Time Series Forecasting and Deep Learning

List of research papers focus on time series forecasting and deep learning, as well as other resources like competitions, datasets, courses, blogs, code, etc.

Table of Contents

• Applications
• Papers
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
• Blogs
• Competitions
• Courses
• Libraries
• Datasets
• Books
• Repositories
• Tutorials

Applications

• TimeGPT

  • Nixtla’s TimeGPT is a generative pre-trained forecasting model for time series data.

Papers

2024

• Bidirectional Generative Pre-training for Improving Time Series Representation Learning

  • 11 Aug 2024, Ziyang Song, et al.

  • [Official Code - BiTimelyGPT]

• A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting

  • 22 Jul 2024, Pierre-Daniel Arsenault, et al.

• Deep Time Series Models: A Comprehensive Survey and Benchmark

  • 18 Jul 2024, Yuxuan Wang, et al.

  • [Official Code - Time-Series-Library]

• ViTime: A Visual Intelligence-Based Foundation Model for Time Series Forecasting

  • 10 Jul 2024, Luoxiao Yang, et al.

  • [Official Code - ViTime]

• S2IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting

  • 07 Jul 2024, Zijie Pan, et al.

  • [Official Code - S2IP-LLM]

• Fredformer: Frequency Debiased Transformer for Time Series Forecasting

  • 03 Jul 2024, Xihao Piao, et al.

  • [Official Code - Fredformer]

• Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling

  • 01 Jul 2024, Guoqi Yu, et al.

  • [Official Code - Leddam]

• SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series

  • 25 Jun 2024, Hugo Inzirillo, et al.

  • [Official Code - SigKAN]

• Are Language Models Actually Useful for Time Series Forecasting?

  • 22 Jun 2024, Mingtian Tan, et al.

  • [Official Code - TS_Models]

• DeciMamba: Exploring the Length Extrapolation Potential of Mamba

  • 20 Jun 2024, Assaf Ben-Kish, et al.

  • [Official Code - DeciMamba]

• Understanding Different Design Choices in Training Large Time Series Models

  • 20 Jun 2024, Yu-Neng Chuang, et al.

  • [Official Code - ltsm]

• Foundation Models for Time Series Analysis: A Tutorial and Survey

  • 18 Jun 2024, Yuxuan Liang, et al.

• ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction Horizons

  • 17 Jun 2024, Jiawen Zhang, et al.

  • [Official Code - ProbTS]

• SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion

  • 12 Jun 2024, Lu Han, et al.

  • [Official Code - SOFTS]

• A Survey on Diffusion Models for Time Series and Spatio-Temporal Data

  • 11 Jun 2024, Yiyuan Yang, et al.

  • [Official Code - Awesome-TimeSeries-SpatioTemporal-Diffusion-Model]

• Timer: Generative Pre-trained Transformers Are Large Time Series Models

  • 04 Jun 2024, Yong Liu, et al.

  • [Official Code - Large-Time-Series-Model]

• SAMformer: Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention

  • 03 Jun 2024, Romain Ilbert, et al.

  • [Official Code - samformer]

• SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters

  • 03 Jun 2024, Shengsheng Lin, et al.

  • [Official Code - SparseTSF]

• BayOTIDE: Bayesian Online Multivariate Time series Imputation with functional decomposition

  • 30 May 2024, Shikai Fang, et al.

  • [Official Code - BayOTIDE]

• Efficient and Effective Time-Series Forecasting with Spiking Neural Networks

  • 29 May 2024, Changze Lv, et al.

  • [Official Code - SeqSNN]

• ForecastGrapher: Redefining Multivariate Time Series Forecasting with Graph Neural Networks

  • 28 May 2024, Wanlin Cai, et al.

• MambaTS: Improved Selective State Space Models for Long-term Time Series Forecasting

  • 26 May 2024, Xiuding Cai, et al.

• CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning

  • 23 May 2024, Peiyuan Liu, et al.

  • [Official Code - CALF]

• TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting

  • 23 May 2024, Shiyu Wang, et al.

  • [Official Code - TimeMixer]

• GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing

  • 18 May 2024, Chengqing Yu, et al.

