rhuang91 / tsfpaper

Reading list for research topics in Time Series Forecasting (TSF).

TSF Paper

Reading list for research topics in Time Series Forecasting (TSF).

Survey.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
15-11-23	Multi-step	ACOMP 2015	Comparison of Strategies for Multi-step-Ahead Prediction of Time Series Using Neural Network	None
20-09-27	DL	Arxiv 2020	Time Series Forecasting With Deep Learning: A Survey	None

Transformer.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
19-06-29	LogTrans	NIPS 2019	Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting	flowforecast
19-12-19	TFT	IJoF 2021	Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting	tft
20-06-05	AST	NIPS 2020	Adversarial Sparse Transformer for Time Series Forecasting	AST
20-12-14	Informer	AAAI 2021	Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting	Informer
21-06-24	Autoformer	NIPS 2021	Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting	Autoformer
21-10-05	Pyraformer	ICLR 2022	Pyraformer: Low-complexity Pyramidal Attention for Long-range Time Series Modeling and Forecasting	Pyraformer
22-01-14	Preformer	ICASSP 2023	Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series Forecasting	Preformer
22-01-30	FEDformer	ICML 2022	FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting	FEDformer
22-04-28	Triformer	IJCAI 2022	Triformer: Triangular, Variable-Specific Attentions for Long Sequence Multivariate Time Series Forecasting	Triformer
22-05-16	MANF	Arxiv 2022	Multi-scale Attention Flow for Probabilistic Time Series Forecasting	None
22-05-24	FreDo	Arxiv 2022	FreDo: Frequency Domain-based Long-Term Time Series Forecasting	None
22-05-27	TDformer	NIPSW 2022	First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting	TDformer
22-05-28	Non-stationary Transformer	NIPS 2022	Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting	Non-stationary Transformers
22-06-08	Scaleformer	ICLR 2023	Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting	Scaleformer
22-08-30	Persistence Initialization	Arxiv 2022	Persistence Initialization: A novel adaptation of the Transformer architecture for Time Series Forecasting	None
22-09-08	W-Transformers	Arxiv 2022	W-Transformers: A Wavelet-based Transformer Framework for Univariate Time Series Forecasting	w-transformer
22-09-22	Crossformer	ICLR 2023	Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting	Crossformer
22-09-22	PatchTST	ICLR 2023	A Time Series is Worth 64 Words: Long-term Forecasting with Transformers	PatchTST

RNN.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
17-03-21	LSTNet	SIGIR 2018	Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks	LSTNet
17-04-07	DA-RNN	IJCAI 2017	A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction	DARNN
17-04-13	DeepAR	IJoF 2019	DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks	DeepAR
18-09-06	MTNet	AAAI 2019	A Memory-Network Based Solution for Multivariate Time-Series Forecasting	MTNet
19-07-01	MH-RNN	KDD 2019	Multi-Horizon Time Series Forecasting with Temporal Attention Learning	None
22-05-16	C2FAR	NIPS 2022	C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting	C2FAR

MLP.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
17-05-25	ND	TNNLS 2017	Neural Decomposition of Time-Series Data for Effective Generalization	None
19-05-24	NBeats	ICLR 2020	N-BEATS: Neural Basis Expansion Analysis For Interpretable Time Series Forecasting	NBeats
21-04-12	NBeatsX	IJoF 2022	Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx	NBeatsX
22-01-30	N-HiTS	AAAI 2023	N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting	N-HiTS
22-05-15	DEPTS	ICLR 2022	DEPTS: Deep Expansion Learning for Periodic Time Series Forecasting	DEPTS
22-05-26	DLinear	AAAI 2023	Are Transformers Effective for Time Series Forecasting?	DLinear
22-06-24	TreeDRNet	Arxiv 2022	TreeDRNet: A Robust Deep Model for Long Term Time Series Forecasting	None
22-07-04	LightTS	Arxiv 2022	Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures	LightTS
23-02-09	MTS-Mixers	Arxiv 2023	MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing	None
23-03-10	TSMixer	Arxiv 2023	TSMixer: An all-MLP Architecture for Time Series Forecasting	None
23-04-17	TiDE	Arxiv 2023	Long-term Forecasting with TiDE: Time-series Dense Encoder	TiDE

TCN.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
19-05-09	DeepGLO	NIPS 2019	Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting	deepglo
21-06-17	SCINet	NIPS 2022	SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction	SCINet
22-09-22	MICN	ICLR 2023	MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting	MICN
22-09-22	TimesNet	ICLR 2023	TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis	TimesNet
23-02-23	LightCTS	SIGMOD 2023	LightCTS: A Lightweight Framework for Correlated Time Series Forecasting	LightCTS

SSM (State Space Model)

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
18-05-18	DSSM	NIPS 2018	Deep State Space Models for Time Series Forecasting	None
22-09-22	SpaceTime	ICLR 2023	Effectively Modeling Time Series with Simple Discrete State Spaces	SpaceTime
22-12-24	LS4	Arxiv 2022	Deep Latent State Space Models for Time-Series Generation	None

GNN (Spatio-Temporal Modeling).

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code

Generation Model.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
20-02-14	MAF	ICLR 2021	Multivariate Probabilitic Time Series Forecasting via Conditioned Normalizing Flows	MAF
21-01-18	TimeGrad	ICML 2021	Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting	TimeGrad
21-07-07	CSDI	NIPS 2021	CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation	CSDI
22-05-16	D3VAE	NIPS 2022	Generative Time Series Forecasting with Diffusion, Denoise, and Disentanglement	D3VAE
22-05-16	LaST	NIPS 2022	LaST: Learning Latent Seasonal-Trend Representations for Time Series Forecasting	LaST
22-12-28	Hier-Transformer-CNF	Arxiv 2022	End-to-End Modeling Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow based Reconciliation	None
23-03-13	HyVAE	Arxiv 2023	Hybrid Variational Autoencoder for Time Series Forecasting	None

Plug and Play (Model-Agnostic).

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
21-07-19	TAN	NIPS 2021	Topological Attention for Time Series Forecasting	TAN
21-09-29	RevIN	ICLR 2022	Reversible Instance Normalization for Accurate Time-Series Forecasting against Distribution Shift	RevIN
22-02-23	MQF2	AISTATS 2022	Multivariate Quantile Function Forecaster	None
22-05-18	FiLM	NIPS 2022	FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting	FiLM
23-02-18	FrAug	Arxiv 2023	FrAug: Frequency Domain Augmentation for Time Series Forecasting	FrAug
23-02-22	Dish-TS	AAAI 2023	Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting	Dish-TS
23-02-23	Adaptive Sampling	NIPSW 2022	Adaptive Sampling for Probabilistic Forecasting under Distribution Shift	None

Pretrain & Representation.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code
23-02-23	FPT	Arxiv 2023	Power Time Series Forecasting by Pretrained LM	FPT

Theory.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code

Other.

Date	Method	Conference	Paper Title and Paper Interpretation (In Chinese)	Code