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FITS: Modeling Time Series with 10k Parameters

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arxiv 2307.03756 v3 pith:DDAUHVGG submitted 2023-07-06 cs.LG

FITS: Modeling Time Series with 10k Parameters

classification cs.LG
keywords fitsseriestimedatalightweightmodelmodelsparameters
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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In this paper, we introduce FITS, a lightweight yet powerful model for time series analysis. Unlike existing models that directly process raw time-domain data, FITS operates on the principle that time series can be manipulated through interpolation in the complex frequency domain. By discarding high-frequency components with negligible impact on time series data, FITS achieves performance comparable to state-of-the-art models for time series forecasting and anomaly detection tasks, while having a remarkably compact size of only approximately $10k$ parameters. Such a lightweight model can be easily trained and deployed in edge devices, creating opportunities for various applications. The code is available in: \url{https://github.com/VEWOXIC/FITS}

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Cited by 10 Pith papers

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