Long sequence time-series forecasting with deep learning: A survey

计算机科学 现存分类群 领域(数学) 深度学习 数据挖掘 人工智能 序列(生物学) 钥匙(锁) 机器学习 数据科学 数学 计算机安全 遗传学 进化生物学 生物 纯数学
作者
Zonglei Chen,Minbo Ma,Tianrui Li,Hongjun Wang,Chongshou Li
出处
期刊:Information Fusion [Elsevier BV]
卷期号:97: 101819-101819 被引量:118
标识
DOI:10.1016/j.inffus.2023.101819
摘要

The development of deep learning technology has brought great improvements to the field of time series forecasting. Short sequence time-series forecasting no longer satisfies the current research community, and long-term future prediction is becoming the hotspot, which is noted as long sequence time-series forecasting (LSTF). The LSTF has been widely studied in the extant literature, but few reviews of its research development are reported. In this article, we provide a comprehensive survey of LSTF studies with deep learning technology. We propose rigorous definitions of LSTF and summarize the evolution in terms of a proposed taxonomy based on network structure. Next, we discuss three key problems and corresponding solutions from long dependency modeling, computation cost, and evaluation metrics. In particular, we propose a Kruskal–Wallis test based evaluation method for evaluation metrics problems. We further synthesize the applications, datasets, and open-source codes of LSTF. Moreover, we conduct extensive case studies comparing the proposed Kruskal–Wallis test based evaluation method with existing metrics and the results demonstrate the effectiveness. Finally, we propose potential research directions in this rapidly growing field. All resources and codes are assembled and organized under a unified framework that is available online at https://github.com/Masterleia/TSF_LSTF_Compare.
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