Unsupervised pre-training of a Deep LSTM-based Stacked Autoencoder for Multivariate time Series forecasting problems Alaa Sagheer

Short-Term Electric Load and Price Forecasting Using Enhanced Extreme Learning Machine Optimization in Smart Grids Aqdas Naz

训练数据集包含大约145k时间序列。从2015年7月1日至2016年12月31日，每个时间序列都代表着一篇不同的Wikipedia文章的大量每日视图。培训阶段的排行榜基于2017年1月1日至3月的流量2017年1月1日。 第二阶段将使用直到2017年9月1日的培训数据。竞赛的最终排名将基于数据集中每篇文章在2017年9月13日至2017年11月13日之间的每日观看次数预测。您将在9月12日之前提交这些日期的预测。 对于每个时间序列，都会为您提供文章名称以及该时间序列所代表的流量类型（所有，移动，台式机，蜘蛛网）。您可以使用此元数据和任何其他公共可用数据进行预测。不幸的是，该数据集的数据源无法区分零流量值和缺失值。缺少值可能意味着流量为零或当天没有可用数据。 为了减小提交文件的大小，已为每个页面和日期组合指定了较短的ID。页面名称和提交ID之间的映射在密钥文件中给出。 business-size_1x.png Web Traffic Time Series Forecasting_datasets.txt

DEEP_TIME_SERIES_FORECASTING_With_PYTHON An Intuitive Introduction to Deep Learning for Applied Time Series Modeling Dr. N.D Lewis

Forecasting is a common data science task that helps organizations with capacity planning, goal setting, and anomaly detection. Despite its importance, there are serious challenges associated with producing reliable and high quality forecasts - especially when there are a variety of time series and analysts with expertise in time series modeling are relatively rare. To address these challenges, we describe a practical approach to forecasting "at scale" that combines configurable models with analyst-in-the-loop performance analysis. We propose a modular regression model with interpretable parameters that can be intuitively adjusted by analysts with domain knowledge about the time series. We describe performance analyses to compare and evaluate forecasting procedures, and automatically flag forecasts for manual review and adjustment. Tools that help analysts to use their expertise most effectively enable reliable, practical forecasting of business time series.

统计预测与决策（第五版）上海财经大学出版社 徐国祥配套PPT

Forecasting is required in many situations. Deciding whether to build another power generation plant in the next five years requires forecasts of future demand. Scheduling staff in a call centre next week requires forecasts of call volumes. Stocking an inventory requires forecasts of stock requirements. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly. Examples use R with many data sets taken from the authors' own consulting experience.

Introduction to Time Series and Forecasting.pdf