The Bigger the Better? Rethinking the Effective Model Scale in Long-term Time Series Forecasting

Long-term time series forecasting (LTSF) represents a critical frontier in time series analysis, distinguished by its focus on extensive input sequences, in contrast to the constrained lengths typical of traditional approaches. While longer sequences inherently convey richer information, potentially enhancing predictive precision, prevailing techniques often respond by escalating model complexity. These intricate models can inflate into millions of parameters, incorporating parameter-intensive elements like positional encodings, feed-forward networks and self-attention mechanisms. This complexity, however, leads to prohibitive model scale, particularly given …

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