The present application relates to
artificial intelligence,
deep learning, financial technology,
time series prediction technology field, specifically refers to a kind of financial
time series prediction method and
system of
frequency domain enhancement and morphology embedding, comprising: first, obtain stock market daily
line level opening price, highest price, lowest price, closing price, transaction volume multidimensional K line data and do
moving average smoothing;Again, reorder column dimension, extract K line morphology features by multilayer one-dimensional
convolution and project into high-dimensional vector;In the
training phase, the data is enhanced in the
frequency domain, and only the high-frequency component is disturbed;The features are input into the iTransformer
encoder to extract the
time series features;Finally, the real prediction value is restored by adaptive inverse normalization.The present application realizes high-precision prediction of stock price by morphology embedding,
frequency domain fine enhancement, adaptive inverse normalization and iTransformer modeling, eliminates the numerical
cliff effect, improves the trend following and inflection point capturing ability, and enhances the overall robustness of the
algorithm.