[R] TimeBase: The Power of Minimalism in Efficient Long-term Time Series Forecasting

The paper was accepted as a spotlight poster at ICML for 2025.

For industry, I know that when it comes to time series forecasting, many non faang companies still use ARIMA due to resource cost and efficiency, and they focus on stationary data. I wonder if this model can be a good alternative that can be implemented. Worth noting that TimeBase is benchmarked on long-horizon tasks (96–720 steps), so if your ARIMA usage is for short-term forecasting, the comparison is less direct. What are your thoughts? Their code is public on github, I provided the link here