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DeepTime: Using Deep Time-Index Meta-Learning to Improve Non-Stationary Time-Series Forecasting

TL;DR: The performance of existing time-series forecasting methods can degrade due to non-stationarity, where the statistical distribution of time-series data changes over time. Our new DeepTime method overcomes non-stationarity issues by leveraging a “forecasting as meta-learning” framework on deep time-index models. DeepTime achieves competitive accuracy on the long-sequence time-series

13 Oct 2022 • Gerald Woo #DeepTime