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FAiT: Frequency-Aware Inverted Transformer for Multivariate Time Series Forecasting

arXiv:2606.01306v1 Announce Type: new Abstract: While Transformer-based architectures have established themselves as a dominant paradigm in Multivariate Time Series Forecasting (MTSF), their core self-attention mechanism inherently functions as a low-pass filter, systematically smoothing out high-frequency signals vital for sharp local changes. Recent advancements have increasingly incorporated frequency-domain operations to address this bias, however, most existing designs rely on fixed...

arXiv CS 8d ago