Multivariate Time Series Forecasting

Papers

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 1–50 of 245 papers

Title	Date	Tasks	Status	Hype
A Time Series is Worth 64 Words: Long-term Forecasting with Transformers	Nov 27, 2022	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	5
Robust Multivariate Time-Series Forecasting: Adversarial Attacks and Defense Mechanisms	Jul 19, 2022	Adversarial AttackMultivariate Time Series Forecasting	CodeCode Available	5
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods	Mar 29, 2024	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	5
DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting	Dec 14, 2024	Clusteringenergy management	CodeCode Available	5
Probabilistic Forecasting with Temporal Convolutional Neural Network	Jun 11, 2019	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	3
MixLinear: Extreme Low Resource Multivariate Time Series Forecasting with 0.1K Parameters	Oct 2, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	3
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion	Apr 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	3
MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series Forecasting	Oct 2, 2024	Multivariate Time Series ForecastingMultivariate Time Series Forecastingm	CodeCode Available	3
Neural Ordinary Differential Equations	Jun 19, 2018	Multivariate Time Series ForecastingMultivariate Time Series Imputation	CodeCode Available	3
This Time is Different: An Observability Perspective on Time Series Foundation Models	May 20, 2025	DecoderMultivariate Time Series Forecasting	CodeCode Available	3
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain	May 12, 2025	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	3
Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis	Oct 9, 2023	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	3
Temporal Query Network for Efficient Multivariate Time Series Forecasting	May 19, 2025	Correlated Time Series ForecastingMultivariate Time Series Forecasting	CodeCode Available	2
LibCity: An Open Library for Traffic Prediction	Nov 4, 2021	Multivariate Time Series ForecastingPrediction	CodeCode Available	2
Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting	Jan 28, 2021	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	2
End-to-End Modeling Hierarchical Time Series Using Autoregressive Transformer and Conditional Normalizing Flow based Reconciliation	Dec 28, 2022	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing	May 18, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
Pre-training Enhanced Spatial-temporal Graph Neural Network for Multivariate Time Series Forecasting	Jun 18, 2022	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	2
CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning	Mar 12, 2024	Knowledge DistillationMultivariate Time Series Forecasting	CodeCode Available	2
TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment	Jun 3, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective	Nov 10, 2023	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	2
TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting	Oct 6, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition	Dec 23, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
ZAPBench: A Benchmark for Whole-Brain Activity Prediction in Zebrafish	Mar 4, 2025	Activity PredictionMultivariate Time Series Forecasting	CodeCode Available	2
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks	Apr 13, 2017	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	2
xLSTM-Mixer: Multivariate Time Series Forecasting by Mixing via Scalar Memories	Oct 22, 2024	Multivariate Time Series ForecastingTemporal Sequences	CodeCode Available	2
Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling	Feb 20, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting	Aug 10, 2022	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
PRformer: Pyramidal Recurrent Transformer for Multivariate Time Series Forecasting	Aug 20, 2024	Multivariate Time Series ForecastingTemporal Sequences	CodeCode Available	2
FlowDB a large scale precipitation, river, and flash flood dataset	Dec 21, 2020	Multivariate Time Series Forecasting	CodeCode Available	2
Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting	Feb 2, 2023	DecoderMultivariate Time Series Forecasting	CodeCode Available	2
MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting	Dec 31, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing	Feb 9, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation	May 4, 2025	Knowledge DistillationMultivariate Time Series Forecasting	CodeCode Available	2
Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows	Feb 14, 2020	Decision MakingMultivariate Time Series Forecasting	CodeCode Available	2
Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators	Jan 31, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting	Jun 14, 2023	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	2
LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series Forecasters	Aug 16, 2023	ChatbotMultivariate Time Series Forecasting	CodeCode Available	1
LightCTS: A Lightweight Framework for Correlated Time Series Forecasting	Feb 23, 2023	Computational EfficiencyCorrelated Time Series Forecasting	CodeCode Available	1
Long-Range Transformers for Dynamic Spatiotemporal Forecasting	Sep 24, 2021	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series Forecasting	Jun 28, 2022	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	1
Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting	Jul 6, 2020	Graph GenerationGraph Neural Network	CodeCode Available	1
Long-term series forecasting with Query Selector -- efficient model of sparse attention	Jul 19, 2021	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
BACKTIME: Backdoor Attacks on Multivariate Time Series Forecasting	Oct 3, 2024	EpidemiologyMultivariate Time Series Forecasting	CodeCode Available	1
Latent ODEs for Irregularly-Sampled Time Series	Jul 8, 2019	Multivariate Time Series ForecastingMultivariate Time Series Imputation	CodeCode Available	1
Instance-wise Graph-based Framework for Multivariate Time Series Forecasting	Sep 14, 2021	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Interpretable Multivariate Time Series Forecasting with Temporal Attention Convolutional Neural Networks	Jan 1, 2021	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting	May 24, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting	Dec 14, 2020	DecoderMultivariate Time Series Forecasting	CodeCode Available	1
Interpretable Multivariate Time Series Forecasting Using Neural Fourier Transform	May 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1

