手法を比較

	Koopa: 非定常時系列のためのクープマン予測器	DLinear: 時系列予測のための分解線形モデル	Non-stationary Transformer
分野	深層学習	深層学習	深層学習
系統	Machine learning	Machine learning	Machine learning
提唱年	2023	2023	2022
提唱者	Yong Liu et al.	Ailing Zeng et al.	Yong Liu et al.
種類	Koopman operator-based time-series forecasting model	Decomposition-based linear forecasting model	Transformer-based time-series forecasting model
原典	Liu, Y., Li, C., Wang, J., & Long, M. (2023). Koopa: Learning non-stationary time series dynamics with Koopman predictors. NeurIPS.	Zeng, A., Chen, M., Zhang, L., & Xu, Q. (2023). Are transformers effective for time series forecasting? AAAI.	Liu, Y., Wu, H., Wang, J., & Long, M. (2022). Non-stationary transformers: Exploring the stationarity in time series forecasting. NeurIPS.
別名	Koopman Predictor, Koopman-based Time-Series Model, Koopa Forecaster, Koopman Tahmincisi	Decomposition Linear, DLinear Forecaster, Linear Decomposition Model, Ayrışım Doğrusal Modeli	NS-Transformer, Non-stationary Transformer Network, Stationarization-based Transformer, Durağan-Olmayan Transformer
関連	3	3	3
概要	Koopa is a deep learning model for time-series forecasting introduced by Yong Liu, Chang Li, Jianmin Wang, and Mingsheng Long at NeurIPS 2023. It addresses the challenge of non-stationarity by disentangling time series into stationary and non-stationary components, then modeling the non-stationary dynamics using a learned approximation of the Koopman operator — a mathematical framework that lifts nonlinear systems into a linear space for tractable long-horizon prediction.	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.	Non-stationary Transformer is a Transformer-based time-series forecasting architecture introduced by Yong Liu, Haixu Wu, Jianmin Wang, and Mingsheng Long at NeurIPS 2022. It addresses a fundamental tension in applying Transformers to real-world time series: over-stationarization during preprocessing strips out non-stationary signals that carry predictive information, while raw non-stationary inputs cause attention to collapse. The model resolves this through series stationarization paired with a novel de-stationary attention mechanism that restores the original temporal distribution in predictions.