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Foundations of Sequence-to-Sequence Modeling for Time Series

arXiv 1805.03714 ↗First posted 9 May 2018cs.LG cs.AI stat.MLcited by 15

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Abstract (arXiv)

The availability of large amounts of time series data, paired with the performance of deep-learning algorithms on a broad class of problems, has recently led to significant interest in the use of sequence-to-sequence models for time series forecasting. We provide the first theoretical analysis of this time series forecasting framework. We include a comparison of sequence-to-sequence modeling to classical time series models, and as such our theory can serve as a quantitative guide for practitioners choosing between different modeling methodologies.

Key facts. Cited by 15 papers in the map (data through 14 Oct 2026). First posted on arXiv 9 May 2018.

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2021: 6; 2022: 2; 2023: 3; 2024: 3; 2025: 0; 2026: 1.

15 papers.

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  1. 2021Monash Time Series Forecasting Archivecited by 267
  2. 2021Physics-Guided Deep Learning for Dynamical Systems: A Surveycited by 44
  3. 2021Learning Quantile Functions without Quantile Crossing for Distribution-free Time Series Forecastingcited by 32
  4. 2022Unsupervised Flow-Aligned Sequence-to-Sequence Learning for Video Restorationcited by 11
  5. 2021Deep Time Series Forecasting with Shape and Temporal Criteriacited by 10
  6. 2023Causal Explanations for Sequential Decision-Making in Multi-Agent Systemscited by 10
  7. 2021Parameter Efficient Deep Probabilistic Forecastingcited by 8
  8. 2022Predicting Hate Intensity of Twitter Conversation Threadscited by 7
  9. 2021Synergetic Learning of Heterogeneous Temporal Sequences for Multi-Horizon Probabilistic Forecastingcited by 3
  10. 2024Semiparametric inference for impulse response functions using double/debiased machine learningcited by 2
  11. 2023Bayesian inference and neural estimation of acoustic wave propagationcited by 1
  12. 2024Improved Long Short-Term Memory-based Wastewater Treatment Simulators for Deep Reinforcement Learningcited by 1
3 more
  1. 2024SPformer: A Transformer Based DRL Decision Making Method for Connected Automated Vehiclescited by 1
  2. 2023Hierarchical Bayesian Regression for Multi-Location Sales Transaction Forecastingcited by 0
  3. 2026Interpretability in Deep Time Series Models Demands Semantic Alignmentcited by 0