Revin: What really grinds my gears
A review of Revin - Reversible Instance Normalization used in time series forecasting
Multivariate Time Series models: Do we really need them?
A comparison of local, global, univariate and multivariate configurations using the DLinear and NLinear models
LTSF-Linear: Embarrassingly simple time series forecasting models
A review of the 2022 Paper Are Transformers Effective for Time Series Forecasting that introduced DLinear and NLinear models
The F1 Score: Time Series Model Championships
A ranking system of time series models based on the Monash dataset benchmarks using the mase metric and the formula 1 scoring system.
1Cycle scheduling: State of the art timeseries forecasting
How to get state of the art timeseries forecasting results using machine learning with my variant of DeepAR and 1Cycle Scheduling
A fistful of MASE: Deconstructing DeepAR
A deep dive into the GluonTS DeepAR neural network model architecture for time series forecasting and an ablation study of the covariates.
Predicting covariates: Is it a good idea?
A study which evaluates the effectiveness of predicting covariates in LSTM Neural Networks for Time Series Forecasting