FRWKV:Frequency-Domain Linear Attention for Long-Term Time Series Forecasting

Code

• github.com/yangqingyuan-byte/frwkv
  OfficialIn paper★ 1

Abstract

Traditional Transformers face a major bottleneck in long-sequence time series forecasting due to their quadratic complexity (O(T^2)) and their limited ability to effectively exploit frequency-domain information. Inspired by RWKV's O(T) linear attention and frequency-domain modeling, we propose FRWKV, a frequency-domain linear-attention framework that overcomes these limitations. Our model integrates linear attention mechanisms with frequency-domain analysis, achieving O(T) computational complexity in the attention path while exploiting spectral information to enhance temporal feature representations for scalable long-sequence modeling. Across eight real-world datasets, FRWKV achieves a first-place average rank. Our ablation studies confirm the critical roles of both the linear attention and frequency-encoder components. This work demonstrates the powerful synergy between linear attention and frequency analysis, establishing a new paradigm for scalable time series modeling. Code is available at this repository: https://github.com/yangqingyuan-byte/FRWKV.

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