从频率视角重新思考时间序列分词
Rethinking Time Series Tokenization from a Frequency Perspective
Zelong Tian, Ming Jin, Bo Du, Shirui Pan
AI 速览：作者指出常用时间序列分词会引入频谱失真，并提出基于频域划分、频移与Nyquist采样的无参数分词器TimeFT以缓解该问题。
Tokenization that partitions time series into subsequences has become a foundational paradigm in modern time series modeling. However, we find that current tokenization strategies inherently introduce spectral distortions, forcing the learned representations to diverge from the true underlying patterns such as trend, periodicity, and seasonality, thereby impairing model performance. Through theoretical analysis from a frequency perspective, we derive the boundary conditions under which such distortions occur. To overcome this distortion, we propose TimeFT, a nearly distortion-free frequency-based tokenizer for time series data. TimeFT obtains tokens through frequency-domain partitioning, frequency shifting, and Nyquist sampling. The method is parameter-free, incurs negligible computational complexity, and can serve as a drop-in replacement for existing tokenizers. Our extensive experiments on diverse tasks such as forecasting, classification, and anomaly detection demonstrate that TimeFT consistently and significantly improves performance.