January 21, 2021

Paperlist of time series

收集了近年时序数据预测的一些论文,大多有认真研究过,欢迎交流

  • Auto-Encoding Variational Bayes (PDF)

ODE

  • Neural Ordinary Differential Equations (PDF) (Code)
  • Latent ODEs for Irregularly-Sampled Time Series (PDF) (Code)
  • BEYOND FINITE LAYER NEURAL NETWORKS: BRIDGING DEEP ARCHITECTURES AND NUMERICAL DIFFERENTIAL EQUATIONS (PDF)
  • Adaptive Checkpoint Adjoint Method for Gradient Estimation in Neural ODE (PDF)(Code)

RNN

  • A Recurrent Latent Variable Model for Sequential Data(VRNN) (PDF)(Code)
  • Sequential Neural Models with Stochastic Layers(SRNN) (PDF)(Code)
  • A Multi-Horizon Quantile Recurrent Forecaster(MQ-RNN) (PDF)(Code)
  • Deep Factors for Forecasting (PDF)(Code)
  • DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks(PDF)(Code)
  • Deep State Space Models for Time Series Forecasting(PDF)(note)

CNN

  • Unsupervised Scalable Representation Learning for Multivariate Time Series (PDF)(Code)
  • WaveNet: A generative model for raw audio(PDF)(note)

Attention

  • Temporal Pattern Attention for Multivariate Time Series Forecasting(PDF)(Code)
  • Multi-Time Attention Networks for Irregularly Sampled Time Series(PDF)(Code)
  • Continuous-Time Attention for Sequential Learning(PDF)(Code)
  • Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting(PDF)(notes)
  • Transformer XL(PDF)(notes)
  • Informer(PDF)(notes)

Flow

  • Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows(PDF)

ToRead

  • DA-RNN
  • Neural CDE
  • FFJORD: FREE-FORM CONTINUOUS DYNAMICS FOR SCALABLE REVERSIBLE GENERATIVE MODELS
  • Normalizing Flows: An Introduction and Review of Current Methods
  • Understanding and Improving Transformer From a Multi-Particle Dynamic System Point of View

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