Kolmogorov-Arnold Networks (KANs) for Time Series Analysis

Autor: Vaca-Rubio, Cristian J., Blanco, Luis, Pereira, Roberto, Caus, Màrius
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: This paper introduces a novel application of Kolmogorov-Arnold Networks (KANs) to time series forecasting, leveraging their adaptive activation functions for enhanced predictive modeling. Inspired by the Kolmogorov-Arnold representation theorem, KANs replace traditional linear weights with spline-parametrized univariate functions, allowing them to learn activation patterns dynamically. We demonstrate that KANs outperforms conventional Multi-Layer Perceptrons (MLPs) in a real-world satellite traffic forecasting task, providing more accurate results with considerably fewer number of learnable parameters. We also provide an ablation study of KAN-specific parameters impact on performance. The proposed approach opens new avenues for adaptive forecasting models, emphasizing the potential of KANs as a powerful tool in predictive analytics.
Databáze: arXiv