We introduce Gluon Time Series (GluonTS, available at https://gluon-ts. mxnet. io), a library for deep-learning-based time series modeling.
SOTA for Time Series on Bitcoin-Alpha
In this paper, we propose a Bayesian temporal factorization (BTF) framework for modeling multidimensional time series---in particular spatiotemporal data---in the presence of missing values.
Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain.
#3 best model for Traffic Prediction on PeMS-M
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.
First, we show that LSTMs outperform existing techniques to predict the next event of a running case and its timestamp.
Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values.
#4 best model for Multivariate Time Series Imputation on MuJoCo
Time series prediction has been studied in a variety of domains.
However, as the mobile data of vehicles has been widely collected by sensor-embedded devices in transportation systems, it is possible to predict the traffic flow by analysing mobile data.
Recurrent neural networks (RNNs) are connectionist models that capture the dynamics of sequences via cycles in the network of nodes.