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.
深層学習 #まとめ編
時系列解析 #まとめ編
DNN
Graph TNC / 2022
Delay-SDE-net / 2023
- Delay-SDE-net: A deep learning approach for time series modelling with memory and uncertainty estimates
- [2023]
- arxiv.org
CNN
SCINet / 2021
SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction
- [2021]
- arxiv.org
トランスフォーマーを超える予測性能SCINet
RNN
- RNN #まとめ編
LSTM
Temporal Regularized Matrix Factorization / TRMF / 2016
- Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction
- [2016]
- papers.nips.cc
Long Short-term Time-series Network / LSTNet / 2017
- Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks
- [2017]
- arxiv.org
DeepAR / 2017
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks
- [2017]
- arxiv.org
【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
- [2018]
- papers.nips.cc
Deep Air Quality Forecasting Framework / DAQFF / 2018
- Deep Air Quality Forecasting Using Hybrid Deep Learning Framework
- [2018]
- arxiv.org
Temporal Fusion Transformer / TFT / 2019
- Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting
- [2019]
- arxiv.org
Attention
- Attention
- 時系列解析 #まとめ編
- yhayato1320.hatenablog.com
TabNet / 2019
- TabNet
TiDE / 2023
- Long-term Forecasting with TiDE: Time-series Dense Encoder
- [2023]
- arxiv.org
- ai.googleblog.com
工夫・テクニック
GAN
GAN を用いた時系列解析手法.
- GAN
- 時系列解析 #まとめ編
- yhayato1320.hatenablog.com
Diffusion Model
- Diffusion Model
対照学習
Time-Frequency Consistency / TF-C / 2022
Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency
- [2022]
- arxiv.org
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
- Time Series Forecasting With Deep Learning: A Survey
- [2020]
- 2 Deep Learning Architectures for Time Series Forecasting
- arxiv.org