Long input windows are required to identify the generative process in time series forecasting even for short-memory processes, and decoupling identification from forecasting improves scalability.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.LG 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Why Do Time Series Models Need Long Context Windows?
Long input windows are required to identify the generative process in time series forecasting even for short-memory processes, and decoupling identification from forecasting improves scalability.