FMVformer: A Filtered Multi-view Transformer for Time Series Forecasting
摘要
To enhance the robustness and modeling capacity of time series forecasting in complex real-world scenarios, we propose a novel framework, FMVformer (Filtered Multi-View Transformer). The framework integrates two core components: (1) a Frequency Filter Block that operates as a preprocessing module to suppress noise and refine input signals through frequency-domain analysis; (2) a Multi-View Patch Transformer Block (MVPB) that extracts multi-scale temporal patterns and multi-view representations via hierarchical decomposition. MVPB comprises two sub-modules: Within-Patch Cyclic Attention (WPCA) and Across-Patch Residual Attention (APRA). The WPCA adopts a temporal cyclic panning strategy to model intra-patch dynamics from diverse perspectives, while APRA leverages residual connections between adjacent patches to mitigate the influence of abrupt values and enhance cross-patch consistency. Comprehensive evaluations on seven benchmark datasets demonstrate FMVformer’s consistent superiority over state-of-the-art baselines across multiple metrics, confirming its enhanced capabilities in noise suppression, structural pattern recognition, and prediction accuracy.