FITS: Modeling Time Series with 10k Parameters

07/06/2023

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by   Zhijian Xu, et al.

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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 anonymous code repo is available in: <https://anonymous.4open.science/r/FITS>