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arXiv (Cornell University)
SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters
May 2024 • Shengsheng Lin, Weiwei Lin, Wentai Wu, Haojun Chen, Junjie Yang
This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal computational resources. At the heart of SparseTSF lies the Cross-Period Sparse Forecasting technique, which simplifies the forecasting task by decoupling the periodicity and trend in time series data. This technique involves downsampling the original sequences to focus on cross-period tre…
Time Series
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