PAMNet: A New Neural Network for Multivariate Time Series Forecasting
A research paper on arXiv introduces PAMNet (Cycle-aware Phase-Amplitude Modulation Network), a novel neural network for multivariate time series forecasting. The paper, arXiv:2605.02938, addresses limitations in existing methods that either implicitly extract periodicity with high computational cost or overlook phase-amplitude coupling. PAMNet explicitly decomposes periodic patterns into phase and amplitude components using a dual-branch modulator with learnable embeddings. The phase branch captures phase-dependent mean shifts via cyclical embeddings, while the amplitude branch models intensity variations. A lightweight modulator with element-wise fusion combines these components efficiently. The approach aims to improve forecasting accuracy by leveraging reliable periodic patterns.
Key facts
- PAMNet is proposed for multivariate time series forecasting.
- It explicitly decomposes periodic patterns into phase and amplitude components.
- The dual-branch modulator uses learnable embeddings for phase and amplitude.
- Phase branch captures phase-dependent mean shifts with cyclical embeddings.
- Amplitude branch models intensity variations.
- A lightweight modulator with element-wise fusion combines components.
- The paper is published on arXiv with ID 2605.02938.
- It addresses computational overhead and phase-amplitude coupling issues.
Entities
Institutions
- arXiv