Time-series forecasting with deep learning: a survey

B Lim, S Zohren - … Transactions of the Royal Society A, 2021 - royalsocietypublishing.org
Numerous deep learning architectures have been developed to accommodate the diversity
of time-series datasets across different domains. In this article, we survey common encoder …

Deep learning for time series forecasting: Tutorial and literature survey

K Benidis, SS Rangapuram, V Flunkert, Y Wang… - ACM Computing …, 2022 - dl.acm.org
Deep learning based forecasting methods have become the methods of choice in many
applications of time series prediction or forecasting often outperforming other approaches …

One fits all: Power general time series analysis by pretrained lm

T Zhou, P Niu, L Sun, R Jin - Advances in neural …, 2023 - proceedings.neurips.cc
Although we have witnessed great success of pre-trained models in natural language
processing (NLP) and computer vision (CV), limited progress has been made for general …

[HTML][HTML] Temporal fusion transformers for interpretable multi-horizon time series forecasting

B Lim, SÖ Arık, N Loeff, T Pfister - International Journal of Forecasting, 2021 - Elsevier
Multi-horizon forecasting often contains a complex mix of inputs–including static (ie time-
invariant) covariates, known future inputs, and other exogenous time series that are only …

Tsmixer: An all-mlp architecture for time series forecasting

SA Chen, CL Li, N Yoder, SO Arik, T Pfister - arXiv preprint arXiv …, 2023 - arxiv.org
Real-world time-series datasets are often multivariate with complex dynamics. To capture
this complexity, high capacity architectures like recurrent-or attention-based sequential deep …

[HTML][HTML] A benchmark for data imputation methods

S Jäger, A Allhorn, F Bießmann - Frontiers in big Data, 2021 - frontiersin.org
With the increasing importance and complexity of data pipelines, data quality became one of
the key challenges in modern software applications. The importance of data quality has …

Data validation for machine learning

N Polyzotis, M Zinkevich, S Roy… - … of machine learning …, 2019 - proceedings.mlsys.org
Abstract Machine learning is a powerful tool for gleaning knowledge from massive amounts
of data. While a great deal of machine learning research has focused on improving the …

[HTML][HTML] Forecasting with trees

T Januschowski, Y Wang, K Torkkola, T Erkkilä… - International Journal of …, 2022 - Elsevier
The prevalence of approaches based on gradient boosted trees among the top contestants
in the M5 competition is potentially the most eye-catching result. Tree-based methods out …

Criteria for classifying forecasting methods

T Januschowski, J Gasthaus, Y Wang, D Salinas… - International Journal of …, 2020 - Elsevier
Classifying forecasting methods as being either of a “machine learning” or “statistical” nature
has become commonplace in parts of the forecasting literature and community, as …

Deep factors for forecasting

Y Wang, A Smola, D Maddix… - International …, 2019 - proceedings.mlr.press
Producing probabilistic forecasts for large collections of similar and/or dependent time series
is a practically highly relevant, yet challenging task. Classical time series models fail to …