Time-series forecasting with deep learning: a survey

2021 Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences 1,366 citations

Abstract

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 is 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 is part of the theme issue ‘Machine learning for weather and climate modelling’.

Keywords

Series (stratigraphy)Artificial intelligenceComputer scienceTime seriesMachine learningEconometricsMathematicsGeology

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Publication Info

Year
2021
Type
article
Volume
379
Issue
2194
Pages
20200209-20200209
Citations
1366
Access
Closed

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Bryan Lim, Stefan Zohren (2021). Time-series forecasting with deep learning: a survey. Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences , 379 (2194) , 20200209-20200209. https://doi.org/10.1098/rsta.2020.0209

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DOI
10.1098/rsta.2020.0209