Is your feature request related to a problem? Please describe.
Add more v2 models to pytorch-forecasting monorepo. And pytorch-forecasting v2 has no frequency-domain model yet.
Describe the solution you'd like
Add FreTS as a v2 model. It's a small and simple model.
Describe alternatives you've considered
DLinear/NLinear are already in the library but purely linear. FreTS is more expressive while still being lightweight.
Additional context
Reference: https://github.com/thuml/Time-Series-Library/blob/main/models/FreTS.py
Is your feature request related to a problem? Please describe.
Add more v2 models to pytorch-forecasting monorepo. And pytorch-forecasting v2 has no frequency-domain model yet.
Describe the solution you'd like
Add FreTS as a v2 model. It's a small and simple model.
Describe alternatives you've considered
DLinear/NLinear are already in the library but purely linear. FreTS is more expressive while still being lightweight.
Additional context
Reference: https://github.com/thuml/Time-Series-Library/blob/main/models/FreTS.py