A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting

1 code implementation • 24 May 2023 • Yushu Chen, Shengzhuo Liu, Jinzhe Yang, Hao Jing, Wenlai Zhao, Guangwen Yang

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT).

Multivariate Time Series Forecasting Time Series