Lightweight and Data-Efficient MultivariateTime Series Forecasting using Residual-Stacked Gaussian (RS-GLinear) Architecture

Abstract

Following the success of Transformer architectures in language modeling, particularly their ability to capture long-range dependencies, researchers have explored how these architectures can be adapted for time-series forecasting. Transformer-based models have been proposed to handle both short- and long-term dependencies when predicting future values from historical data. However, studies such as those by Zeng et al. (2022) and Rizvi et al. (2025) have reported mixed results in long-term forecasting tasks. In this work, we evaluate the Gaussian-based Linear architecture introduced by Rizvi et al. (2025) and present an enhanced version called the Residual Stacked Gaussian Linear (RSGL) model. We also investigate the broader applicability of the RSGL model in additional domains, including financial time series and epidemiological data. Experimental results show that the RSGL model achieves improved prediction accuracy and robustness compared to both the baseline Gaussian Linear and Transformer-based models.