awesome-time-series-papers

Cateloge

Time Series Forecasting

Time Series Anomaly Detection

Time Series Early Classification

Theory Resource

Code Resource

Time Series Forecasting

2024

Method Name	Code	Source
Retrieval-Augmented Diffusion Models for Time Series Forecasting	Code	NeurIPS 2024
Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective	None	NeurIPS 2024
Frequency Adaptive Normalization For Non-stationary Time Series Forecasting	Code	NeurIPS 2024
Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective	Code	NeurIPS 2024
AutoTimes: Autoregressive Time Series Forecasters via Large Language Models	Code	NeurIPS 2024
BackTime: Backdoor Attacks on Multivariate Time Series Forecasting	Code	NeurIPS 2024
Are Language Models Actually Useful for Time Series Forecasting?	Code	NeurIPS 2024
Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting	Code	NeurIPS 2024
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion	Code	NeurIPS 2024
CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns	Code	NeurIPS 2024
CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting	Code	NeurIPS 2024
Scaling Law for Time Series Forecasting	Code	NeurIPS 2024
From News to Forecast: Integrating Event Analysis in LLM-Based Time Series Forecasting with Reflection	Code	NeurIPS 2024
TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables	Code	NeurIPS 2024
Are Self-Attentions Effective for Time Series Forecasting?	Code	NeurIPS 2024
Time-Series Forecasting for Out-of-Distribution Generalization Using Invariant Learning	Code	ICML 2024
Learning Optimal Projection for Forecast Reconciliation of Hierarchical Time Series	None	ICML 2024
Irregular Multivariate Time Series Forecasting: A Transformable Patching Graph Neural Networks Approach	Code	ICML 2024
SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters	Code	ICML 2024
A decoder-only foundation model for time-series forecasting	Code	ICML 2024
SIN: Selective and Interpretable Normalization for Long-Term Time Series Forecasting	None	ICML 2024
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables	Code	ICML 2024
Unified Training of Universal Time Series Forecasting Transformers	Code	ICML 2024
Transformers with Loss Shaping Constraints for Long-Term Time Series Forecasting	None	ICML 2024
Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization	Code	ICML 2024
An Analysis of Linear Time Series Forecasting Models	Code	ICML 2024
SAMformer: Unlocking the Potential of Transformers in Time Series Forecasting with Sharpness-Aware Minimization and Channel-Wise Attention	Code	ICML 2024
Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting	Code	KDD 2024
STEMO: Early Spatio-temporal Forecasting with Multi-Objective Reinforcement Learning	Code	KDD 2024
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional Networks	None	KDD 2024
UniST: A Prompt-empowered Universal Model for Urban Spatio-temporal Prediction	Code	KDD 2024
UniTS: Building a Unified Time Series Model	Code	Arxiv
TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting	Code	ECAI 2024
Time Evidence Fusion Network: Multi-source View in Long-Term Time Series Forecasting	Code	Arxiv
E2Usd: Efficient-yet-effective Unsupervised State Detection for Multivariate Time Series	Code	WWW 2024
UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting	Code	WWW 2024
Dynamic Multi-Network Mining of Tensor Time Series	Code	WWW 2024
CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting	Code	ICLR 2024
Pathformer: Multi-scale Transformers with Adaptive Pathways for Time Series Forecasting	Code	ICLR 2024
GAFormer: Enhancing Timeseries Transformers Through Group-Aware Embeddings	None	ICLR 2024
Transformer-Modulated Diffusion Models for Probabilistic Multivariate Time Series Forecasting	None	ICLR 2024
iTransformer: Inverted Transformers Are Effective for Time Series Forecasting	Code	ICLR 2024
TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting	Code	ICLR 2024
Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting	None	AAAI 2024
Latent Diffusion Transformer for Probabilistic Time Series Forecasting	None	AAAI 2024

2023

Method Name	Code	Source
MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting	Code	ICLR 2023 Oral
Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting	Code	ICLR 2023
Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting	Code	ICLR 2023
SAITS: Self-Attention-based Imputation for Time Series	Code	Expert Systems with Applications
A Time Series is Worth 64 Words: Long-term Forecasting with Transformers	Code	ICLR 2023

