TimeKAN: KAN-based Frequency Decomposition Learning Architecture for Long-term Time Series Forecasting
Songtao Huang, Zhen Zhao, Can Li, Lei Bai
摘要
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 .
问问这篇 Paper
智能体会读完全文。
Lune 把这篇 Paper 索引到了每一个公式,引用它的顶会 Paper 也一样。你提问,回答直接引用原文。
引用它的顶会 Paper15
- DAG: A Dual Correlation Network for Time Series Forecasting with Exogenous VariablesXiangfei Qiu, Yuhan Zhu, Zhengyu Li, Xingjian Wu 等ICML 2026 · 被引用 22 次
- GCGNet: Graph-Consistent Generative Network for Time Series Forecasting with Exogenous VariablesZhengyu Li, Xiangfei Qiu, Yuhan Zhu, Xingjian Wu 等ICLR 2026 · 被引用 18 次
- Learning with Calibration: Exploring Test-Time Computing of Spatio-Temporal ForecastingWei Chen, Yuxuan LiangNeurIPS 2025 · 被引用 16 次
- PHAT: Modeling Period Heterogeneity for Multivariate Time Series ForecastingJiaming Ma, Qihe Huang, Haofeng Ma, Guanjun Wang 等ICLR 2026 · 被引用 6 次
- LoFT-LLM: Low-Frequency Time-series Forecasting with Large Language ModelsJiacheng You, Jingcheng Yang, Yuhang Xie, Zhongxuan Wu 等KDD 2026 · 被引用 2 次
它引用的顶会 Paper17
- Informer: Beyond Efficient Transformer for Long Sequence Time-Series ForecastingHaoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang 等AAAI 2021 · 被引用 7,289 次
- Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series ForecastingHaixu Wu, Jiehui Xu, Jianmin Wang, Mingsheng LongNeurIPS 2021 · 被引用 5,824 次
- Are Transformers Effective for Time Series Forecasting?Ailing Zeng, Muxi Chen, Lei Zhang, Qiang XuAAAI 2023 · 被引用 3,619 次
- FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series ForecastingTian Zhou, Ziqing Ma, Qingsong Wen, Xue Wang 等ICML 2022 · 被引用 2,912 次
- iTransformer: Inverted Transformers Are Effective for Time Series ForecastingYong Liu, Tengge Hu, Haoran Zhang, Haixu Wu 等ICLR 2024 · 被引用 1,703 次
相关 Paper
- TimeMixer: Decomposable Multiscale Mixing for Time Series ForecastingShiyu Wang, Haixu Wu, Xiaoming Shi, Tengge Hu 等ICLR 2024 · 被引用 573 次
- Towards a General Time Series Forecasting Model with Unified Representation and Adaptive TransferYihang Wang, Yuying Qiu, Peng Chen, Kai Zhao 等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 等AAAI 2026 · 被引用 3 次
- Adaptive Multi-Scale Decomposition Framework for Time Series ForecastingYifan Hu, Peiyuan Liu, Peng Zhu, Dawei Cheng 等AAAI 2025 · 被引用 60 次
