Neural forecasting: Introduction and literature overview [article]

Konstantinos Benidis, Syama Sundar Rangapuram, Valentin Flunkert, Bernie Wang, Danielle Maddix, Caner Turkmen, Jan Gasthaus, Michael Bohlke-Schneider, David Salinas, Lorenzo Stella, Laurent Callot, Tim Januschowski
2020 arXiv   pre-print
Neural network based forecasting methods have become ubiquitous in large-scale industrial forecasting applications over the last years. As the prevalence of neural network based solutions among the best entries in the recent M4 competition shows, the recent popularity of neural forecasting methods is not limited to industry and has also reached academia. This article aims at providing an introduction and an overview of some of the advances that have permitted the resurgence of neural networks
more » ... machine learning. Building on these foundations, the article then gives an overview of the recent literature on neural networks for forecasting and applications.
arXiv:2004.10240v1 fatcat:i3nbsw5sojckdee5d4magpwsl4