Time Series Forecasting

183 papers with code • 14 benchmarks • 13 datasets

Time series forecasting is the task of fitting a model to historical, time-stamped data in order to predict future values. Traditional approaches include moving average, exponential smoothing, and ARIMA, though models as various as RNNs, Transformers, or XGBoost can also be applied. The most popular benchmark is the ETTh1 dataset. Models are typically evaluated using the Mean Square Error (MSE) or Root Mean Square Error (RMSE).

( Image credit: ThaiBinh Nguyen )


Use these libraries to find Time Series Forecasting models and implementations

Most implemented papers

Sequence to Sequence Learning with Neural Networks

farizrahman4u/seq2seq NeurIPS 2014

Our method uses a multilayered Long Short-Term Memory (LSTM) to map the input sequence to a vector of a fixed dimensionality, and then another deep LSTM to decode the target sequence from the vector.

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.

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.

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.

GRATIS: GeneRAting TIme Series with diverse and controllable characteristics

ykang/gratis 7 Mar 2019

The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks.

Probabilistic Forecasting with Temporal Convolutional Neural Network

ashishpatel26/tcn-keras-Examples 11 Jun 2019

We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting.

GluonTS: Probabilistic Time Series Models in Python

awslabs/gluon-ts 12 Jun 2019

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

Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case

LiamMaclean216/Pytorch-Transfomer 23 Jan 2020

In this paper, we present a new approach to time series forecasting.