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time-series-forecast's Introduction

TSF Paper

Reading list for research topics in Time Series Forecasting (TSF).

Survey.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
15-11-23 Multi-step ACOMP 2015 Comparison of Strategies for Multi-step-Ahead Prediction of Time Series Using Neural Network None
20-09-27 DL Arxiv 2020 Time Series Forecasting With Deep Learning: A Survey None

Transformer.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
19-06-29 LogTrans NIPS 2019 Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting flowforecast
20-06-05 AST NIPS 2020 Adversarial Sparse Transformer for Time Series Forecasting AST
20-12-14 Informer AAAI 2021 Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Informer
21-06-24 Autoformer NIPS 2021 Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Autoformer
21-10-05 Pyraformer ICLR 2022 Pyraformer: Low-complexity Pyramidal Attention for Long-range Time Series Modeling and Forecasting Pyraformer
22-01-30 FEDformer ICML 2022 FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting FEDformer
22-02-23 Preformer Arxiv 2022 Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series Forecasting Preformer
22-04-28 Triformer IJCAI 2022 Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting None
22-05-16 MANF Arxiv 2022 Multi-scale Attention Flow for Probabilistic Time Series Forecasting None
22-05-24 FreDo Arxiv 2022 FreDo: Frequency Domain-based Long-Term Time Series Forecasting None
22-05-28 Non-stationary Transformer Arxiv 2022 Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting None
22-06-08 Scaleformer Arxiv 2022 Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting None
22-08-30 Persistence Initialization Arxiv 2022 Persistence Initialization: A novel adaptation of the Transformer architecture for Time Series Forecasting None
22-09-08 W-Transformers Arxiv 2022 W-Transformers: A Wavelet-based Transformer Framework for Univariate Time Series Forecasting w-transformer
22-12 wind transformer Energy Multistep short-term wind speed forecasting using transformer

RNN.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code

MLP.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
17-05-25 ND TNNLS 2017 Neural Decomposition of Time-Series Data for Effective Generalization None
19-05-24 NBeats ICLR 2020 N-BEATS: Neural Basis Expansion Analysis For Interpretable Time Series Forecasting NBeats
21-04-12 NBeatsX IJoF 2022 Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx NBeatsX
22-01-30 N-HiTS Arxiv 2022 N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting N-HiTS
22-05-15 DEPTS ICLR 2022 DEPTS: Deep Expansion Learning for Periodic Time Series Forecasting DEPTS
22-05-26 DLinear Arxiv 2022 Are Transformers Effective for Time Series Forecasting? DLinear
22-06-24 TreeDRNet Arxiv 2022 TreeDRNet: A Robust Deep Model for Long Term Time Series Forecasting None
22-07-04 LightTS Arxiv 2022 Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures LightTS

TCN.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code

GNN.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code

Normalizing Flow.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code

Plug and Play.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
22-05-18 FiLM NIPS 2022 FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting FiLM

Theory.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code

Other.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code

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