How Good Can Linear Models Be for Time-Series Forecasting?
arXiv:2606.27282v1 Announce Type: new Abstract: 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