Multivariate Time Series Forecasting

Papers

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 26–50 of 245 papers

Title	Date	Tasks	Status	Hype
FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective	Nov 10, 2023	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	2
TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting	Jun 14, 2023	Multivariate Time Series ForecastingRepresentation Learning	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
Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting	Feb 2, 2023	DecoderMultivariate 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
Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting	Aug 10, 2022	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
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
FlowDB a large scale precipitation, river, and flash flood dataset	Dec 21, 2020	Multivariate 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
DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks	Apr 13, 2017	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	2
FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series Forecasting	May 7, 2025	Computational EfficiencyMultivariate Time Series Forecasting	CodeCode Available	1
Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated Representations	May 1, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
TSRM: A Lightweight Temporal Feature Encoding Architecture for Time Series Forecasting and Imputation	Apr 26, 2025	ImputationMultivariate Time Series Forecasting	CodeCode Available	1
ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting	Feb 24, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
TimePFN: Effective Multivariate Time Series Forecasting with Synthetic Data	Feb 22, 2025	Bayesian InferenceFew-Shot Learning	CodeCode Available	1
A Comprehensive Survey of Deep Learning for Multivariate Time Series Forecasting: A Channel Strategy Perspective	Feb 15, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
AdaPTS: Adapting Univariate Foundation Models to Probabilistic Multivariate Time Series Forecasting	Feb 14, 2025	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	1
HDT: Hierarchical Discrete Transformer for Multivariate Time Series Forecasting	Feb 12, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
VarDrop: Enhancing Training Efficiency by Reducing Variate Redundancy in Periodic Time Series Forecasting	Jan 24, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
FreEformer: Frequency Enhanced Transformer for Multivariate Time Series Forecasting	Jan 23, 2025	DiversityMultivariate Time Series Forecasting	CodeCode Available	1
TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysis	Dec 17, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Disentangled Interpretable Representation for Efficient Long-term Time Series Forecasting	Nov 26, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
WaveRoRA: Wavelet Rotary Route Attention for Multivariate Time Series Forecasting	Oct 30, 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	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