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	Koopa: Predyktory Koopmana dla niestacjonarnych szeregów czasowych	DLinear: Model dekompozycji liniowej do prognozowania szeregów czasowych
Dziedzina	Uczenie głębokie	Uczenie głębokie
Rodzina	Machine learning	Machine learning
Rok powstania	2023	2023
Twórca	Yong Liu et al.	Ailing Zeng et al.
Typ	Koopman operator-based time-series forecasting model	Decomposition-based linear forecasting model
Źródło pierwotne	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.
Inne nazwy	Koopman Predictor, Koopman-based Time-Series Model, Koopa Forecaster, Koopman Tahmincisi	Decomposition Linear, DLinear Forecaster, Linear Decomposition Model, Ayrışım Doğrusal Modeli
Pokrewne	3	3
Podsumowanie	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.