将KAN网络扩展到频域,提升长期时间序列预测精度
TFKAN: Time-Frequency KAN for Long-Term Time Series Forecasting
- 设计双分支结构,分别处理时域与频域特征
- 在多个数据集上优于当前最优方法,显著提升预测效果
- 适合需要捕捉周期性模式的长期预测任务
Kolmogorov-Arnold网络(KANs)因其能高效表示非线性关系和局部可塑性,在长期时间序列预测中表现优异。然而,现有研究主要聚焦时域,忽视了频域所蕴含的周期性模式。本文提出时间-频率KAN(TFKAN),通过KAN的自适应激活函数,在频域中更有效学习全局依赖与周期性特征。TFKAN采用双分支架构,独立处理时域与频域信息,避免相互干扰;并引入仅在频域进行选择性上采样的维度调整策略,提升效率并增强频率信息表达。实验表明,TFKAN在多个数据集上持续优于当前最优方法。代码已开源。
原文摘要 · Abstract (English)
Kolmogorov-Arnold Networks (KANs) are highly effective in long-term time series forecasting due to their ability to efficiently represent nonlinear relationships and exhibit local plasticity. However, prior research on KANs has predominantly focused on the time domain, neglecting the potential of the frequency domain. The frequency domain of time series data reveals recurring patterns and periodic behaviors, which complement the temporal information captured in the time domain. To address this gap, we explore the application of KANs in the frequency domain for long-term time series forecasting. By leveraging KANs' adaptive activation functions and their comprehensive representation of signals in the frequency domain, we can more effectively learn global dependencies and periodic patterns. To integrate information from both time and frequency domains, we propose the $\textbf{T}$ime-$\textbf{F}$requency KAN (TFKAN). TFKAN employs a dual-branch architecture that independently processes features from each domain, ensuring that the distinct characteristics of each domain are fully utilized without interference. Additionally, to account for the heterogeneity between domains, we introduce a dimension-adjustment strategy that selectively upscales only in the frequency domain, enhancing efficiency while capturing richer frequency information. Experimental results demonstrate that TFKAN consistently outperforms state-of-the-art (SOTA) methods across multiple datasets. The code is available at https://github.com/LcWave/TFKAN.
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