Mechanism diagram · MLP / Linear
How it works
TiDE is a deep MLP with residual connections — no attention layers.
Lookback is compressed by an MLP encoder into a latent representation; an MLP decoder produces multi-horizon outputs from that latent.
Each layer is followed by a feature-wise linear transformation and a residual skip connection.
Pros and cons on this universe
Pros
- Strongest BNB long signal in the audited table (+0.253 per-coin IC) and strong ETH (+0.198).
- Pure MLP — cheap, parallelisable, hyperparameter-stable.
- Confirms that attention is not necessary for competitive performance on this universe.
Cons / failure modes
- Mid-rank #10 IC overall — beaten by the mixer family.
- ~ρ ≈ +0.85 with BITCN on IC vectors — partial redundancy with the CNN family.