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Koopa: 비정상 시계열을 위한 Koopman 예측기×DLinear: 시계열 예측을 위한 분해 선형 모델×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20232023
창시자Yong Liu et al.Ailing Zeng et al.
유형Koopman operator-based time-series forecasting modelDecomposition-based linear forecasting model
원전Liu, Y., Li, C., Wang, J., & Long, M. (2023). Koopa: Learning non-stationary time series dynamics with Koopman predictors. NeurIPS. link ↗Zeng, A., Chen, M., Zhang, L., & Xu, Q. (2023). Are transformers effective for time series forecasting? AAAI. link ↗
별칭Koopman Predictor, Koopman-based Time-Series Model, Koopa Forecaster, Koopman TahmincisiDecomposition Linear, DLinear Forecaster, Linear Decomposition Model, Ayrışım Doğrusal Modeli
관련33
요약Koopa 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.
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