[R] An Analysis of Linear Time Series Forecasting Models

Our work on analysing linear time series forecasting models was accepted to ICML.

ArxiV: https://arxiv.org/abs/2403.14587

### Abstract:
Despite their simplicity, linear models perform well at time series forecasting, even when pitted against deeper and more expensive models. A number of variations to the linear model have been proposed, often including some form of feature normalisation that improves model generalisation. In this paper we analyse the sets of functions expressible using these linear model architectures. In so doing we show that …

abstract analysis forecasting form icml linear linear model machinelearning series simplicity time series time series forecasting work