How Good Can Linear Models Be for Time-Series Forecasting?

Time-series forecasting research has been moving steadily toward larger architectures, from specialized transformers to general-purpose foundation models, on the assumption that capacity is what unlocks accuracy. We take the opposite position: most of the gap can be closed at far lower cost by tuning preprocessing rather than scaling models. We use Ridge regression as the testbed, since it has a closed-form solution and interpretable weights, which let the optimal hyperparameters be read off the search directly. We search over context length, local normalization, regularization, and augmentation on eight standard benchmarks and find three patterns. (1) Optimal lookback is strongly series-specific and often non-monotonic in forecast horizon, with fitted power-law exponents ranging from $+0.46$ on ETTm2 to $-0.19$ on Exchange and Traffic, challenging the convention that longer horizons need longer history. (2) Normalizing over a learned trailing fraction of the context, rather than its entirety, is almost universally preferred. (3) Series within the same dataset often disagree on hyperparameters; the optimal degree of cross-series sharing varies from fully shared to fully per-series. The resulting models beat prior linear forecasters on most dataset-horizon entries and exceed Transformer, MLP, and CNN baselines on six of eight benchmarks. The optimized hyperparameters also serve as a diagnostic on the data itself, revealing structures that larger models absorb silently into their learned parameters.

Intercomparison of Machine Learning Algorithms for Remote Sensing-based In-season Crop Mapping

In-season crop type mapping is critical for food security in the face of increasingly extreme climate-related threats to crops. Currently, the USDA Cropland Data Layer provides crop type labels at 30m resolution and is available the February after harvest, but no product exists that maps crop types before harvest with satisfactory accuracy that would allow emergency managers to respond to crop threats in near real time. Furthermore, the relative advantages of a wide range of algorithms have not been evaluated in a way that accounts for interannual variability, until this study. Here, Harmonized Landsat-Sentinel surface reflectance imagery time series and crop rotation history information are combined to map corn in Iowa and almonds in California at 30m resolution accurately by early June in unseen years, with robust quantification of uncertainty due to phenology and crop distribution. Thousands of model configurations across ten machine learning algorithms were compared using a year-wise cross-validation and a suite of metrics. Hyperparameter search revealed Support Vector Machines to be the most successful algorithm overall, with a mean F1 score of 0.74 (0.59) across five unseen validation years for almonds by early June in California (corn by early June in Iowa). Interannual variation was a large source of uncertainty, but patterns showed the potential to further improve performance with ensemble approaches or ancillary data. Future work may extend these methods to include multiclass maps of all crop types, CONUS-wide maps, and in-season crop yield forecasting.