Time-series forecasting with deep learning: a survey

被引:503
|
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
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