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Amplifier: Bringing Attention to Neglected Low-Energy Components in Time Series Forecasting

AAAI 2025 · Time series › Long-term forecasting · approach: Attention for time series forecasting · 26 citations (OpenAlex)

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Proposes an energy amplification technique (spectrum-flipping amplify/restore blocks) plus the Amplifier model (seasonal-trend forecaster with a semi-channel interaction block) to stop forecasters from neglecting low-energy frequency components.

Problem

Deep time series forecasting models focus on high-energy frequency components and neglect low-energy components, which the paper argues are indispensable for accurate prediction.

Approach

Amplify low-energy frequency components by adding a flipped copy of the spectrum (X + X'), so the model sees balanced energy, then remove the added spectrum from the output via an energy restoration block; combine this with a seasonal-trend forecaster and a commonality/specificity channel-interaction block.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
add energy amplification technique (ablation)Amplifier · ETTh1MSE: 0.393 -> 0.371; 5.643%Helped
add energy amplification technique (ablation)Amplifier · ETTh1MAE: 0.407 -> 0.392; 3.613%Helped
add energy amplification technique (ablation)Amplifier · ETTm2MSE: 0.182 -> 0.176; 3.484%Helped
add energy amplification technique (ablation)Amplifier · ETTm2MAE: 0.266 -> 0.258; 2.973%Helped
add energy amplification technique (ablation)Amplifier · WeatherMSE: 0.184 -> 0.156; 15.100%Helped
add energy amplification technique (ablation)Amplifier · WeatherMAE: 0.230 -> 0.205; 10.923%Helped
add SCI block (ablation)Amplifier · ElectricityMSE: 5.769%, 5.988%, 7.839%, 10.318%Helped
add SCI block (ablation)Amplifier · ElectricityMAE: 1.619%, 1.953%, 3.237%, 5.219%Helped
add SCI block (ablation)Amplifier · TrafficMSE: 9.000%, 1.426%, 5.838%, 3.807%Helped
add SCI block (ablation)Amplifier · TrafficMAE: 9.063%, 0.230%, 3.067%, 4.817%Helped
add energy amplification techniqueTransformer-based foundational models · ETTm1MSE: 9.837%Helped
add energy amplification techniqueTransformer-based foundational models · ETTm1MAE: 4.236%Helped

Surprising findings

Limitations

Experimental setup

Datasets: ETTm1 ETTm2 ETTh1 ETTh2 Electricity Exchange Traffic Weather

Benchmarks: ETTm1 ETTm2 ETTh1 ETTh2 Electricity Exchange Traffic Weather

Metrics: MSE MAE

Baselines: RLinear DLinear SparseTSF FreTS FITS Fredformer iTransformer PatchTST Stationary TimesNet

Builds on: DLinear FreTS FITS iTransformer PatchTST

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