# Awesome-Deep-Learning-Based-Time-Series-Forecasting **Repository Path**: wwdguu/Awesome-Deep-Learning-Based-Time-Series-Forecasting ## Basic Information - **Project Name**: Awesome-Deep-Learning-Based-Time-Series-Forecasting - **Description**: No description available - **Primary Language**: Unknown - **License**: Not specified - **Default Branch**: master - **Homepage**: None - **GVP Project**: No ## Statistics - **Stars**: 0 - **Forks**: 0 - **Created**: 2020-09-14 - **Last Updated**: 2020-12-19 ## Categories & Tags **Categories**: Uncategorized **Tags**: None ## README # Awesome-Deep-Learning-Based-Time-Series-Forecasting ## Time Series Forecasting Papers ### arxiv papers #### 2019 - (DSTP-RNN) DSTP-RNN: a dual-stage two-phase attention-based recurrent neural networks for long-term and multivariate time series prediction [paper](https://arxiv.org/abs/1904.07464) [code](https://github.com/arleigh418/Paper-Implementation-DSTP-RNN-For-Stock-Prediction-Based-On-DA-RNN) - (TPA-LSTM) Temporal Pattern Attention for Multivariate Time Series Forecasting [paper](https://arxiv.org/abs/1809.04206) [code](https://github.com/gantheory/TPA-LSTM) - Foundations of sequence-to-sequence modeling for time series [paper](https://arxiv.org/pdf/1805.03714.pdf) #### 2018 - (MTNet) A Memory-Network Based Solution for Multivariate Time-Series Forecasting [paper](https://arxiv.org/abs/1809.02105) [code](https://github.com/Maple728/MTNet) - (HRHN) Hierarchical Attention-Based Recurrent Highway Networks for Time Series Prediction [paper](https://arxiv.org/abs/1806.00685) [code](https://github.com/KurochkinAlexey/Hierarchical-Attention-Based-Recurrent-Highway-Networks-for-Time-Series-Prediction) - Conditional Time Series Forecasting with Convolutional Neural Networks [paper](https://arxiv.org/abs/1703.04691) - A Multi-Horizon Quantile Recurrent Forecaster [paper](https://arxiv.org/pdf/1711.11053.pdf) - EA-LSTM: Evolutionary Attention-based LSTM for Time Series Prediction [paper](https://arxiv.org/pdf/1811.03760.pdf) #### 2017 - DeepAR: Probabilistic forecasting with autoregressive recurrent networks [paper](https://arxiv.org/abs/1704.04110) [code](https://github.com/arrigonialberto86/deepar) ### NeurIPS #### 2019 - (DILATE) Shape and Time Distorsion Loss for Training Deep Time Series Forecasting Models [paper](https://arxiv.org/abs/1909.09020) [code](https://github.com/vincent-leguen/DILATE) - Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting [paper](https://arxiv.org/abs/1905.03806) - High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes [paper](https://arxiv.org/abs/1910.03002) - Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting [paper](https://arxiv.org/abs/1907.00235) #### 2018 - Deep State Space Models for Time Series Forecasting [paper](https://papers.nips.cc/paper/8004-deep-state-space-models-for-time-series-forecasting.pdf) #### 2017 ### ICML #### 2019 - Deep Factors for Forecasting [paper](https://arxiv.org/pdf/1905.12417.pdf) #### 2018 - Autoregressive Convolutional Neural Networks for Asynchronous Time Series [paper](https://arxiv.org/pdf/1703.04122.pdf) - Hierarchical Deep Generative Models for Multi-Rate Multivariate Time Series [paper](http://proceedings.mlr.press/v80/che18a/che18a.pdf) ### SIGIR #### 2018 - (LSTNet) Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks [paper](https://arxiv.org/abs/1703.07015) [code](https://github.com/laiguokun/LSTNet) - A Flexible Forecasting Framework for Hierarchical Time Series with Seasonal Patterns: A Case Study of Web Traffic [paper](http://people.cs.pitt.edu/~milos/research/2018/SIGIR_18_Liu_Hierarchical_Seasonal_TS.pdf) ### SIGKDD #### 2019 - Multi-Horizon Time Series Forecasting with Temporal Attention Learning [paper](https://www.kdd.org/kdd2019/accepted-papers/view/multi-horizon-time-series-forecasting-with-temporal-attention-learning) ### AAAI #### 2019 - Cogra: Concept-Drift-Aware Stochastic Gradient Descent for Time-Series Forecasting [paper](https://www.aaai.org/ojs/index.php/AAAI/article/view/4383) #### 2015 ### IJCAI #### 2019 - Learning Interpretable Deep State Space Model for Probabilistic Time Series Forecasting [paper](https://www.ijcai.org/proceedings/2019/402) - Deep State Space Models for Time Series Forecasting [paper](https://papers.nips.cc/paper/8004-deep-state-space-models-for-time-series-forecasting.pdf) - Explainable Deep Neural Networks for Multivariate Time Series Predictions [paper](https://www.ijcai.org/proceedings/2019/0932.pdf) #### 2018 - (GeoMAN) GeoMAN: Multi-level Attention Networks for Geo-sensory Time Series Prediction [paper](https://www.ijcai.org/proceedings/2018/0476.pdf) [code](https://github.com/xchadesi/GeoMAN) #### 