LEARNABLE MULTI-SCALE DECOMPOSITION AND INTEGRATED AUTOCORRELATION FOR TIME SERIES FORECASTING

LMS-AUTOTSF

@article{Delibasoglu2024lms,
  title={LMS-AutoTSF: Learnable Multi-Scale Decomposition and Integrated Autocorrelation for Time Series Forecasting},
  author={Ibrahim Delibasoglu and Sanjay Chakraborty and Fredrik Heintz},
  journal={arXiv preprint arXiv:2412.06866},
  year={2024}
}

Results

Performanced comparison on public benchmark datasets

Acknowledgement

We appreciate the following GitHub repositories:

https://github.com/thuml/Time-Series-Library