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TSF Paper

This repository contains a reading list of papers on time series forecasting/prediction (TSF). These papers are mainly categorized according to the type of model.

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
19-06-20 DL SENSJ 2019 A Review of Deep Learning Models for Time Series Prediction None
20-09-27 DL Arxiv 2020 Time Series Forecasting With Deep Learning: A Survey None
22-02-15 Transformer Arxiv 2022 Transformers in Time Series: A Survey None
23-05-01 Diffusion Arxiv 2023 Diffusion Models for Time Series Applications: 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
19-12-19 TFT IJoF 2021 Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting tft
20-01-23 InfluTrans Arxiv 2020 Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case influenza_transformer
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
21-05-22 ProTran NIPS 2021 Probabilistic Transformer for Time Series Analysis None
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
22-01-14 Preformer ICASSP 2023 Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series Forecasting Preformer
22-01-30 FEDformer ICML 2022 FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting FEDformer
22-02-03 ETSformer Arxiv 2022 ETSformer: Exponential Smoothing Transformers for Time-series Forecasting etsformer
22-02-07 TACTiS ICML 2022 TACTiS: Transformer-Attentional Copulas for Time Series TACTiS
22-04-28 Triformer IJCAI 2022 Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting Triformer
22-05-27 TDformer NIPSW 2022 First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting TDformer
22-05-28 Non-stationary Transformer NIPS 2022 Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting Non-stationary Transformers
22-06-08 Scaleformer ICLR 2023 Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting Scaleformer
22-08-14 Quatformer KDD 2022 Learning to Rotate: Quaternion Transformer for Complicated Periodical Time Series Forecasting Quatformer
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
22-09-22 Crossformer ICLR 2023 Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting Crossformer
22-09-22 PatchTST ICLR 2023 A Time Series is Worth 64 Words: Long-term Forecasting with Transformers PatchTST
23-05-20 CARD Arxiv 2023 Make Transformer Great Again for Time Series Forecasting: Channel Aligned Robust Dual Transformer None
23-05-24 JTFT Arxiv 2023 A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting None
23-05-30 HSTTN IJCAI 2023 Long-term Wind Power Forecasting with Hierarchical Spatial-Temporal Transformer None
23-05-30 Client Arxiv 2023 Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series Forecasting Client
23-05-30 Taylorformer Arxiv 2023 Taylorformer: Probabilistic Predictions for Time Series and other Processes Taylorformer

RNN.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
17-03-21 LSTNet SIGIR 2018 Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks LSTNet
17-04-07 DA-RNN IJCAI 2017 A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction DARNN
17-04-13 DeepAR IJoF 2019 DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks DeepAR
17-11-29 MQRNN NIPSW 2017 A Multi-Horizon Quantile Recurrent Forecaster MQRNN
18-06-23 mWDN KDD 2018 Multilevel Wavelet Decomposition Network for Interpretable Time Series Analysis mWDN
18-09-06 MTNet AAAI 2019 A Memory-Network Based Solution for Multivariate Time-Series Forecasting MTNet
19-05-28 DF-Model ICML 2019 Deep Factors for Forecasting None
19-07-01 MH-RNN KDD 2019 Multi-Horizon Time Series Forecasting with Temporal Attention Learning None
19-07-18 ESLSTM IJoF 2020 A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting None
19-07-25 MH-TAL KDD 2019 Multi-Horizon Time Series Forecasting with Temporal Attention Learning None
22-05-16 C2FAR NIPS 2022 C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting C2FAR

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 AAAI 2023 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
22-05-24 FreDo Arxiv 2022 FreDo: Frequency Domain-based Long-Term Time Series Forecasting None
22-05-26 DLinear AAAI 2023 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
23-02-09 MTS-Mixers Arxiv 2023 MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing MTS-Mixers
23-03-10 TSMixer Arxiv 2023 TSMixer: An all-MLP Architecture for Time Series Forecasting None
23-04-17 TiDE Arxiv 2023 Long-term Forecasting with TiDE: Time-series Dense Encoder TiDE
23-05-18 RTSF Arxiv 2023 Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mapping RTSF
23-05-30 Koopa Arxiv 2023 Koopa: Learning Non-stationary Time Series Dynamics with Koopman Predictors None

