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aikunyi / FourierGNN

Official implementation of the paper "FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective"
MIT License
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Convolution theorem #2

Closed MogicianXD closed 8 months ago

MogicianXD commented 8 months ago

According to the convolution theorem, the Fourier transform of a convolution of two signals equals the pointwise product of their Fourier transforms.

However, the left hand of Eq. (4) is the matrix multiplication. Is it correct?

aikunyi commented 8 months ago

Sorry, it took so long to reply to you. Do you still have questions? Note that we conduct DFT on NT dimension while we conduct matrix multiplication on d dimension.

MogicianXD commented 8 months ago

Thanks. I think it's right.