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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
13391
Venue
VLDB
Year
2023
Pagerank
6.1972571e-05
Overall Rank
5,498 | 62.28%
DOI
10.14778/3611540.3611561

Incoming Non-self Citations Over Time

Authors

BibTeX Citation

@article{yao_vldb23,
        title = {{SimpleTS: An Efficient and Universal Model Selection Framework for Time Series Forecasting}},
        author = {Yao, Yuanyuan and Li, Dimeng and Jie, Hailiang and Chen, Lu and Li, Tianyi and Chen, Jie and Wang, Jiaqi and Li, Feifei and Gao, Yunjun},
        journal = {PVLDB},
        series = {{VLDB} '23},
        volume = {16},
        number = {12},
        pages = {3741--3753},
        doi = {10.14778/3611540.3611561},
        url = {https://doi.org/10.14778/3611540.3611561},
        year = {2023}
}

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