Skip to content

[ENH] Implement s2s Linear Forecaster models family#3171

Open
rwtarpit wants to merge 19 commits into
aeon-toolkit:mainfrom
rwtarpit:feat/ltsf-linear
Open

[ENH] Implement s2s Linear Forecaster models family#3171
rwtarpit wants to merge 19 commits into
aeon-toolkit:mainfrom
rwtarpit:feat/ltsf-linear

Conversation

@rwtarpit
Copy link
Copy Markdown
Contributor

@rwtarpit rwtarpit commented Dec 12, 2025

Reference Issues/PRs

Implements LinearForecaster family of models (linear, nlinear and dlinear) following the PR :
#3146

What does this implement/fix? Explain your changes.

This PR implements a simple 1 layered MLP based Linear Forecaster as a baseline for series2series deep learning forecasters.

Does your contribution introduce a new dependency? If yes, which one?

No

Any other comments?

PR checklist

For all contributions
  • I've added myself to the list of contributors. Alternatively, you can use the @all-contributors bot to do this for you after the PR has been merged.
  • The PR title starts with either [ENH], [MNT], [DOC], [BUG], [REF], [DEP] or [GOV] indicating whether the PR topic is related to enhancement, maintenance, documentation, bugs, refactoring, deprecation or governance.
For new estimators and functions
  • I've added the estimator/function to the online API documentation.
  • (OPTIONAL) I've added myself as a __maintainer__ at the top of relevant files and want to be contacted regarding its maintenance. Unmaintained files may be removed. This is for the full file, and you should not add yourself if you are just making minor changes or do not want to help maintain its contents.
For developers with write access
  • (OPTIONAL) I've updated aeon's CODEOWNERS to receive notifications about future changes to these files.

@rwtarpit rwtarpit closed this Dec 12, 2025
Copy link
Copy Markdown
Member

@hadifawaz1999 hadifawaz1999 left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I took a first look, a small comment to begin,i will check the rest

Comment thread aeon/forecasting/deep_learning/_ltsf_linear.py Outdated
hadifawaz1999
hadifawaz1999 previously approved these changes Dec 21, 2025
Copy link
Copy Markdown
Member

@hadifawaz1999 hadifawaz1999 left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

LGTM ! very nice, @MatthewMiddlehurst @TonyBagnall @alexbanwell1 let me know if you have any comments before merging

@alexbanwell1
Copy link
Copy Markdown
Contributor

Looks good to me. Can't comment on the actual model but the forecasting module changes and series to series mixin look sensible

@rwtarpit rwtarpit changed the title [ENH] Implement Linear Forecaster [ENH] Implement s2s Linear Forecaster models family Jan 8, 2026
@MatthewMiddlehurst
Copy link
Copy Markdown
Member

Also not familiar with the algorithm or whether this is a correct implementation, but would be good to discuss how to integrate series to series before putting this in probably. Thanks very much for the work though, this is helpful.

@rwtarpit
Copy link
Copy Markdown
Contributor Author

I had a brief discussion on s2s and this linear forecaster with @hadifawaz1999 on discord. let me know whatever is decided and I refactor this accordingly.
thanks!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

5 participants