Deep learning for time series forecasting: Tutorial and literature survey

K Benidis, SS Rangapuram, V Flunkert, Y Wang… - ACM Computing …, 2022 - dl.acm.org
Deep learning based forecasting methods have become the methods of choice in many
applications of time series prediction or forecasting often outperforming other approaches …

Retail forecasting: Research and practice

R Fildes, S Ma, S Kolassa - International Journal of Forecasting, 2022 - Elsevier
This paper reviews the research literature on forecasting retail demand. We begin by
introducing the forecasting problems that retailers face, from the strategic to the operational …

Informer: Beyond efficient transformer for long sequence time-series forecasting

H Zhou, S Zhang, J Peng, S Zhang, J Li… - Proceedings of the …, 2021 - ojs.aaai.org
Many real-world applications require the prediction of long sequence time-series, such as
electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a …

Deep state space models for time series forecasting

SS Rangapuram, MW Seeger… - Advances in neural …, 2018 - proceedings.neurips.cc
We present a novel approach to probabilistic time series forecasting that combines state
space models with deep learning. By parametrizing a per-time-series linear state space …

Think globally, act locally: A deep neural network approach to high-dimensional time series forecasting

R Sen, HF Yu, IS Dhillon - Advances in neural information …, 2019 - proceedings.neurips.cc
Forecasting high-dimensional time series plays a crucial role in many applications such as
demand forecasting and financial predictions. Modern datasets can have millions of …

[HTML][HTML] DeepAR: Probabilistic forecasting with autoregressive recurrent networks

D Salinas, V Flunkert, J Gasthaus… - International journal of …, 2020 - Elsevier
Probabilistic forecasting, ie, estimating a time series' future probability distribution given its
past, is a key enabler for optimizing business processes. In retail businesses, for example …

[HTML][HTML] Forecasting with trees

T Januschowski, Y Wang, K Torkkola, T Erkkilä… - International Journal of …, 2022 - Elsevier
The prevalence of approaches based on gradient boosted trees among the top contestants
in the M5 competition is potentially the most eye-catching result. Tree-based methods out …

Criteria for classifying forecasting methods

T Januschowski, J Gasthaus, Y Wang, D Salinas… - International Journal of …, 2020 - Elsevier
Classifying forecasting methods as being either of a “machine learning” or “statistical” nature
has become commonplace in parts of the forecasting literature and community, as …

A disentangled recognition and nonlinear dynamics model for unsupervised learning

M Fraccaro, S Kamronn, U Paquet… - Advances in neural …, 2017 - proceedings.neurips.cc
This paper takes a step towards temporal reasoning in a dynamically changing video, not in
the pixel space that constitutes its frames, but in a latent space that describes the non-linear …

Deep factors for forecasting

Y Wang, A Smola, D Maddix… - International …, 2019 - proceedings.mlr.press
Producing probabilistic forecasts for large collections of similar and/or dependent time series
is a practically highly relevant, yet challenging task. Classical time series models fail to …