MLBBQ: “Are Transformers Effective for Time Series Forecasting?” by Joanne Wardell

[@mmattb]

Great discussion and a sharp group! Around 32:27 one of the commenters mentioned a paper analyzing noisy multivariate dynamical systems and that under the CLT they may appear linear. Are you able to link me to that result? I'd love to see it.

[@SergeyPlis]

here's an empirical look at the brain arxiv.org/abs/2012.12351
and theoretical papers, that I guess have inspired that investigation:
Spatial averaging: ieeexplore.ieee.org/document/9993260
Temporal averaging: ieeexplore.ieee.org/abstract/document/10155808
HTH

[@mmattb]

@@SergeyPlis those looks like good fun! Thanks a bunch Sergey.

[@DunlopJ]

No mention of PatchTST Transformer from "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers"?

[@pranavishnoi20]

So we can say this paper is Haox