Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mapping

Understand

Introduction: Long-term time series forecasting (LTSF) has gained significant attention in recent years.

• While various specialized designs exist for capturing temporal dependency, recent studies have shown that even a single linear layer can achieve competitive performance.
• This paper investigates the intrinsic effectiveness of recent LTSF approaches and reveals the critical role of affine mapping.
• Materials and methods: We conduct comprehensive experiments on both simulated and real-world datasets to analyze the components of state-of-the-art models.