Multivariate Time Series Forecasting

Papers

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 76–100 of 245 papers

Title	Date	Tasks	Status	Hype
Revisiting Attention for Multivariate Time Series Forecasting	Jul 18, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift	Jul 18, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
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	0
SAGDFN: A Scalable Adaptive Graph Diffusion Forecasting Network for Multivariate Time Series Forecasting	Jun 18, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting	Jun 14, 2024	Hyperparameter OptimizationMulti-Task Learning	—Unverified	0
CMamba: Channel Correlation Enhanced State Space Models for Multivariate Time Series Forecasting	Jun 8, 2024	AttributeMamba	CodeCode Available	1
UniTST: Effectively Modeling Inter-Series and Intra-Series Dependencies for Multivariate Time Series Forecasting	Jun 7, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting	Jun 6, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
TimeCMA: Towards LLM-Empowered Multivariate Time Series Forecasting via Cross-Modality Alignment	Jun 3, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
ForecastGrapher: Redefining Multivariate Time Series Forecasting with Graph Neural Networks	May 28, 2024	Multivariate Time Series ForecastingNode Regression	—Unverified	0
MultiCast: Zero-Shot Multivariate Time Series Forecasting Using LLMs	May 23, 2024	Multivariate Time Series ForecastingQuantization	—Unverified	0
Interpretable Multivariate Time Series Forecasting Using Neural Fourier Transform	May 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Bond Graphs for multi-physics informed Neural Networks for multi-variate time series	May 22, 2024	Graph Neural NetworkInductive Bias	—Unverified	0
Unlocking the Power of Patch: Patch-Based MLP for Long-Term Time Series Forecasting	May 22, 2024	AttributeMultivariate Time Series Forecasting	—Unverified	0
NFCL: Simply interpretable neural networks for a short-term multivariate forecasting	May 22, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
VCformer: Variable Correlation Transformer with Inherent Lagged Correlation for Multivariate Time Series Forecasting	May 19, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
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
DGCformer: Deep Graph Clustering Transformer for Multivariate Time Series Forecasting	May 14, 2024	ClusteringCollaborative Filtering	—Unverified	0
Functional Latent Dynamics for Irregularly Sampled Time Series Forecasting	May 6, 2024	AstronomyIrregular Time Series	CodeCode Available	0
CVTN: Cross Variable and Temporal Integration for Time Series Forecasting	Apr 29, 2024	Multivariate Time Series ForecastingPrediction	—Unverified	0
SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion	Apr 22, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	3
Some variation of COBRA in sequential learning setup	Apr 7, 2024	Bayesian OptimisationLoad Forecasting	—Unverified	0
TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods	Mar 29, 2024	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	5
MCformer: Multivariate Time Series Forecasting with Mixed-Channels Transformer	Mar 14, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning	Mar 12, 2024	Knowledge DistillationMultivariate Time Series Forecasting	CodeCode Available	2

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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