Channel Dependence, Limited Lookback Windows, and the Simplicity of Datasets: How Biased is Time Series Forecasting?

Ibram Abdelmalak, Kiran Madhusudhanan, Jungmin Choi +4

In Long-term Time Series Forecasting (LTSF), the lookback window is a critical hyperparameter often set arbitrarily, undermining the validity of model evaluations. We argue that th…