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Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models.
The elements of statistical learning: data mining, inference, and prediction , volume 2
Hastie, T., Tibshirani, R., Friedman, J. H., and Friedman, J. H · 2009
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Scikit-learn: Machine learning in python
Pedregosa, F., Varoquaux, G., Gramfort, A., Michel, V., Thirion, B., Grisel, O., Blondel, M., Prettenhofer, P., Weiss, R., Dubourg, V., et al · 2011
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Attention is all you need
Vaswani, A., Shazeer, N., Parmar, N., Uszkoreit, J., Jones, L., Gomez, A. N., Kaiser, Ł., and Polosukhin, I · 2017
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Modeling long-and short-term temporal patterns with deep neural networks
Lai, G., Chang, W.-C., Yang, Y., and Liu, H · 2018
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Forecasting at scale
Taylor, S. J. and Letham, B · 2018
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Metrics that matter
Sloss, B. T., Nukala, S., and Rau, V · 2019
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Reversible instance normalization for accurate time-series forecasting against distribution shift
Kim, T., Kim, J., Tae, Y., Park, C., Choi, J.-H., and Choo, J · 2021
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Pyraformer: Low-complexity pyramidal attention for long-range time series modeling and forecasting
Liu, S., Yu, H., Liao, C., Li, J., Lin, W., Liu, A. X., and Dustdar, S · 2021
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Autoformer: Decomposition transformers with auto-correlation for long-term series forecasting
Wu, H., Xu, J., Wang, J., and Long, M · 2021
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Informer: Beyond efficient transformer for long sequence time-series forecasting
Zhou, H., Zhang, S., Peng, J., Zhang, S., Li, J., Xiong, H., and Zhang, W · 2021
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A time series is worth 64 words: Long-term forecasting with transformers
Nie, Y., Nguyen, N. H., Sinthong, P., and Kalagnanam, J · 2022
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FoldFormer: Sequence folding and seasonal attention for fine-grained long-term FaaS forecasting
Darlow, L. N., Joosen, A., Asenov, M., Deng, Q., Wang, J., and Barker, A · 2023
Cited alongside, same era.
itransformer: Inverted transformers are effective for time series forecasting, 2023
Liu, Y., Hu, T., Zhang, H., Wu, H., Wang, S., Ma, L., and Long, M · 2023
Later among the works it cites.
Fits: Modeling time series with 10 k 10k parameters
Xu, Z., Zeng, A., and Xu, Q · 2023
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Ltsf-linear
Zeng, A · 2023
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Are transformers effective for time series forecasting?
Zeng, A., Chen, M., Zhang, L., and Xu, Q · 2023
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DAM: A foundation model for forecasting
Anonymous · 2024
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Understanding linear regression using the singular value decomposition, 2024
Silva, T · 2024
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Joosen, A., Hassan, A., Asenov, M., Singh, R., Darlow, L., Wang, J., and Barker, A · 2023
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Li, Z., Qi, S., Li, Y., and Xu, Z · 2023
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