Time Series

1449 papers with code • 2 benchmarks • 10 datasets

Time series deals with sequential data where the data is indexed (ordered) by a time dimension.

( Image credit: Autoregressive CNNs for Asynchronous Time Series )

Libraries

Use these libraries to find Time Series models and implementations

Most implemented papers

Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting

google-research/google-research 19 Dec 2019

Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i. e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior information on how they interact with the target.

Diverse Beam Search: Decoding Diverse Solutions from Neural Sequence Models

ashwinkalyan/dbs 7 Oct 2016

We observe that our method consistently outperforms BS and previously proposed techniques for diverse decoding from neural sequence models.

Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks

laiguokun/LSTNet 21 Mar 2017

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation.

A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction

microsoft/qlib 7 Apr 2017

The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for decades.

DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks

jdb78/pytorch-forecasting 13 Apr 2017

Probabilistic forecasting, i. e. estimating the probability distribution of a time series' future given its past, is a key enabler for optimizing business processes.

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

unit8co/darts ICLR 2020

We focus on solving the univariate times series point forecasting problem using deep learning.

Diffusion Convolutional Recurrent Neural Network: Data-Driven Traffic Forecasting

liyaguang/DCRNN ICLR 2018

Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain.

Learning Representations from EEG with Deep Recurrent-Convolutional Neural Networks

pbashivan/EEGLearn 19 Nov 2015

One of the challenges in modeling cognitive events from electroencephalogram (EEG) data is finding representations that are invariant to inter- and intra-subject differences, as well as to inherent noise associated with such data.

Multitask learning and benchmarking with clinical time series data

yerevann/mimic3-benchmarks 22 Mar 2017

Health care is one of the most exciting frontiers in data mining and machine learning.

Latent ODEs for Irregularly-Sampled Time Series

YuliaRubanova/latent_ode 8 Jul 2019

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs).