TFDNet: Time-Frequency Enhanced Decomposed Network for Long-term Time Series Forecasting

Understand

Long-term time series forecasting is a vital task and has a wide range of real applications.

• Recent methods focus on capturing the underlying patterns from one single domain (e.g.
• the time domain or the frequency domain), and have not taken a holistic view to process long-term time series from the time-frequency domains.
• In this paper, we propose a Time-Frequency Enhanced Decomposed Network (TFDNet) to capture both the long-term underlying patterns and temporal periodicity from the time-frequency domain.