Learning deep time-index models for time series forecasting

• Main Authors: WOO, Jiale Gerald, LIU, Chenghao, SAHOO, Doyen, KUMAR, Akshat, HOI, Steven
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2023
• Subjects: time-series; forecasting; deep learning; implicit neural representation; meta-learning; time-index; non-stationary; Artificial Intelligence and Robotics; Operations Research, Systems Engineering and Industrial Engineering
• Online Access: https://ink.library.smu.edu.sg/sis_research/8605; https://ink.library.smu.edu.sg/context/sis_research/article/9608/viewcontent/woo23b.pdf
• Institution: Singapore Management University

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historicalvalue models. Yet, despite the attractive properties of time-index models, such as being able to model the continuous nature of underlying time series dynamics,...