieves good performance. Specifically, MMFNet achieves up to 6.0% reductions in the Mean Squared Error (MSE) compared to state-of-the-art models designed for multivariate forecasting tasks.