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Deep learning for time series forecasting: a survey
Xiangjie Kong (Zhejiang University of Technology), Zhenghao Chen (Zhejiang University of Technology), Weiyao Liu (Zhejiang University of Technology), Kaili Ning (Zhejiang University of Technology), Lechao Zhang (Zhejiang University of Technology), Syauqie Muhammad Marier (Zhejiang University of Technology), Yichen Liu (Zhejiang University of Technology), Yuhao Chen (Zhejiang University of Technology), Feng Xia (RMIT University)
Résumé : Abstract Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic, meteorology, and economics, especially when high accuracy is required. With the continuous development of deep learning, numerous new models have emerged in the field of time series forecasting in recent years. However, existing surveys have not provided a unified summary of the wide range of model architectures in this field, nor have they given detailed summaries of works in feature extraction and datasets. To address this gap, in this review, we comprehensively study the previous works and summarize the general paradigms of Deep Time Series Forecasting (DTSF) in terms of model architectures. Besides, we take an innovative approach by focusing on the composition of time series and systematically explain important feature extraction methods. Additionally, we provide an overall compilation of datasets from various domains in existing works. Finally, we systematically emphasize the significant challenges faced and future research directions in this field.