Multivariate Time Series Forecasting

Papers

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 226–245 of 245 papers

Title	Date	Tasks	Status
MTHetGNN: A Heterogeneous Graph Embedding Framework for Multivariate Time Series Forecasting	Aug 19, 2020	Decision MakingGraph Embedding	—Unverified
Parallel Extraction of Long-term Trends and Short-term Fluctuation Framework for Multivariate Time Series Forecasting	Aug 18, 2020	Decision MakingMulti-Task Learning	—Unverified
Attention Mechanism for Multivariate Time Series Recurrent Model Interpretability Applied to the Ironmaking Industry	Jul 15, 2020	Deep LearningMultivariate Time Series Forecasting	—Unverified
PECAIQR: A Model for Infectious Disease Applied to the Covid-19 Epidemic	Jun 17, 2020	Multivariate Time Series ForecastingNumerical Integration	—Unverified
If You Like It, GAN It. Probabilistic Multivariate Times Series Forecast With GAN	May 3, 2020	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available
Towards Better Forecasting by Fusing Near and Distant Future Visions	Dec 11, 2019	DecoderMultivariate Time Series Forecasting	CodeCode Available
Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values	Nov 22, 2019	Missing ValuesMultivariate Time Series Forecasting	—Unverified
DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting	Nov 3, 2019	Multivariate Time Series ForecastingTime Series	CodeCode Available
Probabilistic sequential matrix factorization	Oct 9, 2019	ImputationMultivariate Time Series Forecasting	CodeCode Available
STG2Seq: Spatial-temporal Graph to Sequence Model for Multi-step Passenger Demand Forecasting	May 24, 2019	Demand ForecastingGraph-to-Sequence	CodeCode Available
A Bayesian Monte Carlo approach for predicting the spread of infectious diseases	Apr 26, 2019	Bayesian InferenceDisease Prediction	CodeCode Available
Temporal Pattern Attention for Multivariate Time Series Forecasting	Sep 12, 2018	Multivariate Time Series ForecastingTime Series	CodeCode Available
A Memory-Network Based Solution for Multivariate Time-Series Forecasting	Sep 6, 2018	Multivariate Time Series ForecastingQuestion Answering	CodeCode Available
Deep Learning for Epidemiological Predictions	Jul 21, 2018	Deep LearningEpidemiology	—Unverified
BRITS: Bidirectional Recurrent Imputation for Time Series	May 27, 2018	General ClassificationImputation	CodeCode Available
R2N2: Residual Recurrent Neural Networks for Multivariate Time Series Forecasting	Sep 10, 2017	Multivariate Time Series ForecastingTime Series	—Unverified
Patient Subtyping via Time-Aware LSTM Networks	Aug 13, 2017	Multivariate Time Series Forecasting	CodeCode Available
Predictive Business Process Monitoring with LSTM Neural Networks	Dec 7, 2016	Multivariate Time Series ForecastingPredictive Process Monitoring	CodeCode Available
Structured Inference Networks for Nonlinear State Space Models	Sep 30, 2016	Multivariate Time Series ForecastingState Space Models	CodeCode Available
MIMIC-III, a freely accessible critical care database	May 24, 2016	Blood pressure estimationData Integration	CodeCode Available

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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	Sequential VAE	MSE	0.83	—	Unverified
3	NeuralODE-VAE-Mask	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