Research Scientist working on Deep Learning, Time Series Forecasting, Reinforcement Learning and HPC.
Jun 16, 2023 • 6 tweets • 3 min read
Are Transformers useless for time series forecasting? NO! We showcase how Transformers achieve SOTA results, beating DLinear models.
Here's a blog post introducing the Autoformer model and how effective it can be at #timeseries#forecasting: huggingface.co/blog/autoformer
The paper "Are Transformers Effective for Time Series Forecasting?" arxiv.org/abs/2205.13504, claims that a simple linear model DLinear outperforms Transformer based models by a large margin.