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Time series forecasting is the task of predicting future values of a time series (as well as uncertainty bounds).

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Greatest papers with code

Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting

19 Dec 2019google-research/google-research

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.

INTERPRETABLE MACHINE LEARNING TIME SERIES TIME SERIES FORECASTING

sktime: A Unified Interface for Machine Learning with Time Series

17 Sep 2019alan-turing-institute/sktime

We present sktime -- a new scikit-learn compatible Python library with a unified interface for machine learning with time series.

TIME SERIES TIME SERIES ANALYSIS TIME SERIES CLASSIFICATION TIME SERIES FORECASTING

GluonTS: Probabilistic Time Series Models in Python

12 Jun 2019awslabs/gluon-ts

We introduce Gluon Time Series (GluonTS, available at https://gluon-ts. mxnet. io), a library for deep-learning-based time series modeling.

ANOMALY DETECTION TIME SERIES TIME SERIES FORECASTING TIME SERIES PREDICTION

Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting

14 Dec 2020zhouhaoyi/Informer2020

Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning.

MULTIVARIATE TIME SERIES FORECASTING TIME SERIES UNIVARIATE TIME SERIES FORECASTING

Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks

24 May 2020benedekrozemberczki/pytorch_geometric_temporal

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic.

GRAPH LEARNING MULTIVARIATE TIME SERIES FORECASTING TIME SERIES

Low-Rank Autoregressive Tensor Completion for Multivariate Time Series Forecasting

18 Jun 2020xinychen/transdim

In this paper, we propose a low-rank autoregressive tensor completion (LATC) framework to model multivariate time series data.

IMPUTATION MULTIVARIATE TIME SERIES FORECASTING TIME SERIES TIME SERIES PREDICTION

Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting

NeurIPS 2019 AIStream-Peelout/flow-forecast

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

TIME SERIES TIME SERIES FORECASTING