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All datasets USHCN-Daily MuJoCo PhysioNet Challenge 2012 ETTh1 (192) Multivariate ETTh1 (96) Multivariate BPI challenge '12 ETTh1 (336) Multivariate Helpdesk MIMIC-III AEP Electricity ETTh1 (48) Multivariate

Benchmark Results

#	Model	Metric	Claimed	Verified	Status
1	NeuralODE-VAE	MSE	0.96	—	Unverified
2	NeuralODE-VAE-Mask	MSE	0.83	—	Unverified
3	Sequential VAE	MSE	0.83	—	Unverified
4	T-LSTM	MSE	0.59	—	Unverified
5	BRITS	MSE	0.53	—	Unverified
6	GRU-ODE-Bayes	MSE	0.43	—	Unverified
7	GraFITi	MSE	0.27	—	Unverified
8	FLD	MSE	0.26	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	RNN ∆t	MSE (10^-2, 50% missing)	30.57	—	Unverified
2	ODE-RNN	MSE (10^-2, 50% missing)	26.46	—	Unverified
3	RNN GRU-D	MSE (10^-2, 50% missing)	5.83	—	Unverified
4	RNN-VAE	MSE (10^-2, 50% missing)	1.78	—	Unverified
5	Latent ODE (RNN enc.)	MSE (10^-2, 50% missing)	1.38	—	Unverified
6	Latent ODE (ODE enc)	MSE (10^-2, 50% missing)	1.26	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Latent ODE (RNN enc.)	mse (10^-3)	3.16	—	Unverified
2	RNN-VAE	mse (10^-3)	3.06	—	Unverified
3	Latent ODE (ODE enc)	mse (10^-3)	2.23	—	Unverified
4	Latent ODE + Poisson	mse (10^-3)	2.21	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TSMixer	MAE	0.42	—	Unverified
2	PRformer	MAE	0.41	—	Unverified
3	MMFNet	MSE	0.4	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TSMixer	MAE	0.4	—	Unverified
2	PRformer	MAE	0.38	—	Unverified
3	MMFNet	MSE	0.36	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	QuerySelector	Accuracy	0.79	—	Unverified
2	LSTM	Accuracy	0.76	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TSMixer	MSE	0.42	—	Unverified
2	MMFNet	MSE	0.41	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	QuerySelector	Accuracy	0.74	—	Unverified
2	LSTM	Accuracy	0.71	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	T-LSTM	NegLL	1.02	—	Unverified
2	GRU-ODE-Bayes	NegLL	0.83	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	LSTM-SC	12 steps MAPE	2.58	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	GLinear	MSE	0.09	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	GLinear	MSE	0.31	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	MMFNet	MSE	0.38	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	UORO	Jitter	0.97	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	GLinear	MSE	0.32	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	GLinear	MSE	0.07	—	Unverified