a reviewed paper list about correlated time series forecasting, mainly focus on deep learning based approaches

1. Correlated Time Series Forecasting using Multi-Task Deep Neural Networks, CIKM 2018. Evaluated with a private dataset from a sewage treatment center.
2. Graph Attention Recurrent Neural Networks for Correlated Time Series Forecasting, MileTS 2019. Evaluated with the MetrLA dataset.
3. Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks, SIGIR 2018, evaluated with four public datasets
4. Experimental Study of Multivariate Time Series Forecasting Models, CIKM 2019, evaluated with six public datasets
5. A Memory-Network Based Solution for Multivariate Time-Series Forecasting, 2018, evaluated with four public datasets