Schlieper, P.* ; Dombrowski, M.* ; Nguyen, A.* ; Zanca, D.* ; Eskofier, B.M.
Data-centric benchmarking of neural network architectures for the univariate time series forecasting task.
Forecasting 6, 718-747 (2024)
Time series forecasting has witnessed a rapid proliferation of novel neural network approaches in recent times. However, performances in terms of benchmarking results are generally not consistent, and it is complicated to determine in which cases one approach fits better than another. Therefore, we propose adopting a data-centric perspective for benchmarking neural network architectures on time series forecasting by generating ad hoc synthetic datasets. In particular, we combine sinusoidal functions to synthesize univariate time series data for multi-input-multi-output prediction tasks. We compare the most popular architectures for time series, namely long short-term memory (LSTM) networks, convolutional neural networks (CNNs), and transformers, and directly connect their performance with different controlled data characteristics, such as the sequence length, noise and frequency, and delay length. Our findings suggest that transformers are the best architecture for dealing with different delay lengths. In contrast, for different noise and frequency levels and different sequence lengths, LSTM is the best-performing architecture by a significant amount. Based on our insights, we derive recommendations which allow machine learning (ML) practitioners to decide which architecture to apply, given the dataset’s characteristics.
Impact Factor
Scopus SNIP
Web of Science
Times Cited
Scopus
Cited By
Altmetric
Publikationstyp
Artikel: Journalartikel
Dokumenttyp
Wissenschaftlicher Artikel
Typ der Hochschulschrift
Herausgeber
Schlagwörter
Data Synthesis ; Deep Learning ; Model Selection ; Neural Networks ; Time Series ; Univariate Forecasting
Keywords plus
Sprache
englisch
Veröffentlichungsjahr
2024
Prepublished im Jahr
0
HGF-Berichtsjahr
2024
ISSN (print) / ISBN
2571-9394
e-ISSN
2571-9394
ISBN
Bandtitel
Konferenztitel
Konferzenzdatum
Konferenzort
Konferenzband
Quellenangaben
Band: 6,
Heft: 3,
Seiten: 718-747
Artikelnummer: ,
Supplement: ,
Reihe
Verlag
MDPI
Verlagsort
St Alban-anlage 66, Ch-4052 Basel, Switzerland
Tag d. mündl. Prüfung
0000-00-00
Betreuer
Gutachter
Prüfer
Topic
Hochschule
Hochschulort
Fakultät
Veröffentlichungsdatum
0000-00-00
Anmeldedatum
0000-00-00
Anmelder/Inhaber
weitere Inhaber
Anmeldeland
Priorität
Begutachtungsstatus
Peer reviewed
Institut(e)
Institute of AI for Health (AIH)
POF Topic(s)
30205 - Bioengineering and Digital Health
Forschungsfeld(er)
Enabling and Novel Technologies
PSP-Element(e)
G-540008-001
Förderungen
Copyright
Erfassungsdatum
2024-10-04