Reviews: Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models

This paper proposes an interesting idea in order to efficiently forecast non-stationary time series at multiple times ahead. In order to achieve this, the authors introduce an objective function called Shape and Time Distorsion Loss (STDL) to train deep neural network. The paper is well written, clear, and of certain significance. In Figure 1 the authors illustrate the limitation of certain existing approaches as a way to motivate their contributions. I am not convinced with the arguments presented there.