FYI: lately there has been very interesting univariate time series forecasting work mostly by Albert Gu using state space models. https://arxiv.org/abs/2111.00

FYI: lately there has been very interesting univariate time series forecasting work mostly by Albert Gu using state space models. https://arxiv.org/abs/2111.00396 https://arxiv.org/abs/2111.00396 https://arxiv.org/pdf/2111.00396.pdf https://arxiv.org/pdf/2111.00396.pdf