השוואת שיטות

	DLinear: מודל לינארי מפורק לחיזוי סדרות עתיות	מודל ARIMA (Autoregressive Integrated Moving Average)	PatchTST
תחום	למידה עמוקה	אקונומטריקה	למידה עמוקה
משפחה	Machine learning	Regression model	Machine learning
שנת המקור	2023	2015	2023
הוגה השיטה	Ailing Zeng et al.	Box & Jenkins (Box-Jenkins methodology)	Nie, Y. et al.
סוג	Decomposition-based linear forecasting model	Univariate time-series model	Transformer for time series forecasting
מקור מכונן	Zeng, A., Chen, M., Zhang, L., & Xu, Q. (2023). Are transformers effective for time series forecasting? AAAI.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR.
כינויים	Decomposition Linear, DLinear Forecaster, Linear Decomposition Model, Ayrışım Doğrusal Modeli	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	PatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
קשורות	3	5	3
תקציר	DLinear is a lightweight time series forecasting model introduced by Zeng et al. at AAAI 2023. It challenges the prevailing assumption that Transformer-based architectures are necessary for accurate long-horizon forecasting. The model decomposes an input sequence into trend and seasonal components using a moving average filter, then applies separate single-layer linear transformations to each component before summing their outputs to produce the final forecast.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.