Deep Learning for Time Series Forecasting: Tutorial and Literature Survey

التفاصيل البيبلوغرافية
العنوان: Deep Learning for Time Series Forecasting: Tutorial and Literature Survey
المؤلفون: Benidis, Konstantinos, Rangapuram, Syama Sundar, Flunkert, Valentin, Wang, Yuyang, Maddix, Danielle, Turkmen, Caner, Gasthaus, Jan, Bohlke-Schneider, Michael, Salinas, David, Stella, Lorenzo, Aubet, Francois-Xavier, Callot, Laurent, Januschowski, Tim
المصدر: ACM Computing Surveys (2022)
سنة النشر: 2020
المجموعة: Computer Science
Statistics
مصطلحات موضوعية: Computer Science - Machine Learning, Statistics - Machine Learning, A.1
الوصف: Deep learning based forecasting methods have become the methods of choice in many applications of time series prediction or forecasting often outperforming other approaches. Consequently, over the last years, these methods are now ubiquitous in large-scale industrial forecasting applications and have consistently ranked among the best entries in forecasting competitions (e.g., M4 and M5). This practical success has further increased the academic interest to understand and improve deep forecasting methods. In this article we provide an introduction and overview of the field: We present important building blocks for deep forecasting in some depth; using these building blocks, we then survey the breadth of the recent deep forecasting literature.
Comment: 33 pages, 6 figures
نوع الوثيقة: Working Paper
DOI: 10.1145/3533382
URL الوصول: http://arxiv.org/abs/2004.10240
رقم الأكسشن: edsarx.2004.10240
قاعدة البيانات: arXiv