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SimpleTS: An Efficient and Universal Model Selection Framework for Time Series Forecasting

Summary: SimpleTS: a universal, efficient model-selection framework for time-series forecasting that classifies each input series into a type and selects a model, using model-clustering to prune candidates. Introduces soft-labeling and weighted representation learning to boost classification accuracy; empirically faster and more accurate than prior toolkits (AutoAITS/AutoForecast) on 52 public + 3 private datasets. (summarized by gpt-5-mini on Feb 09 2026)

Paper ID
13203
Venue
VLDB
Year
2023
Pagerank
6.6175631e-05
Overall Rank
3,934 | 72.64%
DOI
10.14778/3611540.3611561

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