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#1 CFPT: Empowering Time Series Forecasting through Cross-Frequency Interaction and Periodic-Aware Timestamp Modeling [PDF2] [Copy] [Kimi] [REL]

Authors: Feifei Kou, Jiahao Wang, Lei Shi, Yuhan Yao, Yawen Li, Suguo Zhu, Zhongbao Zhang, Junping Du

Long-term time series forecasting has been widely studied, yet two aspects remain insufficiently explored: the interaction learning between different frequency components and the exploitation of periodic characteristics inherent in timestamps. To address the above issues, we propose **CFPT**, a novel method that empowering time series forecasting through **C**ross-**F**requency Interaction (CFI) and **P**eriodic-Aware **T**imestamp Modeling (PTM). To learn cross-frequency interactions, we design the CFI branch to process signals in frequency domain and captures their interactions through a feature fusion mechanism. Furthermore, to enhance prediction performance by leveraging timestamp periodicity, we develop the PTM branch which transforms timestamp sequences into 2D periodic tensors and utilizes 2D convolution to capture both intra-period dependencies and inter-period correlations of time series based on timestamp patterns. Extensive experiments on multiple real-world benchmarks demonstrate that CFPT achieves state-of-the-art performance in long-term forecasting tasks. The code is publicly available at this repository: https://github.com/BUPT-SN/CFPT.

Subject: ICML.2025 - Poster