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Is EinFFT the same as FreMLP? #16

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liuquangao opened this issue Jun 17, 2024 · 1 comment
Open

Is EinFFT the same as FreMLP? #16

liuquangao opened this issue Jun 17, 2024 · 1 comment

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@liuquangao
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Thank you very much for your excellent work! I have a question regarding the article titled "Frequency-domain MLPs are More Effective Learners in Time Series Forecasting." Could you please explain the difference between the EinFFT and the FreMLP operations mentioned in the paper?

@Hprairie
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Hprairie commented Jun 25, 2024

The only difference that I could find was that simba will group the sequence into chunks and then only run FFT on those chunks. For example, if I have a sequence of length 6, then I would chunk it into two sequences of length 3, creating a 2x3 grid, and then run two orthogonal FFTs. This would be a 2d FFT, which would make sense for images and other multidimensional data, but simba destroys the spacial structure by flattening the signal, which is even more confusing. Reading the paper I couldn't understand if there was a mathematical reason for why they did what they did with the chunking of a 1D sequence into a 2D sequence. Some insight into that would be nice.

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