SOTAVerified

Multivariate Time Series Forecasting

Papers

Showing 1–25 of 245 papers

TitleStatusHype
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting MethodsCode5
A Time Series is Worth 64 Words: Long-term Forecasting with TransformersCode5
DUET: Dual Clustering Enhanced Multivariate Time Series ForecastingCode5
Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense MechanismsCode5
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed DomainCode3
Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity AnalysisCode3
Neural Ordinary Differential EquationsCode3
This Time is Different: An Observability Perspective on Time Series Foundation ModelsCode3
MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series ForecastingCode3
MixLinear: Extreme Low Resource Multivariate Time Series Forecasting with 0.1K ParametersCode3
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core FusionCode3
Probabilistic Forecasting with Temporal Convolutional Neural NetworkCode3
End-to-End Modeling Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow based ReconciliationCode2
Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading IndicatorsCode2
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent NetworksCode2
Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series ForecastingCode2
PRformer: Pyramidal Recurrent Transformer for Multivariate Time Series ForecastingCode2
Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations ModelingCode2
Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing FlowsCode2
MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series ForecastingCode2
Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series ForecastingCode2
MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel MixingCode2
GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable MissingCode2
Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series ForecastingCode2
LibCity: An Open Library for Traffic PredictionCode2
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1NeuralODE-VAEMSE0.96—Unverified
2Sequential VAEMSE0.83—Unverified
3NeuralODE-VAE-MaskMSE0.83—Unverified
4T-LSTMMSE0.59—Unverified
5BRITSMSE0.53—Unverified
6GRU-ODE-BayesMSE0.43—Unverified
7GraFITiMSE0.27—Unverified
8FLDMSE0.26—Unverified
#ModelMetricClaimedVerifiedStatus
1RNN ∆tMSE (10^-2, 50% missing)30.57—Unverified
2ODE-RNNMSE (10^-2, 50% missing)26.46—Unverified
3RNN GRU-DMSE (10^-2, 50% missing)5.83—Unverified
4RNN-VAEMSE (10^-2, 50% missing)1.78—Unverified
5Latent ODE (RNN enc.)MSE (10^-2, 50% missing)1.38—Unverified
6Latent ODE (ODE enc)MSE (10^-2, 50% missing)1.26—Unverified
#ModelMetricClaimedVerifiedStatus
1Latent ODE (RNN enc.)mse (10^-3)3.16—Unverified
2RNN-VAEmse (10^-3)3.06—Unverified
3Latent ODE (ODE enc)mse (10^-3)2.23—Unverified
4Latent ODE + Poissonmse (10^-3)2.21—Unverified
#ModelMetricClaimedVerifiedStatus
1TSMixerMAE0.42—Unverified
2PRformerMAE0.41—Unverified
3MMFNetMSE0.4—Unverified
#ModelMetricClaimedVerifiedStatus
1TSMixerMAE0.4—Unverified
2PRformerMAE0.38—Unverified
3MMFNetMSE0.36—Unverified
#ModelMetricClaimedVerifiedStatus
1QuerySelectorAccuracy0.79—Unverified
2LSTMAccuracy0.76—Unverified
#ModelMetricClaimedVerifiedStatus
1TSMixerMSE0.42—Unverified
2MMFNetMSE0.41—Unverified
#ModelMetricClaimedVerifiedStatus
1QuerySelectorAccuracy0.74—Unverified
2LSTMAccuracy0.71—Unverified
#ModelMetricClaimedVerifiedStatus
1T-LSTMNegLL1.02—Unverified
2GRU-ODE-BayesNegLL0.83—Unverified
#ModelMetricClaimedVerifiedStatus
1LSTM-SC12 steps MAPE2.58—Unverified
#ModelMetricClaimedVerifiedStatus
1GLinearMSE 0.09—Unverified
#ModelMetricClaimedVerifiedStatus
1GLinearMSE 0.31—Unverified
#ModelMetricClaimedVerifiedStatus
1MMFNetMSE0.38—Unverified
#ModelMetricClaimedVerifiedStatus
1UOROJitter0.97—Unverified
#ModelMetricClaimedVerifiedStatus
1GLinearMSE 0.32—Unverified
#ModelMetricClaimedVerifiedStatus
1GLinearMSE0.07—Unverified