A lightweight multi-layer perceptron for efficient multivariate time series forecasting

Zhenghong Wang, Sijie Ruan, Tianqiang Huang, Haoyi Zhou, Shanghang Zhang, Yi Wang, Leye Wang, Zhou Huang, Yu Liu

Abstract: Highlights•We propose a computationally free Precurrent mechanism to perceive temporal locality.•We propose PrecMLP, which perceives both temporal locality and variate dependency.•TSP enjoys both high forecasting performance and efficiency.