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.

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FAEF: Frequency-Adaptive Economics Forecasting that Works

  • Jiahui Zhang,
  • Zeqian Huang,
  • Jinxuan Wu,
  • Jiaxin Kang

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.