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
Differentially Private Multivariate Time Series Forecasting of Aggregated Human Mobility With Deep Learning: Input or Gradient Perturbation?	May 1, 2022	Decision MakingDeep Learning	CodeCode Available
How Features Benefit: Parallel Series Embedding for Multivariate Time Series Forecasting with Transformer	Oct 31, 2022	Multivariate Time Series ForecastingTime Series	CodeCode Available
Temporal Pattern Attention for Multivariate Time Series Forecasting	Sep 12, 2018	Multivariate Time Series ForecastingTime Series	CodeCode Available
Balanced Graph Structure Learning for Multivariate Time Series Forecasting	Jan 24, 2022	Graph GenerationGraph Learning	CodeCode Available
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
Revealing the Power of Masked Autoencoders in Traffic Forecasting	Sep 26, 2023	DecoderMultivariate Time Series Forecasting	CodeCode Available
A Bayesian Monte Carlo approach for predicting the spread of infectious diseases	Apr 26, 2019	Bayesian InferenceDisease Prediction	CodeCode Available
STG2Seq: Spatial-temporal Graph to Sequence Model for Multi-step Passenger Demand Forecasting	May 24, 2019	Demand ForecastingGraph-to-Sequence	CodeCode Available
Functional Latent Dynamics for Irregularly Sampled Time Series Forecasting	May 6, 2024	AstronomyIrregular Time Series	CodeCode Available
BRITS: Bidirectional Recurrent Imputation for Time Series	May 27, 2018	General ClassificationImputation	CodeCode Available
Towards Better Forecasting by Fusing Near and Distant Future Visions	Dec 11, 2019	DecoderMultivariate Time Series Forecasting	CodeCode Available
SiamTST: A Novel Representation Learning Framework for Enhanced Multivariate Time Series Forecasting applied to Telco Networks	Jul 2, 2024	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available
Patient Subtyping via Time-Aware LSTM Networks	Aug 13, 2017	Multivariate Time Series Forecasting	CodeCode Available
PDETime: Rethinking Long-Term Multivariate Time Series Forecasting from the perspective of partial differential equations	Feb 25, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available
DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting	Nov 3, 2019	Multivariate Time Series ForecastingTime Series	CodeCode Available
GCformer: An Efficient Framework for Accurate and Scalable Long-Term Multivariate Time Series Forecasting	Jun 14, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available
EDformer: Embedded Decomposition Transformer for Interpretable Multivariate Time Series Predictions	Dec 16, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available
Indeterminate Probability Theory	Mar 21, 2023	ClassificationMultivariate Time Series Forecasting	CodeCode Available
Sparse Transformer with Local and Seasonal Adaptation for Multivariate Time Series Forecasting	Dec 11, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available
Traffic signal prediction on transportation networks using spatio-temporal correlations on graphs	Apr 27, 2021	Multivariate Time Series ForecastingPrediction	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