Visual Time Series Forecasting: An Image-driven Approach
- URL: http://arxiv.org/abs/2107.01273v1
- Date: Fri, 2 Jul 2021 20:59:48 GMT
- Title: Visual Time Series Forecasting: An Image-driven Approach
- Authors: Naftali Cohen, Srijan Sood, Zhen Zeng, Tucker Balch, Manuela Veloso
- Abstract summary: We capture input data as an image and train a model to produce the subsequent image.
This approach results in predicting distributions as opposed to pointwise values.
Our experiments show that our forecasting tool is effective for cyclic data but somewhat less for irregular data such as stock prices.
- Score: 15.98940788318796
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this work, we address time-series forecasting as a computer vision task.
We capture input data as an image and train a model to produce the subsequent
image. This approach results in predicting distributions as opposed to
pointwise values. To assess the robustness and quality of our approach, we
examine various datasets and multiple evaluation metrics. Our experiments show
that our forecasting tool is effective for cyclic data but somewhat less for
irregular data such as stock prices. Importantly, when using image-based
evaluation metrics, we find our method to outperform various baselines,
including ARIMA, and a numerical variation of our deep learning approach.
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