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A Survey on Deep Learning Models for Time Series Analysis
PhD Qualifying Examination
Title: "A Survey on Deep Learning Models for Time Series Analysis"
by
Mr. Shuhan ZHONG
Abstract:
Time series analysis, a long-standing area of research, involves processing
sequential data points collected over time to extract meaningful information
for tasks such as forecasting, classification, imputation, and anomaly
detection. Unlike image or text data, time series data is characterized by its
complex temporal variations, posing unique challenges in identifying the
underlying patterns. Classical time series methods have been instrumental in
modeling these patterns but struggle with scalability and expressiveness in the
face of large multivariate time series datasets. To this end, much effort has
been made to apply deep learning methods for time series analysis, leading to a
surge in related publications, which makes it challenging to keep pace with the
developments in this field.
This survey aims to provide a comprehensive overview of deep learning models
for time series analysis across different tasks. Specifically, we review recent
publications in this area and provide a taxonomy that groups diverse and
relevant papers into categories by how they integrate classical time series
methods into deep learning models, and how they innovate existing deep
architectures. We present the underlying principles and discuss representative
works. Besides, we summarize the most widely-used benchmarking datasets and
protocols for different tasks with a quantitative evaluation of representative
models. We then highlight key challenges and promising future research
directions in this area.
Date: Wednesday, 20 November 2024
Time: 4:00pm - 6:00pm
Venue: Room 5501
Lifts 25/26
Committee Members: Prof. Gary Chan (Supervisor)
Prof. Qiong Luo (Chairperson)
Prof. Andrew Horner
Prof. Xiaofang Zhou