A Survey of Deep Learning and Foundation Models for Time Series Forecasting
Deep Learning has been successfully applied to many application domains, yet its advantages have been slow to emerge for time series forecasting. For example, in the well-known Makridakis (M) Competitions, hybrids of traditional statistical or machine learning techniques have only recently become the top performers. With the recent architectural advances in deep learning being applied to time series forecasting (e.g., encoder-decoders with attention, transformers, and graph neural networks), deep learning has begun to show significant advantages. Still, in the area of pandemic prediction, there remain challenges for deep learning models: the time series is not long enough for effective training, unawareness of accumulated scientific knowledge, and interpretability of the model. To this end, the development of foundation models (large deep learning models with extensive pre-training) allows models to understand patterns and acquire knowledge that can be applied to new related problems before extensive training data becomes available. Furthermore, there is a vast amount of knowledge available that deep learning models can tap into, including Knowledge Graphs and Large Language Models fine-tuned with scientific domain knowledge. There is ongoing research examining how to utilize or inject such knowledge into deep learning models. In this survey, several state-of-the-art modeling techniques are reviewed, and suggestions for further work are provided.
Code (0)
등록된 구현이 없습니다.
Tasks
Deep LearningKnowledge GraphsTime SeriesTime Series ForecastingSimilar Papers 제목 키워드 기반
A Comprehensive Survey of Time Series Forecasting: Architectural Diversity and Open Challenges
Time series forecasting is a critical task that provides key information for decision-making across various fields. Recently, various fundamental deep learning architectures such as MLPs, CNNs, RNNs, and GNNs have been d…
DiversityMambaTime SeriesTime Series ForecastingFoundation Models for Time Series: A Survey
Transformer-based foundation models have emerged as a dominant paradigm in time series analysis, offering unprecedented capabilities in tasks such as forecasting, anomaly detection, classification, trend analysis and man…
Anomaly DetectionSurveyTime SeriesTime Series AnalysisA Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection
Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial t…
Anomaly DetectionImputationSurveyTime Series+2Diffusion Models for Time Series Forecasting: A Survey
Diffusion models, initially developed for image synthesis, demonstrate remarkable generative capabilities. Recently, their application has expanded to time series forecasting (TSF), yielding promising results. Existing s…
Time Series ForecastingTimeFound: A Foundation Model for Time Series Forecasting
We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patc…
DecoderTime SeriesTime Series Forecasting