Multivariate Time Series Forecasting

Papers

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 101–125 of 245 papers

Title	Date	Tasks	Status	Hype
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables	Mar 4, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Enhancing Multivariate Time Series Forecasting with Mutual Information-driven Cross-Variable and Temporal Modeling	Mar 1, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
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	0
Deep Coupling Network For Multivariate Time Series Forecasting	Feb 23, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
Structural Knowledge Informed Continual Multivariate Time Series Forecasting	Feb 20, 2024	Continual LearningGraph structure learning	—Unverified	0
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
Only the Curve Shape Matters: Training Foundation Models for Zero-Shot Multivariate Time Series Forecasting through Next Curve Shape Prediction	Feb 12, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
Attention as Robust Representation for Time Series Forecasting	Feb 8, 2024	Multivariate Time Series ForecastingTime Series	—Unverified	0
Sparse-VQ Transformer: An FFN-Free Framework with Vector Quantization for Enhanced Time Series Forecasting	Feb 8, 2024	Computational EfficiencyMultivariate Time Series Forecasting	—Unverified	0
Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators	Jan 31, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
Kernel-U-Net: Multivariate Time Series Forecasting using Custom Kernels	Jan 3, 2024	Computational EfficiencyDecoder	—Unverified	0
MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting	Dec 31, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	2
FCDNet: Frequency-Guided Complementary Dependency Modeling for Multivariate Time-Series Forecasting	Dec 27, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Spatiotemporal-Linear: Towards Universal Multivariate Time Series Forecasting	Dec 22, 2023	Multivariate Time Series ForecastingPrediction	—Unverified	0
Sparse Transformer with Local and Seasonal Adaptation for Multivariate Time Series Forecasting	Dec 11, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	0
CSformer: Combining Channel Independence and Mixing for Robust Multivariate Time Series Forecasting	Dec 11, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
Rethinking Urban Mobility Prediction: A Super-Multivariate Time Series Forecasting Approach	Dec 4, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting	Nov 21, 2023	Graph LearningMultivariate Time Series Forecasting	—Unverified	0
TimeSQL: Improving Multivariate Time Series Forecasting with Multi-Scale Patching and Smooth Quadratic Loss	Nov 19, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective	Nov 10, 2023	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	2
AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Data	Oct 31, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
Pyramidal Hidden Markov Model For Multivariate Time Series Forecasting	Oct 22, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting	Oct 15, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis	Oct 9, 2023	BenchmarkingMultivariate Time Series Forecasting	CodeCode Available	3
Embedded Temporal Feature Selection for Time Series Forecasting Using Deep Learning	Oct 1, 2023	Deep Learningfeature selection	CodeCode Available	0

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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