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 …

[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Spatio-temporal graph neural networks for predictive learning in urban computing: A survey

G Jin, Y Liang, Y Fang, Z Shao, J Huang… - … on Knowledge and …, 2023 - ieeexplore.ieee.org
With recent advances in sensing technologies, a myriad of spatio-temporal data has been
generated and recorded in smart cities. Forecasting the evolution patterns of spatio-temporal …

[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 …

Recurrent neural networks for time series forecasting: Current status and future directions

H Hewamalage, C Bergmeir, K Bandara - International Journal of …, 2021 - Elsevier
Abstract Recurrent Neural Networks (RNNs) have become competitive forecasting methods,
as most notably shown in the winning method of the recent M4 competition. However …

N-BEATS: Neural basis expansion analysis for interpretable time series forecasting

BN Oreshkin, D Carpov, N Chapados… - arXiv preprint arXiv …, 2019 - arxiv.org
We focus on solving the univariate times series point forecasting problem using deep
learning. We propose a deep neural architecture based on backward and forward residual …

Think globally, act locally: A deep neural network approach to high-dimensional time series forecasting

R Sen, HF Yu, IS Dhillon - Advances in neural information …, 2019 - proceedings.neurips.cc
Forecasting high-dimensional time series plays a crucial role in many applications such as
demand forecasting and financial predictions. Modern datasets can have millions of …

Probabilistic transformer for time series analysis

B Tang, DS Matteson - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Generative modeling of multivariate time series has remained challenging partly due to the
complex, non-deterministic dynamics across long-distance timesteps. In this paper, we …

St-norm: Spatial and temporal normalization for multi-variate time series forecasting

J Deng, X Chen, R Jiang, X Song… - Proceedings of the 27th …, 2021 - dl.acm.org
Multi-variate time series (MTS) data is a ubiquitous class of data abstraction in the real
world. Any instance of MTS is generated from a hybrid dynamical system with their specific …

Principles and algorithms for forecasting groups of time series: Locality and globality

P Montero-Manso, RJ Hyndman - International Journal of Forecasting, 2021 - Elsevier
Global methods that fit a single forecasting method to all time series in a set have recently
shown surprising accuracy, even when forecasting large groups of heterogeneous time …