awesome-time-series-forecasting

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Papers

Surveys

• Start Here!! A survey on concept drift adaptation | Paper from sci-hub.tw

Statistical methods

• Start Here!! Book | https://otexts.com/fpp2/intro.html

Recursive Nural Networks (RNN, LSTM)

• Robust Online Time Series Prediction with Recurrent Neural Networks | Paper from sci-hub.tw

Hybrid

• Hybrid Neural Networks for Learning the Trend in Time Series | Trenet Paper | Trenet slides

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Frameworks & Platforms

• Keras | Tensorflow interface | Neural Networks
• Statsmodels | For Auto-regressive models | ARMA | ARIMA
• Google CoLabs | Run you ipython notebook in Google Drive

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Toutorials

• How to Create an ARIMA Model for Time Series Forecasting in Python | statsmodels
• How to Get Started with Deep Learning for Time Series Forecasting (7-Day Mini-Course) | keras