2017 - (DA-RNN) A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction [paper](https://www.ijcai.org/proceedings/2017/0366.pdf) [code](https://github.com/Zhenye-Na/DA-RNN) ### CIKM #### 2019 - DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting [paper](https://kyonhuang.top/files/Huang-DSANet.pdf) [code](https://github.com/bighuang624/DSANet) - Time Series Prediction with Interpretable Data Reconstruction [paper](http://www.cikm2019.net/attachments/papers/p2133-tianA.pdf) ### Others - Attention-based recurrent neural networks for accurate short-term and long-term dissolved oxygen prediction [paper](https://www.sciencedirect.com/science/article/pii/S0168169919312499) - Stock Price Prediction Using Attention-based Multi-Input LSTM [paper](http://proceedings.mlr.press/v95/li18c/li18c.pdf) - Co-evolutionary multi-task learning with predictive recurrence for multi-step chaotic time series prediction [paper](https://www.researchgate.net/publication/314202188_Co-evolutionary_multi-task_learning_with_predictive_recurrence_for_multi-step_chaotic_time_series_prediction) - A New Timing Error Cost Function for Binary Time Series Prediction [paper](https://www.researchgate.net/publication/331033415_A_New_Timing_Error_Cost_Function_for_Binary_Time_Series_Prediction) - A bias and variance analysis for multistep-ahead time series forecasting [paper](https://www.researchgate.net/publication/274091015_A_Bias_and_Variance_Analysis_for_Multistep-Ahead_Time_Series_Forecasting) ## Spatial-Temporal Time Series Forecasting Papers ### arxiv - Deep forecast: Deep learning-based spatio-temporal forecasting (2017) [paper](https://arxiv.org/pdf/1707.08110.pdf) - (AGCRN) Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting (2020)[paper](https://arxiv.org/pdf/2007.02842.pdf) [code](https://github.com/LeiBAI/AGCRN) ### AAAI #### 2019 - (ASTGCN) Attention Based Spatial-Temporal Graph Convolutional Networks for Traffic Flow Forecasting [paper](https://www.aaai.org/ojs/index.php/AAAI/article/view/3881) [code mxnet](https://github.com/Davidham3/ASTGCN) - Deep Hierarchical Graph Convolution for Election Prediction from Geospatial Census Data [paper](https://aaai.org/ojs/index.php/AAAI/article/view/3841) - Dynamic Spatial-Temporal Graph Convolutional Neural Networks for Traffic Forecasting [paper](https://aaai.org/ojs/index.php/AAAI/article/view/3877) - Revisiting Spatial-Temporal Similarity: A Deep Learning Framework for Traffic Prediction [paper](https://arxiv.org/pdf/1803.01254.pdf) - Spatiotemporal Multi-Graph Convolution Network for Ride-Hailing Demand Forecasting [paper](http://www-scf.usc.edu/~yaguang/papers/aaai19_multi_graph_convolution.pdf) #### 2018 - Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction [paper](https://www.aaai.org/ocs/index.php/AAAI/AAAI18/paper/viewFile/16069/15978) - DeepUrbanMomentum: An Online Deep-Learning System for Short-Term Urban Mobility Prediction [paper](https://aaai.org/ocs/index.php/AAAI/AAAI18/paper/view/16499/15759) ### IJCAI #### 2019 - GSTNet: Global Spatial-Temporal Network for Traffic Flow Prediction [paper](https://www.ijcai.org/proceedings/2019/317) #### 2018 - Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting [paper](https://www.ijcai.org/proceedings/2018/0505.pdf) [code-pytorch](https://github.com/FelixOpolka/STGCN-PyTorch) ## Weather Forecasting Papers ### arxiv ### SIGKDD #### 2019 - Deep Uncertainty Quantification: A Machine Learning Approach for Weather Forecasting [paper](https://arxiv.org/pdf/1805.03714.pdf) [code](https://github.com/BruceBinBoxing/Deep_Learning_Weather_Forecasting) ## Vedio Prediction ### 2020 - Disentangling Physical Dynamics from Unknown Factors for Unsupervised Video Prediction (CVPR2020 PhyDNet) [paper](https://arxiv.org/abs/2003.01460) [code](https://github.com/vincent-leguen/PhyDNet) ### 2019 - Memory In Memory: A Predictive Neural Network for Learning Higher-Order Non-Stationarity from Spatiotemporal Dynamics (CVPR2019 MIM) [paper](https://arxiv.org/abs/1811.07490) [code](https://github.com/Yunbo426/MIM) ### 2018 - Deep Learning for Physical Processes: Incorporating Prior Scientific Knowledge [paper](https://arxiv.org/abs/1711.07970) - PredRNN++: Towards A Resolution of the Deep-in-Time Dilemma in Spatiotemporal Predictive Learning (ICML2018) [paper](https://arxiv.org/abs/1804.06300) [code](https://github.com/Yunbo426/predrnn-pp) ### 2017 - PredRNN: Recurrent Neural Networks for Predictive Learning using Spatiotemporal LSTMs (NIPS2017) [paper](https://papers.nips.cc/paper/6689-predrnn-recurrent-neural-networks-for-predictive-learning-using-spatiotemporal-lstms.pdf) [code](https://github.com/thuml/predrnn-pytorch)