オムライスの備忘録

数学・統計学・機械学習・プログラミングに関することを記す

【時系列解析】アルゴリズム #まとめ編 #02

Index

深層学習を用いた時系列解析

深層学習を用いた時系列解析のアルゴリズムをまとめる.

DNN

Graph TNC / 2022

Delay-SDE-net / 2023

  • Delay-SDE-net: A deep learning approach for time series modelling with memory and uncertainty estimates

CNN

SCINet / 2021

RNN

LSTM

Temporal Regularized Matrix Factorization / TRMF / 2016

  • Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction

Long Short-term Time-series Network / LSTNet / 2017

  • Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks

DeepAR / 2017

  • DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks

  • Amazon Forecast】DeepARの論文が気になったのでざっくり読んでみた

Deep State Space Model / DeepState / 2018

  • Deep State Space Models for Time Series Forecasting

Deep Air Quality Forecasting Framework / DAQFF / 2018

Temporal Fusion Transformer / TFT / 2019

  • Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting

Attention

TabNet / 2019

TiDE / 2023

工夫・テクニック

GAN

GAN を用いた時系列解析手法.

Diffusion Model

対照学習

Time-Frequency Consistency / TF-C / 2022

  • Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency

  • 時系列での事前学習を自己教師対照学習で初めて現実化した時間-周波数整合性(TF-C)

参考