This is a simplified documentation of Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mapping.
Problem Definition. Given a historical time series observation
where
Theorem 1. Given a seasonal time series satisfying
Corollary 1.1. When the given time series satisfies
Theorem 2. Let
Theorem 3. Let
Consider a sine wave
Let the length of input historical observation and prediction horizon be 90. According to Theorem 1, we can obtain the solution to
Although Theorem 3 provides a solution for predicting multivariate time series with different periodic channels, an excessively long input horizon may make the optimization of
If you find this repo useful, please cite our paper.
@article{Li2023RevisitingLT,
title={Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mapping},
author={Zhe Li and Shiyi Qi and Yiduo Li and Zenglin Xu},
journal={ArXiv},
year={2023},
volume={abs/2305.10721}
}
If you have any questions or want to discuss some details, please contact plum271828@gmail.com.
We appreciate the following github repos a lot for their valuable code base or datasets:
https://github.com/zhouhaoyi/Informer2020