FT-iTransformer: A Stock Price Prediction Model Based on Time–Frequency Domain Collaborative Analysis

The stock market serves as an important channel for investors to preserve and increase their assets and has attracted significant attention. However, stock price is affected by multiple factors and represents complex characteristics such as high volatility, nonlinearity, and non-stationarity, making accurate prediction highly challenging. To improve forecasting accuracy, this study proposes FT-iTransformer, a stock price prediction model based on time–frequency domain collaborative analysis. The model integrates a frequency domain feature extraction module and a multi-scale temporal convolution network module to comprehensively capture both time and frequency domain features, and then the extracted features are fused and input into iTransformer. It models the complex relationships among multiple variables through the self-attention mechanism, utilizes the feedforward network to capture temporal dependencies, and finally the prediction results are output through the projection layer. This study conducts both comparative and ablation experiments on six stock datasets to evaluate the proposed FT-iTransformer model. The results of comparative experiments show that, compared with seven mainstream baseline models, such as LSTM, Informer, and FEDformer, FT-iTransformer achieves superior performance on all evaluation metrics. Furthermore, the results of ablation experiments exhibit the contributions of each core module to the overall predictive performance, and confirming the validity of the model’s design. In summary, FT-iTransformer provides an effective framework for predicting stock price accurately.