In the previous articles, we discussed the
FEDformer method that uses the frequency domain to find patterns in a time series. However, the
Transformer used in that method can hardly be referred to as a lightweight model. Instead of complex models that require large computational costs, the paper "
FITS: Modeling Time Series with 10k Parameters" proposes a method for the frequency interpolation of time series (
Frequency Interpolation Time Series - FITS). It is a compact and efficient solution for