# MFF-FTNet: Multi-scale Feature Fusion across Frequency and Temporal Domains for Time Series Forecasting

arXiv: https://arxiv.org/abs/2411.17382 · HTML: https://mlsanity.com/paper/2411.17382/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 23 of its 38 references that are in the map.
- First posted on arXiv 26 Nov 2024.

## Builds on (most cited first, 23 of 23)

- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [Momentum Contrast for Unsupervised Visual Representation Learning](https://mlsanity.com/paper/1911.05722/) (2019)
- [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)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Graph Contrastive Learning with Augmentations](https://mlsanity.com/paper/2010.13902/) (2020)
- [Unsupervised Data Augmentation for Consistency Training](https://mlsanity.com/paper/1904.12848/) (2019)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (2021)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [Unsupervised Representation Learning for Time Series with Temporal Neighborhood Coding](https://mlsanity.com/paper/2106.00750/) (2021)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective](https://mlsanity.com/paper/2311.06190/) (2023)
- [Spatio-Temporal Meta-Graph Learning for Traffic Forecasting](https://mlsanity.com/paper/2211.14701/) (2022)
- [AI in Finance: Challenges, Techniques and Opportunities](https://mlsanity.com/paper/2107.09051/) (2021)
- [Time Series Prediction using Deep Learning Methods in Healthcare](https://mlsanity.com/paper/2108.13461/) (2021)
- [TSLANet: Rethinking Transformers for Time Series Representation Learning](https://mlsanity.com/paper/2404.08472/) (2024)
- [TimesURL: Self-supervised Contrastive Learning for Universal Time Series Representation Learning](https://mlsanity.com/paper/2312.15709/) (2023)
- [DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting](https://mlsanity.com/paper/2306.09862/) (2023)
- [T-Rep: Representation Learning for Time Series using Time-Embeddings](https://mlsanity.com/paper/2310.04486/) (2023)
- [CARLA: Self-supervised Contrastive Representation Learning for Time Series Anomaly Detection](https://mlsanity.com/paper/2308.09296/) (2023)
- [Parametric Augmentation for Time Series Contrastive Learning](https://mlsanity.com/paper/2402.10434/) (2024)
- [STD: A Seasonal-Trend-Dispersion Decomposition of Time Series](https://mlsanity.com/paper/2204.10398/) (2022)

## Abstract (arXiv)

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges by combining contrastive learning with multi-scale feature extraction across both frequency and time domains. MFF-FTNet introduces an adaptive noise augmentation strategy that adjusts scaling and shifting factors based on the statistical properties of the original time series data, enhancing model resilience to noise. The architecture is built around two complementary modules: a Frequency-Aware Contrastive Module (FACM) that refines spectral representations through frequency selection and contrastive learning, and a Complementary Time Domain Contrastive Module (CTCM) that captures both short- and long-term dependencies using multi-scale convolutions and feature fusion. A unified feature representation strategy enables robust contrastive learning across domains, creating an enriched framework for accurate forecasting. Extensive experiments on five real-world datasets demonstrate that MFF-FTNet significantly outperforms state-of-the-art models, achieving a 7.7% MSE improvement on multivariate tasks. These findings underscore MFF-FTNet's effectiveness in modeling complex temporal patterns and managing noise and sparsity, providing a comprehensive solution for both long- and short-term forecasting.