FAEF: Frequency-Adaptive Economics Forecasting that Works
摘要
Proposes Frequency Adaptive Economic Forecasting (FAEF) to address non-stationarity challenges in economic time series prediction. Our innovations include a frequency decomposition strategy, adaptive frequency identification, and model-agnostic preprocessing that enables stage-aware economic forecasting. Experiments show 15%–43% accuracy gains and up to 42% fewer errors during crises. Frequency analysis validates its adaptability to non-stationary economic data.