https://github.com/flaviagiammarino/nbeats-tensorflow
N-BEATS: Neural basis expansion analysis for interpretable time series forecasting
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Time Series Forecasting is the task of fitting a model to historical, time-stamped data in order to predict future values. Traditional approaches include moving average, exponential smoothing, and ARIMA, though models as various as RNNs, Transformers, or XGBoost can also be applied. The most popular benchmark is the ETTh1 dataset. Models are typically evaluated using the Mean Square Error (MSE) or Root Mean Square Error (RMSE).
<span style="color:grey; opacity: 0.6">( Image credit: ThaiBinh Nguyen )</span>
관련 논문과 평가 결과에 연결된 구현입니다. 출처에서 확인된 저자 구현에는 공식 코드 표시가 있습니다.
N-BEATS: Neural basis expansion analysis for interpretable time series forecasting
If You Like It, GAN It. Probabilistic Multivariate Times Series Forecast With GAN
Recurrent Neural Networks for Multivariate Time Series with Missing Values
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting
TSMixer: An All-MLP Architecture for Time Series Forecasting
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting
Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting
Improved Online Conformal Prediction via Strongly Adaptive Online Learning
Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks
TSMixer: An All-MLP Architecture for Time Series Forecasting
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks
Predictive Business Process Monitoring with LSTM Neural Networks
HoTPP Benchmark: Are We Good at the Long Horizon Events Forecasting?
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks
출처: Papers with Code · CC BY-SA 4.0. 아카이브 자료와 새로 수집한 논문은 별도로 관리합니다.