近年の時系列モデルの文献まとめ
2019
5.24 N-BEATS（MLPベース）
N-BEATS: Neural basis expansion analysis for interpretable time series forecasting by Boris N. Oreshkin, Dmitri Carpov, Nicolas Chapados, Yoshua Bengio
12.19 Temporal Fusion Transformers（Transfomerベース）
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting by Bryan Lim, Sercan O. Arik, Nicolas Loeff, Tomas Pfister
2020
12.14 Informer（Transfomerベース）
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, Wancai Zhang
2021
3.13 Spectral Temporal Graph Neural Network
Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting by Defu Cao, Yujing Wang, Juanyong Duan, Ce Zhang, Xia Zhu, Conguri Huang, Yunhai Tong, Bixiong Xu, Jing Bai, Jie Tong, Qi Zhang
6.24 Autoformer（Transfomerベース）
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting by Haixu Wu, Jiehui Xu, Jianmin Wang, Mingsheng Long
2022
1.30 FEDformer（Transfomerベース）
FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting by Tian Zhou, Ziqing Ma, Qingsong Wen, Xue Wang, Liang Sun, Rong Jin
1.30 N-HiTS（MLPベース）
N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting by Cristian Challu, Kin G. Olivares, Boris N. Oreshkin, Federico Garza, Max Mergenthaler-Canseco, Artur Dubrawski
5.26 D-Linear / N-Linear（MLPベース）
Are Transformers Effective for Time Series Forecasting? by Ailing Zeng, Muxi Chen, Lei Zhang, Qiang Xu
10.5 TimesNet（CNNベース）
TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis by Haixu Wu, Tengge Hu, Yong Liu, Hang Zhou, Jianmin Wang, Mingsheng Long
11.27 PatchTST（Transfomerベース）
A Time Series is Worth 64 Words: Long-term Forecasting with Transformers by Yuqi Nie, Nam H. Nguyen, Phanwadee Sinthong, Jayant Kalagnanam
2023
3.10 TSMixer
TSMixer: An All-MLP Architecture for Time Series Forecasting by Si-An Chen, Chun-Liang Li, Nate Yoder, Sercan O. Arik, Tomas Pfister
4.17 Time-series Dense Encoder (TiDE)
Long-term Forecasting with TiDE: Time-series Dense Encoder by Abhimanyu Das, Weihao Kong, Andrew Leach, Shaan Mathur, Rajat Sen, Rose Yu
10.5 TimeGPT-1（Transfomerベース）
TimeGPT-1 by Azul Garza, Max Mergenthaler-Canseco
10.12 Lag-Llama（Transfomerベース）
Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting by Kashif Rasul, Arjun Ashok, Andrew Robert Williams, Hena Ghonia, Rishika Bhagwatkar, Arian Khorasani, Mohammad Javad Darvishi Bayazi, George Adamopoulos, Roland Riachi, Nadhir Hassen, Marin Biloš, Sahil Garg, Anderson Schneider, Nicolas Chapados, Alexandre Drouin, Valentina Zantedeschi, Yuriy Nevmyvaka, Irina Rish