Spectral Transformer Neural Processes
About
Time series, spatial data, and images are natural applications of Neural Processes. However, when such data exhibit strong periodicity and quasi-periodicity, existing methods often suffer from underfitting and generalise poorly beyond the training distribution. In this work, we propose Spectral Transformer Neural Processes (STNPs), a frequency-aware extension of Transformer Neural Processes (TNPs). STNPs introduce a Spectral Aggregator that estimates an empirical context spectrum, compresses it into a spectral mixture, samples task-adaptive spectral features, and concatenates them with time-domain embeddings, thereby injecting a spectral-mixture-kernel bias into TNPs. This design reshapes the similarity geometry, allowing inputs that are distant in Euclidean space to remain close in an induced periodic manifold while enhancing time-frequency interactions. Extensive experiments on synthetic regression tasks, real-world time-series datasets, and an image dataset demonstrate that STNPs consistently improve predictive performance over existing baselines, extending Neural Processes beyond translation equivariance towards effective modelling of periodicity and quasi-periodicity.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Time Series Forecasting | ILI | MAE1.04 | 141 | |
| Time Series Forecasting | Weather | MAE0.227 | 81 | |
| Time Series Forecasting | ETTh1 | MSE0.539 | 63 | |
| Time Series Forecasting | Traffic | MAE0.318 | 58 | |
| Time Series Forecasting | Exchange Rate | MSE0.087 | 49 | |
| Time Series Forecasting | Electricity | MAE0.281 | 49 | |
| 1D Synthetic Regression | RBF | Log-likelihood1.41 | 11 | |
| 1D Synthetic Regression | Sawtooth | Log-likelihood2.92 | 11 | |
| 1D Synthetic Regression | Periodic synthetic regression | Log-likelihood1.12 | 11 | |
| Long-horizon block forecasting | Electricity (7:1:2) | MAE0.281 | 11 |