Long-term Time Series Forecasting Algorithm Based on Frequency-domain Expert Fusion
(College of Electronics and Information Engineering, Sichuan University, Chengdu 610065, China)
Abstract
Time series forecasting has been widely applied in fields such as energy scheduling, traffic flow prediction, and financial risk control. However, most existing methods perform unified modeling in the time domain, making it difficult to simultaneously capture periodic patterns and non-stationary perturbations. To address this issue, this paper proposes a Frequency-domain Expert Fusion (FdEF) model. The proposed method explicitly separates periodic and non-stationary components through the Discrete Fourier Transform (DFT), employs a frequency learning branch and a wavelet-based branch for feature extraction, and introduces a learnable gating mechanism for adaptive fusion. Experimental results on multiple long-term forecasting benchmark datasets demonstrate that FdEF outperforms mainstream models in terms of accuracy, validating its effectiveness and robustness.
Keywords
time series forecasting; frequency-domain decoupling; dual-branch modeling; adaptive fusion
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About the authors
Liu Zihan (2000-), female, Han ethnicity, from Wenzhou, Zhejiang, is currently pursuing a master's degree in time series research; Corresponding author: Yan Hua (1971-), male, Han ethnicity, from Dazhou, Sichuan, professor, PhD, research direction: intelligent information systems.