Confronta i metodi

	DLinear: Modello Lineare a Decomposizione per la Previsione di Serie Storiche	Modello a Spazio di Stati (Filtro di Kalman)
Campo	Apprendimento profondo	Econometria
Famiglia	Machine learning	Regression model
Anno di origine	2023	1990
Ideatore	Ailing Zeng et al.	Harvey; Durbin & Koopman (state space treatment); Kalman filter
Tipo	Decomposition-based linear forecasting model	State space time series model
Fonte seminale	Zeng, A., Chen, M., Zhang, L., & Xu, Q. (2023). Are transformers effective for time series forecasting? AAAI.	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.
Alias	Decomposition Linear, DLinear Forecaster, Linear Decomposition Model, Ayrışım Doğrusal Modeli	state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)
Correlati	3	4
Sintesi	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.	A state space model is a general time series framework that describes a series through unobserved (latent) state variables linked by a measurement equation and a transition equation, with the states estimated in real time by the Kalman filter. Developed in the state space tradition of Harvey (1990) and Durbin & Koopman (2012), it nests ARIMA and exponential smoothing as special cases.