Time-series forecasting with deep learning: a survey

被引:500
|
作者
Lim, Bryan [1 ]
Zohren, Stefan [1 ]
机构
[1] Univ Oxford, Dept Engn Sci, Oxford Man Inst Quantitat Finance, Oxford, England
关键词
deep neural networks; time-series forecasting; uncertainty estimation; hybrid models; interpretability; counterfactual prediction; NEURAL-NETWORKS; MODELS;
D O I
10.1098/rsta.2020.0209
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
Numerous deep learning architectures have been developed to accommodate the diversity of time-series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and multi-horizon time-series forecasting-describing how temporal information k incorporated into predictions by each model. Next, we highlight recent developments in hybrid deep learning models, which combine well-studied Statistical models with neural network components to improve pure methods in either category. Lastly, we outline some ways in which deep learning can also facilitate decision support with time-series data. This article k part of the theme issue 'Machine learning for weather and climate modelling'.
引用
收藏
页数:14
相关论文
共 50 条
  • [1] Long sequence time-series forecasting with deep learning: A survey
    Chen, Zonglei
    Ma, Minbo
    Li, Tianrui
    Wang, Hongjun
    Li, Chongshou
    [J]. INFORMATION FUSION, 2023, 97
  • [2] Deep Learning for Time Series Forecasting: A Survey
    Torres, Jose F.
    Hadjout, Dalil
    Sebaa, Abderrazak
    Martinez-Alvarez, Francisco
    Troncoso, Alicia
    [J]. BIG DATA, 2021, 9 (01) : 3 - 21
  • [3] Wind Power Forecasting with Deep Learning Networks: Time-Series Forecasting
    Lin, Wen-Hui
    Wang, Ping
    Chao, Kuo-Ming
    Lin, Hsiao-Chung
    Yang, Zong-Yu
    Lai, Yu-Huang
    [J]. APPLIED SCIENCES-BASEL, 2021, 11 (21):
  • [4] Time Series Dataset Survey for Forecasting with Deep Learning
    Hahn, Yannik
    Langer, Tristan
    Meyes, Richard
    Meisen, Tobias
    [J]. FORECASTING, 2023, 5 (01): : 315 - 335
  • [5] Graph Time-series Modeling in Deep Learning: A Survey
    Chen, Hongjie
    Eldardiry, Hoda
    [J]. ACM TRANSACTIONS ON KNOWLEDGE DISCOVERY FROM DATA, 2024, 18 (05)
  • [6] Ensemble Deep Learning Models for Forecasting Cryptocurrency Time-Series
    Livieris, Ioannis E.
    Pintelas, Emmanuel
    Stavroyiannis, Stavros
    Pintelas, Panagiotis
    [J]. ALGORITHMS, 2020, 13 (05)
  • [7] Time-series forecasting of mortality rates using deep learning
    Perla, Francesca
    Richman, Ronald
    Scognamiglio, Salvatore
    Wuthrich, Mario, V
    [J]. SCANDINAVIAN ACTUARIAL JOURNAL, 2021, 2021 (07) : 572 - 598
  • [8] Time Series Representation Learning: A Survey on Deep Learning Techniques for Time Series Forecasting
    Schmieg, Tobias
    Lanquillon, Carsten
    [J]. ARTIFICIAL INTELLIGENCE IN HCI, PT I, AI-HCI 2024, 2024, 14734 : 422 - 435
  • [9] Scaling Deep Learning Models for Large Spatial Time-Series Forecasting
    Abbas, Zainab
    Ivarsson, Jon Reginbald
    Al-Shishtawy, Ahmad
    Vlassov, Vladimir
    [J]. 2019 IEEE INTERNATIONAL CONFERENCE ON BIG DATA (BIG DATA), 2019, : 1587 - 1594
  • [10] Smoothing and stationarity enforcement framework for deep learning time-series forecasting
    Livieris, Ioannis E.
    Stavroyiannis, Stavros
    Iliadis, Lazaros
    Pintelas, Panagiotis
    [J]. NEURAL COMPUTING & APPLICATIONS, 2021, 33 (20): : 14021 - 14035