Rapid expansion of model size in time series forecasting poses a challenge, with models growing from early Transformers to recent architectures like TimesNet.
Alinear is introduced as an ultra-lightweight forecasting model that competes with larger models using minimal parameters, utilizing a horizon-aware adaptive decomposition mechanism and progressive frequency attenuation strategy.
Extensive experiments on seven benchmark datasets show that Alinear outperforms large-scale models while using less than 1% of their parameters across various forecasting horizons.
The study challenges the belief that larger models are inherently superior in time series forecasting and advocates for a shift towards more efficient modeling approaches.