Temporal autocorrelation reintroduces spectral bias in KANs for time series forecasting, which DCT preprocessing can mitigate.
Kan: Kolmogorov–arnold networks,
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Autocorrelation Reintroduces Spectral Bias in KANs for Time Series Forecasting
Temporal autocorrelation reintroduces spectral bias in KANs for time series forecasting, which DCT preprocessing can mitigate.