提出轻量级频域模型,让周期信息更可靠地影响长期预测。
FRWKV+: Periodic-Aware Adaptive Gating for Frequency-Space Linear Time Series Forecasting

- 用跨分支门控动态调整频谱成分权重
- 在7个基准上表现优于主流模型,且保持高效
- 适合处理周期性不强的复杂时间序列
精准高效的长期多变量时间序列预测需捕捉重复的时间结构,同时保持推理成本低。频域模型能紧凑表示长程与周期性变化,但通常将实部和虚部谱成分视为弱耦合流,并将周期信号当作普通输入特征处理,即使这些信号不可靠。本文提出FRWKV-Plus,一种基于高效FRWKV主干的轻量级周期感知频域预测模型。该模型引入跨分支谱门控机制,通过兄弟分支的汇总信息重加权每个谱分支;并设计信任门控残差修正项,在学习到的数据依赖信任分数下,将周期内上下文转化为有界、符号可变的门控调整。该修正项初始化时保持恒等性且严格有界,使周期证据仅能优化而不会主导或反转基础交互。在七个标准基准上,FRWKV-Plus持续优于强线性、频域、循环式及Transformer类模型,同时保留主干轻量化特性。三组种子控制消融实验表明:各组件均有贡献;在强周期数据上收益较小,而在较难的Exchange和ILI数据集上提升显著;周期内上下文是影响最大的单一因素。代码已开源:https://github.com/yangqingyuan-byte/FRWKV-plus。
原文摘要 · Abstract (English)
Accurate and efficient long-term multivariate time series forecasting requires capturing recurring temporal structure while keeping inference cheap across many variables and horizons. Frequency-space models represent long-range and periodic variation compactly, but they typically process the real and imaginary spectral components as weakly coupled streams and treat periodic cues as ordinary input features, even when such cues are unreliable. This paper proposes FRWKV-Plus, a lightweight periodic-aware frequency-space forecasting model built on the efficient FRWKV backbone. FRWKV-Plus introduces a cross-branch spectral gate that reweights each spectral branch using a summary of its sibling branch, and a trust-gated residual correction that converts compact within-period context into a bounded, sign-flexible adjustment of these gates under a learned, data-dependent trust score. By construction, the correction is identity-preserving at initialization and strictly bounded, so periodic evidence can refine but never dominate or invert the base interaction. On seven standard benchmarks, FRWKV-Plus is consistently competitive with strong linear, frequency-domain, recurrent-style, and Transformer-based forecasters while preserving the lightweight profile of the backbone. Controlled three-seed ablations show that each component contributes, that the benefit is modest on strongly periodic data and pronounced on the harder Exchange and ILI datasets, and that the within-period context is the most influential single component. The implementation is publicly available at https://github.com/yangqingyuan-byte/FRWKV-plus.
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