TimeKAN: KAN-based Frequency Decomposition Learning Architecture for Long-term Time Series Forecasting
Songtao Huang, Zhen Zhao, Can Li, Lei Bai
Abstract
Real-world time series often have multiple frequency components that are intertwined with each other, making accurate time series forecasting challenging. Decomposing the mixed frequency components into multiple single frequency components is a natural choice. However, the information density of patterns varies across different frequencies, and employing a uniform modeling approach for different frequency components can lead to inaccurate characterization. To address this challenges, inspired by the flexibility of the recent Kolmogorov-Arnold Network (KAN), we propose a KAN-based Frequency Decomposition Learning architecture (TimeKAN) to address the complex forecasting challenges caused by multiple frequency mixtures. Specifically, TimeKAN mainly consists of three components: Cascaded Frequency Decomposition (CFD) blocks, Multi-order KAN Representation Learning (M-KAN) blocks and Frequency Mixing blocks. CFD blocks adopt a bottom-up cascading approach to obtain series representations for each frequency band. Benefiting from the high flexibility of KAN, we design a novel M-KAN block to learn and represent specific temporal patterns within each frequency band. Finally, Frequency Mixing blocks is used to recombine the frequency bands into the original format. Extensive experimental results across multiple real-world time series datasets demonstrate that TimeKAN achieves state-ofthe-art performance as an extremely lightweight architecture. Code is available at https://github.com/huangst21/TimeKAN .
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Your agent calls
Luneget_paper_fulltext
Free to start. No credit card required.
Terminal
Install the CLIlune papers fulltext 6b3f422a-060d-46fb-8bcb-d2c35299f88bCited by top-tier papers15
- DAG: A Dual Correlation Network for Time Series Forecasting with Exogenous VariablesXiangfei Qiu, Yuhan Zhu, Zhengyu Li, Xingjian Wu et al.ICML 2026 · 22 citations
- GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous VariablesZhengyu Li, Xiangfei Qiu, Yuhan Zhu, Xingjian Wu et al.ICLR 2026 · 18 citations
- Learning with Calibration: Exploring Test-Time Computing of Spatio-Temporal ForecastingWei Chen, Yuxuan LiangNeurIPS 2025 · 16 citations
- PHAT: Modeling Period Heterogeneity for Multivariate Time Series ForecastingJiaming Ma, Qihe Huang, Haofeng Ma, Guanjun Wang et al.ICLR 2026 · 6 citations
- LoFT-LLM: Low-Frequency Time-series Forecasting with Large Language ModelsJiacheng You, Jingcheng Yang, Yuhang Xie, Zhongxuan Wu et al.KDD 2026 · 2 citations
Builds on17
- Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingHaoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang et al.AAAI 2021 · 7,289 citations
- Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series ForecastingHaixu Wu, Jiehui Xu, Jianmin Wang, Mingsheng LongNeurIPS 2021 · 5,824 citations
- Are Transformers Effective for Time Series Forecasting?Ailing Zeng, Muxi Chen, Lei Zhang, Qiang XuAAAI 2023 · 3,619 citations
- FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series ForecastingTian Zhou, Ziqing Ma, Qingsong Wen, Xue Wang et al.ICML 2022 · 2,912 citations
- iTransformer: Inverted Transformers Are Effective for Time Series ForecastingYong Liu, Tengge Hu, Haoran Zhang, Haixu Wu et al.ICLR 2024 · 1,703 citations
Related papers
- TimeMixer: Decomposable Multiscale Mixing for Time Series ForecastingShiyu Wang, Haixu Wu, Xiaoming Shi, Tengge Hu et al.ICLR 2024 · 573 citations
- Towards a General Time Series Forecasting Model with Unified Representation and Adaptive TransferYihang Wang, Yuying Qiu, Peng Chen, Kai Zhao et al.ICML 2025
- HN-MVTS: HyperNetwork-based Multivariate Time Series ForecastingAndrey V. Savchenko, Oleg KachanAAAI 2026
- FreDN: Spectral Disentanglement for Time Series Forecasting via Learnable Frequency DecompositionZhongde An, Jinhong You, Jiyanglin Li, Yiming Tang et al.AAAI 2026 · 3 citations
- Adaptive Multi-Scale Decomposition Framework for Time Series ForecastingYifan Hu, Peiyuan Liu, Peng Zhu, Dawei Cheng et al.AAAI 2025 · 60 citations
