xpcr/gluonts_models.csv at main · raphischer/xpcr · GitHub

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Model + Paper;Local/global;Data layout;Architecture/method;Implementation;Paper;URL
DeepAR;Global;Univariate;RNN;MXNet,?PyTorch;Salinas et al. 2020;https://doi.org/10.1016/j.ijforecast.2019.07.001
DeepState;Global;Univariate;RNN, state-space model;MXNet;Rangapuram et al. 2018;https://papers.nips.cc/paper/2018/hash/5cf68969fb67aa6082363a6d4e6468e2-Abstract.html
DeepFactor;Global;Univariate;RNN, state-space model, Gaussian process;MXNet;Wang et al. 2019;https://proceedings.mlr.press/v97/wang19k.html
Deep Renewal Processes;Global;Univariate;RNN;MXNet;T?rkmen et al. 2021;https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0259764
GPForecaster;Global;Univariate;MLP, Gaussian process;MXNet;;
MQ-CNN;Global;Univariate;CNN encoder, MLP decoder;MXNet;Wen et al. 2017;https://arxiv.org/abs/1711.11053
MQ-RNN;Global;Univariate;RNN encoder, MLP encoder;MXNet;Wen et al. 2017;https://arxiv.org/abs/1711.11053
N-BEATS;Global;Univariate;MLP, residual links;MXNet;Oreshkin et al. 2019;https://openreview.net/forum?id=r1ecqn4YwB
Rotbaum;Global;Univariate;XGBoost, Quantile Regression Forests, LightGBM, Level Set Forecaster;Numpy;Hasson et al. 2021;https://openreview.net/forum?id=VD3TMzyxKK
Temporal Fusion Transformer;Global;Univariate;LSTM, self attention;MXNet;Lim et al. 2021;https://doi.org/10.1016/j.ijforecast.2021.03.012
Transformer;Global;Univariate;MLP, multi-head attention;MXNet;Vaswani et al. 2017;https://papers.nips.cc/paper/2017/hash/3f5ee243547dee91fbd053c1c4a845aa-Abstract.html
WaveNet;Global;Univariate;Dilated convolution;MXNet;van den Oord et al. 2016;https://arxiv.org/abs/1609.03499
SimpleFeedForward;Global;Univariate;MLP;MXNet,?PyTorch;;
DeepVAR;Global;Multivariate;RNN;MXNet;Salinas et al. 2019;https://proceedings.neurips.cc/paper/2019/hash/0b105cf1504c4e241fcc6d519ea962fb-Abstract.html
GPVAR;Global;Multivariate;RNN, Gaussian process;MXNet;Salinas et al. 2019;https://proceedings.neurips.cc/paper/2019/hash/0b105cf1504c4e241fcc6d519ea962fb-Abstract.html
LSTNet;Global;Multivariate;LSTM;MXNet;Lai et al. 2018;https://doi.org/10.1145/3209978.3210006
DeepTPP;Global;Multivariate events;RNN, temporal point process;MXNet;Shchur et al. 2020;https://arxiv.org/pdf/1909.12127
DeepVARHierarchical;Global;Hierarchical;RNN;MXNet;Rangapuram et al. 2021;https://proceedings.mlr.press/v139/rangapuram21a.html
RForecast;Local;Univariate;ARIMA, ETS, Croston, TBATS;Wrapped R package;Hyndman et al. 2008;https://www.jstatsoft.org/article/view/v027i03
Prophet;Local;Univariate;-;Wrapped Python package;Taylor et al. 2017;https://doi.org/10.1080/00031305.2017.1380080
NaiveSeasonal;Local;Univariate;-;Numpy;Hyndman et al. 2018;https://otexts.com/fpp2/simple-methods.html#seasonal-na%C3%AFve-method
Naive2;Local;Univariate;-;Numpy;Makridakis et al. 1998;https://www.wiley.com/en-ie/Forecasting:+Methods+and+Applications,+3rd+Edition-p-9780471532330
NPTS;Local;Univariate;-;Numpy;;