TCN.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
19-05-09 DeepGLO NIPS 2019 Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting deepglo
19-05-22 DSANet CIKM 2019 DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting DSANet
19-12-11 MLCNN AAAI 2020 Towards Better Forecasting by Fusing Near and Distant Future Visions MLCNN
21-06-17 SCINet NIPS 2022 SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction SCINet
22-09-22 MICN ICLR 2023 MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting MICN
22-09-22 TimesNet ICLR 2023 TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis TimesNet
23-02-23 LightCTS SIGMOD 2023 LightCTS: A Lightweight Framework for Correlated Time Series Forecasting LightCTS
23-05-25 TLNets Arxiv 2023 TLNets: Transformation Learning Networks for long-range time-series prediction TLNets
23-06-04 Cross-LKTCN Arxiv 2023 Cross-LKTCN: Modern Convolution Utilizing Cross-Variable Dependency for Multivariate Time Series Forecasting Dependency for Multivariate Time Series Forecasting None

SSM (State Space Model)

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
18-05-18 DSSM NIPS 2018 Deep State Space Models for Time Series Forecasting None
22-08-19 SSSD TMLR 2022 Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models SSSD
22-09-22 SpaceTime ICLR 2023 Effectively Modeling Time Series with Simple Discrete State Spaces SpaceTime
22-12-24 LS4 Arxiv 2022 Deep Latent State Space Models for Time-Series Generation None

GNN (Spatio-Temporal Modeling).

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

Generation Model.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
20-02-14 MAF ICLR 2021 Multivariate Probabilitic Time Series Forecasting via Conditioned Normalizing Flows MAF
21-01-18 TimeGrad ICML 2021 Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting TimeGrad
21-07-07 CSDI NIPS 2021 CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation CSDI
22-05-16 MANF Arxiv 2022 Multi-scale Attention Flow for Probabilistic Time Series Forecasting None
22-05-16 D3VAE NIPS 2022 Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement D3VAE
22-05-16 LaST NIPS 2022 LaST: Learning Latent Seasonal-Trend Representations for Time Series Forecasting LaST
22-12-28 Hier-Transformer-CNF Arxiv 2022 End-to-End Modeling Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow based Reconciliation None
23-03-13 HyVAE Arxiv 2023 Hybrid Variational Autoencoder for Time Series Forecasting None

Plug and Play (Model-Agnostic).

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
19-02-21 DAIN TNNLS 2020 Deep Adaptive Input Normalization for Time Series Forecasting DAIN
19-09-19 DILATE NIPS 2019 Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models DILATE
21-07-19 TAN NIPS 2021 Topological Attention for Time Series Forecasting TAN
21-09-29 RevIN ICLR 2022 Reversible Instance Normalization for Accurate Time-Series Forecasting against Distribution Shift RevIN
22-02-23 MQF2 AISTATS 2022 Multivariate Quantile Function Forecaster None
22-05-18 FiLM NIPS 2022 FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting FiLM
23-02-18 FrAug Arxiv 2023 FrAug: Frequency Domain Augmentation for Time Series Forecasting FrAug
23-02-22 Dish-TS AAAI 2023 Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting Dish-TS
23-02-23 Adaptive Sampling NIPSW 2022 Adaptive Sampling for Probabilistic Forecasting under Distribution Shift None
23-05-28 PALS Arxiv 2023 Adaptive Sparsity Level during Training for Efficient Time Series Forecasting with Transformers None

Pretrain & Representation.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
23-02-23 FPT Arxiv 2023 Power Time Series Forecasting by Pretrained LM FPT

Theory.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
22-10-25 WaveBound NIPS 2022 WaveBound: Dynamic Error Bounds for Stable Time Series Forecasting None
23-05-25 Ensembling ICML 2023 Theoretical Guarantees of Learning Ensembling Strategies with Applications to Time Series Forecasting None

Other.

Date Method Conference Paper Title and Paper Interpretation (In Chinese) Code
16-12-05 TRMF NIPS 2016 Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction TRMF
17-08-25 Prophet TAS 2018 Forecasting at Scale Prophet

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