  • [Official Code - GinAR]

• Bi-Mamba+: Bidirectional Mamba for Time Series Forecasting

  • 17 May 2024, Aobo Liang, et al.

• DGCformer: Deep Graph Clustering Transformer for Multivariate Time Series Forecasting

  • 14 May 2024, Qinshuo Liu, et al.

• Kolmogorov-Arnold Networks (KANs) for Time Series Analysis

  • 14 May 2024, Cristian J. Vaca-Rubio, et al.

• TKAN: Temporal Kolmogorov-Arnold Networks

  • 12 May 2024, Remi Genet, et al.

  • [Official Code - TKAN]

• DTMamba : Dual Twin Mamba for Time Series Forecasting

  • 11 May 2024, Zexue Wu, et al.

• Time Evidence Fusion Network: Multi-source View in Long-Term Time Series Forecasting

  • 10 May 2024, Tianxiang Zhan, et al.

  • [Official Code - TEFN]

• A Survey of Time Series Foundation Models: Generalizing Time Series Representation with Large Language Model

  • 07 May 2024, Jiexia Ye, et al.

  • [Official Code - Awesome-TimeSeries-LLM-FM]

• TSLANet: Rethinking Transformers for Time Series Representation Learning

  • 06 May 2024, Emadeldeen Eldele, et al.

  • [Official Code - TSLANet]

• Integrating Mamba and Transformer for Long-Short Range Time Series Forecasting

  • 23 Apr 2024, Xiongxiao Xu, et al.

  • [Official Code - Mambaformer-in-Time-Series]

• Biased Temporal Convolution Graph Network for Time Series Forecasting with Missing Values

  • 21 Apr 2024, Xiaodan Chen, et al.

  • [Official Code - BiTGraph]

• A decoder-only foundation model for time-series forecasting

  • 17 Apr 2024, Abhimanyu Das, et al.

  • [Official Code - timesfm]

• Towards Transparent Time Series Forecasting

  • 15 Apr 2024, Krzysztof Kacprzyk, et al.

• Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series

  • 09 Apr 2024, Vijay Ekambaram, et al.

• ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting

  • 08 Apr 2024, Hengyu Ye, et al.

  • [Official Code - ATFNet]

• OneShotSTL: One-Shot Seasonal-Trend Decomposition For Online Time Series Anomaly Detection And Forecasting

  • 04 Apr 2023, Xiao He, et al.

  • [Official Code - OneShotSTL]

• Is Mamba Effective for Time Series Forecasting?

  • 02 Apr 2024, Zihan Wang, et al.

  • [Official Code - S-D-Mamba]

• TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting

  • 02 Apr 2024, Defu Cao, et al.

  • [Official Code - TEMPO]

• From Similarity to Superiority: Channel Clustering for Time Series Forecasting

  • 31 Mar 2024, Jialin Chen, et al.

• MambaMixer: Efficient Selective State Space Models with Dual Token and Channel Selection

  • 29 Mar 2024, Ali Behrouz, et al.

• TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

  • 29 Mar 2024, Xiangfei Qiu, et al.

  • [Official Code - TFB]

• An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting

  • 25 Mar 2024, Chufeng Li, et al.

  • [Official Code - ACEFormer]

• HDMixer: Hierarchical Dependency with Extendable Patch for Multivariate Time Series Forecasting

  • 24 Mar 2024, Qihe Huang, et al.

• Latent Diffusion Transformer for Probabilistic Time Series Forecasting

  • 24 Mar 2024, Shibo Feng, et al.

• StockMixer: A Simple Yet Strong MLP-Based Architecture for Stock Price Forecasting

  • 24 Mar 2024, Jinyong Fan, et al.

  • [Official Code - StockMixer]

• ModernTCN: A Modern Pure Convolution Structure for General Time Series Analysis

  • 22 Mar 2024, Donghao Luo, et al.

  • [Official Code - ModernTCN]

• SiMBA: Simplified Mamba-Based Architecture for Vision and Multivariate Time series

  • 22 Mar 2024, Badri N. Patro, et al.

  • [Official Code - simba]

• An Analysis of Linear Time Series Forecasting Models

  • 21 Mar 2024, William Toner, et