KEDformer: Knowledge extraction seasonal trend decomposition for long-term sequence prediction
Year: 2025
Type: article
Abstract: Time series forecasting is essential in energy, finance, and meteorology. However, existing Transformer-based models face challenges with computational inefficiency and poor generalization for long-term sequences. To address these issues, this study proposes the KEDformer framework. It integrates knowledge extraction and seasonal-trend decomposition to optimize model performance. By leveraging sparse attention and autocorrelation, KEDformer reduces computational complexity from O(L2) to O(L log L), enhancing the model's ability to capture both short-term fluctuations and long-term patterns. Experiments on five public datasets covering energy, transportation, and weather tasks demonstrate that KEDformer consistently outperforms traditional models, with an average improvement of 10.4% in MSE prediction accuracy and 2.9% in MAE prediction accuracy.
Source: PLoS ONE
Authors: Zhenkai Qin, Baozhong Wei, Caifeng Gao, Jianyuan Ni
Institutions: Guangxi Police College, Juniata College
Language: English
Subfield: Signal Processing
Field: Computer Science
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $2,382
OpenAlex ID: W4415524943
