Time Series Dataset Survey for Forecasting with Deep Learning

Forecasting

article

Yannik Hahn¹  Tristan Langer¹  Richard Meyes¹  Tobias Meisen¹ 

[1]Institute for Technologies and Management of Digital Transformation

关键词: time series;    forecasting;    dataset;    deep learning;    survey;   

DOI  :  10.3390/forecast5010017

学科分类：陶瓷学

来源: mdpi

【 摘 要 】

Deep learning models have revolutionized research fields like computer vision and natural language processing by outperforming traditional models in multiple tasks. However, the field of time series analysis, especially time series forecasting, has not seen a similar revolution, despite forecasting being one of the most prominent tasks of predictive data analytics. One crucial problem for time series forecasting is the lack of large, domain-independent benchmark datasets and a competitive research environment, e.g., annual large-scale challenges, that would spur the development of new models, as was the case for CV and NLP. Furthermore, the focus of time series forecasting research is primarily domain-driven, resulting in many highly individual and domain-specific datasets. Consequently, the progress in the entire field is slowed down due to a lack of comparability across models trained on a single benchmark dataset and on a variety of different forecasting challenges. In this paper, we first explore this problem in more detail and derive the need for a comprehensive, domain-unspecific overview of the state-of-the-art of commonly used datasets for prediction tasks. In doing so, we provide an overview of these datasets and improve comparability in time series forecasting by introducing a method to find similar datasets which can be utilized to test a newly developed model. Ultimately, our survey paves the way towards developing a single widely used and accepted benchmark dataset for time series data, built on the various frequently used datasets surveyed in this paper.

【 授权许可】

CC BY