Time Series Forecasting With Deep Learning: A Survey

04/28/2020
by   Bryan Lim, et al.
167

Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and multi-horizon time series forecasting – describing how temporal information is incorporated into predictions by each model. Next, we highlight recent developments in hybrid deep learning models, which combine well-studied statistical models with neural network components to improve pure methods in either category. Lastly, we outline some ways in which deep learning can also facilitate decision support with time series data.

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