Dualformer通过时频双域协同建模,解决长时序预测中高频信息丢失问题。
Dualformer: Time-Frequency Dual Domain Learning for Long-term Time Series Forecasting
- 设计时频双分支架构,分层分配频率带宽,保留高频细节
- 在8个基准数据集上优于现有模型,尤其对弱周期数据提升显著
- 动态加权机制根据输入谐波能量比自适应融合时频特征
基于Transformer的模型在长时序时间序列预测(LTSF)中虽具潜力,但存在固有的低通滤波效应,导致高频信息随层加深逐渐衰减,难以捕捉细微时间变化。为此,我们提出Dualformer,一种从层间视角重构频率建模的原理性双域框架。该框架包含三个核心组件:(1) 双分支结构,同时在时域和频域建模互补的时间模式;(2) 分层频率采样模块,将不同频率带分配至各层,使浅层保留高频细节,深层聚焦低频趋势;(3) 周期性感知加权机制,依据输入的谐波能量比动态平衡双分支贡献,理论支持其下界推导。该设计实现结构化频率建模与自适应时频特征融合,有效保留高频信息并提升泛化能力。在八个常用基准上的大量实验表明,Dualformer具有强鲁棒性与优异性能,尤其在异构或弱周期数据上表现突出。代码已公开于https://github.com/Akira-221/Dualformer。
原文摘要 · Abstract (English)
Transformer-based models, despite their promise for long-term time series forecasting (LTSF), suffer from an inherent low-pass filtering effect that limits their effectiveness. This issue arises due to undifferentiated propagation of frequency components across layers, causing a progressive attenuation of high-frequency information crucial for capturing fine-grained temporal variations. To address this limitation, we propose Dualformer, a principled dual-domain framework that rethinks frequency modeling from a layer-wise perspective. Dualformer introduces three key components: (1) a dual-branch architecture that concurrently models complementary temporal patterns in both time and frequency domains; (2) a hierarchical frequency sampling module that allocates distinct frequency bands to different layers, preserving high-frequency details in lower layers while modeling low-frequency trends in deeper layers; and (3) a periodicity-aware weighting mechanism that dynamically balances contributions from the dual branches based on the harmonic energy ratio of inputs, supported theoretically by a derived lower bound. This design enables structured frequency modeling and adaptive integration of time-frequency features, effectively preserving high-frequency information and enhancing generalization. Extensive experiments conducted on eight widely used benchmarks demonstrate Dualformer's robustness and superior performance, particularly on heterogeneous or weakly periodic data. Our code is publicly available at https://github.com/Akira-221/Dualformer.
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