Awesome-Deep-Learning-Based-Time-Series-Forecasting

1. Time Series Forecasting Papers

Review

• Recurrent Neural Networks for Time Series Forecasting:Current status and future directions paper

arxiv

2019

• (DSTP-RNN) DSTP-RNN: a dual-stage two-phase attention-based recurrent neural networks for long-term and multivariate time series prediction paper code
• (TPA-LSTM) Temporal Pattern Attention for Multivariate Time Series Forecasting paper code
• Foundations of sequence-to-sequence modeling for time series paper

2018

• (MTNet) A Memory-Network Based Solution for Multivariate Time-Series Forecasting paper code
• (HRHN) Hierarchical Attention-Based Recurrent Highway Networks for Time Series Prediction paper code
• Conditional Time Series Forecasting with Convolutional Neural Networks paper
• A Multi-Horizon Quantile Recurrent Forecaster paper
• EA-LSTM: Evolutionary Attention-based LSTM for Time Series Prediction paper

2017

• DeepAR: Probabilistic forecasting with autoregressive recurrent networks paper code

NeurIPS

2020

• Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting paper
• Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting paper code
• Adversarial Sparse Transformer for Time Series Forecasting paper
• Deep Rao-Blackwellised Particle Filters for Time Series Forecasting paper

2019

• (DILATE) Shape and Time Distorsion Loss for Training Deep Time Series Forecasting Models paper code
• Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting paper
• High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes paper
• Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting paper

2018

• Deep State Space Models for Time Series Forecasting paper

2017

ICML

2021

• Explaining Time Series Predictions With Dynamic Masks
• Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting
• Whittle Networks: A Deep Likelihood Model for Time Series
• Neural Rough Differential Equations for Long Time Series
• End-to-End Learning of Coherent Probabilistic Forecasts for Hierarchical Time Series
• Z-GCNETs: Time Zigzags at Graph Convolutional Networks for Time Series Forecasting

2019

• Deep Factors for Forecasting paper

2018

• Autoregressive Convolutional Neural Networks for Asynchronous Time Series paper
• Hierarchical Deep Generative Models for Multi-Rate Multivariate Time Series paper

SIGIR

2018

• (LSTNet) Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks paper code
• A Flexible Forecasting Framework for Hierarchical Time Series with Seasonal Patterns: A Case Study of Web Traffic paper

SIGKDD

2020

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

2019

• Multi-Horizon Time Series Forecasting with Temporal Attention Learning paper

2021

• Deep Switching Auto-Regressive Factorization:Application to Time Series Forecasting paper
• Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series paper
• Temporal Latent Auto-Encoder: A Method for Probabilistic Multivariate Time Series Forecasting paper
• Synergetic Learning of Heterogeneous Temporal Sequences for Multi-Horizon Probabilistic Forecasting paper

2019

• Cogra: Concept-Drift-Aware Stochastic Gradient Descent for Time-Series Forecasting paper

2015

IJCAI

2019

• Learning Interpretable Deep State Space Model for Probabilistic Time Series Forecasting paper
• Deep State Space Models for Time Series Forecasting paper
• Explainable Deep Neural Networks for Multivariate Time Series Predictions paper

2018

• (GeoMAN) GeoMAN: Multi-level Attention Networks for Geo-sensory Time Series Prediction paper code

2017

• (DA-RNN) A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction paper code

CIKM

2019

• DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting paper code
• Time Series Prediction with Interpretable Data Reconstruction paper

Others

• Attention-based recurrent neural networks for accurate short-term and long-term dissolved oxygen prediction paper
• Stock Price Prediction Using Attention-based Multi-Input LSTM paper
• Co-evolutionary multi-task learning with predictive recurrence for multi-step chaotic time series prediction paper
• A New Timing Error Cost Function for Binary Time Series Prediction paper
• A bias and variance analysis for multistep-ahead time series forecasting paper

2. Spatial-Temporal Time Series Forecasting Papers

arxiv

2020

2019

• STG2Seq: Spatial-temporal Graph to Sequence Model for Multi-step Passenger Demand Forecasting paper code

2017

• Deep forecast: Deep learning-based spatio-temporal forecasting (2017) paper

AAAI

2021

• (STFGNN) Spatial-Temporal Fusion Graph Neural Networks for Traffic Flow Forecasting paper

2019

• (ASTGCN) Attention Based Spatial-Temporal Graph Convolutional Networks for Traffic Flow Forecasting paper code mxnet
• Deep Hierarchical Graph Convolution for Election Prediction from Geospatial Census Data paper
• Dynamic Spatial-Temporal Graph Convolutional Neural Networks for Traffic Forecasting paper
• Revisiting Spatial-Temporal Similarity: A Deep Learning Framework for Traffic Prediction paper
• Spatiotemporal Multi-Graph Convolution Network for Ride-Hailing Demand Forecasting paper

2018

• Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction paper
• DeepUrbanMomentum: An Online Deep-Learning System for Short-Term Urban Mobility Prediction paper

2017

• Deep Spatio-Temporal Residual Networks for Citywide Crowd Flows Prediction paper code

IJCAI

2019

• GSTNet: Global Spatial-Temporal Network for Traffic Flow Prediction paper

2018

• Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting paper code-pytorch

SIGKDD

2020

• Hybrid Spatio-Temporal Graph Convolutional Network: Improving Traffic Prediction with Navigation Data paper
• AutoST: Efficient Neural Architecture Search for Spatio-Temporal Prediction paper

3. Weather Forecasting Papers

arxiv

SIGKDD

2019

• Deep Uncertainty Quantification: A Machine Learning Approach for Weather Forecasting paper code

4. Vedio Prediction

2020

• Disentangling Physical Dynamics from Unknown Factors for Unsupervised Video Prediction (CVPR2020 PhyDNet) paper code

2019

• Memory In Memory: A Predictive Neural Network for Learning Higher-Order Non-Stationarity from Spatiotemporal Dynamics (CVPR2019 MIM) paper code

2018

• Deep Learning for Physical Processes: Incorporating Prior Scientific Knowledge paper
• PredRNN++: Towards A Resolution of the Deep-in-Time Dilemma in Spatiotemporal Predictive Learning (ICML2018) paper code

2017

• PredRNN: Recurrent Neural Networks for Predictive Learning using Spatiotemporal LSTMs (NIPS2017) paper code