Autocorrelation Reintroduces Spectral Bias in KANs for Time Series Forecasting

Existing theory suggests that Kolmogorov-Arnold Networks (KANs) can overcome the spectral bias commonly observed in neural networks under the assumption that inputs are statistically independent. However, this assumption does not hold in time series forecasting (TSF), where inputs are lagged observations with strong temporal autocorrelation. Through theoretical analysis and empirical validation, we obtain an unexpected finding: temporal autocorrelation reintroduces spectral bias in KANs, and the bias becomes increasingly pronounced as the degree of autocorrelation increases. This suggests that standard KANs may face substantial difficulties in TSF with strongly autocorrelated inputs. To address this problem, we introduce the Discrete Cosine Transform (DCT) to reduce the correlations among the network inputs. As expected, experimental results reveal that DCT preprocessing substantially reduces the observed low-frequency preference in TSF. These results highlight input autocorrelation as a key factor shaping spectral bias in KANs for time series forecasting.