arXiv:2504.07099cs.CEcs.LG2025-04综述被引 18

梳理频域时间序列分析的挑战与前沿,提供方法选型框架

Time Series Analysis in Frequency Domain: A Survey of Open Challenges, Opportunities and Benchmarks

  • 构建频域分析统一分类体系,融合经典与神经网络方法
  • 识别出因果性保持、不确定性量化等三大核心难题
  • 为非欧数据结构分析提供新思路,适合领域研究者参考

频域分析已成为时间序列分析的强大范式,相较于传统时域方法具有独特优势,同时也带来新的理论与实践挑战。本文系统综述了从经典傅里叶分析到现代神经算子的谱方法,梳理当前研究中的三大开放问题:(1)频域变换中因果结构的保持;(2)学习型频域表示的不确定性量化;(3)非欧数据结构的拓扑感知分析。通过严格评审100余篇文献,建立统一分类体系,贯通传统谱技术与前沿机器学习方法,并制定标准化评估基准。研究揭示了几何深度学习与量子增强频域分析中的关键知识缺口。本工作为从业者提供系统的方法选择与实现框架,指明该快速演进领域的未来方向。

原文摘要 · Abstract (English)

Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theoretical and practical challenges. This survey provides a comprehensive examination of spectral methods from classical Fourier analysis to modern neural operators, systematically summarizing three open challenges in current research: (1) causal structure preservation during spectral transformations, (2) uncertainty quantification in learned frequency representations, and (3) topology-aware analysis for non-Euclidean data structures. Through rigorous reviewing of over 100 studies, we develop a unified taxonomy that bridges conventional spectral techniques with cutting-edge machine learning approaches, while establishing standardized benchmarks for performance evaluation. Our work identifies key knowledge gaps in the field, particularly in geometric deep learning and quantum-enhanced spectral analysis. The survey offers practitioners a systematic framework for method selection and implementation, while charting promising directions for future research in this rapidly evolving domain.

频域分析时间序列综述

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