2022

Method Name	Code	Source
Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting	Code	NeurIPS 2022
Generative Time Series Forecasting with Diffusion, Denoise and Disentanglement	Code	NeurIPS 2022
SCINet: Time Series Modeling and Forecasting with Sample Convolution and Interaction	Code	NeurIPS 2022
Learning Latent Seasonal-Trend Representations for Time Series Forecasting	Code	NeurIPS 2022
GT-GAN: General Purpose Time Series Synthesis with Generative Adversarial Networks	Code	NeurIPS 2022
FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting	Code	NeurIPS 2022

2021

Method Name	Code	Source
Probabilistic Transformer For Time Series Analysis	Code	NeurIPS 2021
Autoformer: Decomposition transformers with auto-correlation for long-term series forecasting	Code	NeurIPS 2021
Whittle Networks: A Deep Likelihood Model for Time Series	Code	ICML 2021
Z-GCNETs: Time Zigzags at Graph Convolutional Networks for Time Series Forecasting	Code	ICML 2021
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting	Code	AAAI 2021 Best Paper

2020

Method Name	Code	Source
Block Hankel Tensor ARIMA for Multiple Short Time Series Forecasting	Code	AAAI 2020
Adversarial Sparse Transformer for Time Series Forecasting	Code not yet available	NeurIPS 2020
Benchmarking Deep Learning Interpretability in Time Series Predictions	Code	NeurIPS 2020
Rethinking 1D-CNN for Time Series Classification: A Stronger Baseline	Code	Classification
Active Model Selection for Positive Unlabeled Time Series Classification	Code	Arxiv

Time Series Anomaly Detection

Method Name	Code	Source
Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series	Code	NeurIPS 2024
STONE: A Spatio-temporal OOD Learning Framework Kills Both Spatial and Temporal Shifts	None	KDD 2024
LARA: A Light and Anti-overfitting Retraining Approach for Unsupervised Time Series Anomaly Detection	None	WWW 2024
Breaking the Time-Frequency Granularity Discrepancy in Time-Series Anomaly Detection	Code	WWW 2024
Revisiting VAE for Unsupervised Time Series Anomaly Detection: A Frequency Perspective	Code	WWW 2024
MEMTO: Memory-guided Transformer for Multivariate Time Series Anomaly Detection	None	NeurIPS 2023
CAT: Beyond Efficient Transformer for Content-Aware Anomaly Detection in Event Sequences	Code	KDD 2022
DCT-GAN: Dilated Convolutional Transformer-based GAN for Time Series Anomaly Detection	None	TKDE 2022
Concept Drift Adaptation for Time Series Anomaly Detection via Transformer	None	Neural Processing Letters 2022
Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy	Code	ICLR 2022
TranAD: Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data	Code	VLDB 2022
Learning graph structures with transformer for multivariate time series anomaly detection in IoT	Code	IEEE Internet of Things Journal 2021
Spacecraft Anomaly Detection via Transformer Reconstruction Error	None	ICASSE 2019
Unsupervised Anomaly Detection in Multivariate Time Series through Transformer-based Variational Autoencoder	None	CCDC 2021
Variational Transformer-based anomaly detection approach for multivariate time series	None	Measurement 2022

Time Series Early Classification

Method Name	Code	Source
Second-order Confidence Network for Early Classification of Time Series	None	TIST 2023
CALIMERA: : A new early time series classification method	Code	IPM 2023
TEASER: Early and Accurate Time Series Classification	Code	DMKD 2020
An Effective Confidence-Based Early Classification of Time Series	Code	Access 2019

Theory Resource

Course Name	Link	Source
Time Series Analysis, MIT	MIT OCW	MIT
Time Series Forecasting, Udacity	Udacity	Udacity
Practical Time Series Analysis, Coursera	Coursera	Coursera
Time Series Forecasting using Python	Analytics Vidhya	Analytics Vidhya
Policy Analysis Using Interrupted Time Series, edX	edX	edX

Code Resource

Repository Name	Link	Description
PyPOTS: A Python Toolbox for Data Mining on Partially-Observed Time Series	GitHub	Python toolbox for time series
FOST from Microsoft	GitHub	Forecasting toolbox
PyTorch Forecasting	GitHub	Time series forecasting with PyTorch
A collection of time series prediction methods	GitHub	Collection of methods
Flow Forecast: A deep learning framework for time series forecasting	GitHub	Deep learning framework