Time Series Dataset Survey for Forecasting with Deep Learning

Yannik Hahn (), Tristan Langer, Richard Meyes and Tobias Meisen
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Yannik Hahn: Institute for Technologies and Management of Digital Transformation (TMDT), Rainer-Gruenter-Straße 21, 42119 Wuppertal, Germany
Tristan Langer: Institute for Technologies and Management of Digital Transformation (TMDT), Rainer-Gruenter-Straße 21, 42119 Wuppertal, Germany
Richard Meyes: Institute for Technologies and Management of Digital Transformation (TMDT), Rainer-Gruenter-Straße 21, 42119 Wuppertal, Germany
Tobias Meisen: Institute for Technologies and Management of Digital Transformation (TMDT), Rainer-Gruenter-Straße 21, 42119 Wuppertal, Germany

Forecasting, 2023, vol. 5, issue 1, 1-21

Abstract: Deep learning models have revolutionized research fields like computer vision and natural language processing by outperforming traditional models in multiple tasks. However, the field of time series analysis, especially time series forecasting, has not seen a similar revolution, despite forecasting being one of the most prominent tasks of predictive data analytics. One crucial problem for time series forecasting is the lack of large, domain-independent benchmark datasets and a competitive research environment, e.g., annual large-scale challenges, that would spur the development of new models, as was the case for CV and NLP. Furthermore, the focus of time series forecasting research is primarily domain-driven, resulting in many highly individual and domain-specific datasets. Consequently, the progress in the entire field is slowed down due to a lack of comparability across models trained on a single benchmark dataset and on a variety of different forecasting challenges. In this paper, we first explore this problem in more detail and derive the need for a comprehensive, domain-unspecific overview of the state-of-the-art of commonly used datasets for prediction tasks. In doing so, we provide an overview of these datasets and improve comparability in time series forecasting by introducing a method to find similar datasets which can be utilized to test a newly developed model. Ultimately, our survey paves the way towards developing a single widely used and accepted benchmark dataset for time series data, built on the various frequently used datasets surveyed in this paper.

Keywords: time series; forecasting; dataset; deep learning; survey (search for similar items in EconPapers)
JEL-codes: A1 B4 C0 C1 C2 C3 C4 C5 C8 M0 Q2 Q3 Q4 (search for similar items in EconPapers)
Date: 2023
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