Decompose and Conquer: Time Series Forecasting with Multiseasonal Trend Decomposition Using Loess

Over the past few years, there has been growing attention to the Long-Term Time Series Forecasting task and solving its inherent challenges like the non-stationarity of the underlying distribution. Notably, most successful models in this area use decomposition during preprocessing. Yet, much of the...

Full description

Bibliographic Details
Main Authors: Amirhossein Sohrabbeig, Omid Ardakanian, Petr Musilek
Format: Article
Language:English
Published: MDPI AG 2023-12-01
Series:Forecasting
Subjects:
Online Access:https://www.mdpi.com/2571-9394/5/4/37