Multivariate Time Series Forecasting

Papers

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 126–150 of 245 papers

Title	Date	Tasks	Status	Hype
Revealing the Power of Masked Autoencoders in Traffic Forecasting	Sep 26, 2023	DecoderMultivariate Time Series Forecasting	CodeCode Available	0
MemDA: Forecasting Urban Time Series with Memory-based Drift Adaptation	Sep 25, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Multi-scale Transformer Pyramid Networks for Multivariate Time Series Forecasting	Aug 23, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
LLM4TS: Aligning Pre-Trained LLMs as Data-Efficient Time-Series Forecasters	Aug 16, 2023	ChatbotMultivariate Time Series Forecasting	CodeCode Available	1
Multi-horizon short-term load forecasting using hybrid of LSTM and modified split convolution	Aug 15, 2023	Data AblationLoad Forecasting	CodeCode Available	1
PETformer: Long-term Time Series Forecasting via Placeholder-enhanced Transformer	Aug 9, 2023	Computational EfficiencyMultivariate Time Series Forecasting	CodeCode Available	1
SageFormer: Series-Aware Framework for Long-term Multivariate Time Series Forecasting	Jul 4, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Improving the Transferability of Time Series Forecasting with Decomposition Adaptation	Jun 30, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
Learning Dynamic Graphs from All Contextual Information for Accurate Point-of-Interest Visit Forecasting	Jun 28, 2023	AllDecision Making	CodeCode Available	0
PrimeNet: Pre-Training for Irregular Multivariate Time Series	Jun 26, 2023	Contrastive LearningIrregular Time Series	CodeCode Available	1
TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting	Jun 14, 2023	Multivariate Time Series ForecastingRepresentation Learning	CodeCode Available	2
GCformer: An Efficient Framework for Accurate and Scalable Long-Term Multivariate Time Series Forecasting	Jun 14, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	0
Cross-LKTCN: Modern Convolution Utilizing Cross-Variable Dependency for Multivariate Time Series Forecasting Dependency for Multivariate Time Series Forecasting	Jun 4, 2023	Multivariate Time Series ForecastingTime Series	—Unverified	0
A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting	May 24, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Forecasting Irregularly Sampled Time Series using Graphs	May 22, 2023	AstronomyMissing Values	CodeCode Available	1
Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting	May 22, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting	Apr 11, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Indeterminate Probability Theory	Mar 21, 2023	ClassificationMultivariate Time Series Forecasting	CodeCode Available	0
LightCTS: A Lightweight Framework for Correlated Time Series Forecasting	Feb 23, 2023	Computational EfficiencyCorrelated Time Series Forecasting	CodeCode Available	1
SLOTH: Structured Learning and Task-based Optimization for Time Series Forecasting on Hierarchies	Feb 11, 2023	Decision MakingMultivariate Time Series Forecasting	—Unverified	0
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
Learning Informative Representation for Fairness-aware Multivariate Time-series Forecasting: A Group-based Perspective	Jan 27, 2023	FairnessMultivariate Time Series Forecasting	CodeCode Available	0
StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series	Jan 23, 2023	Emotion ClassificationMultivariate Time Series Forecasting	CodeCode Available	1
Ti-MAE: Self-Supervised Masked Time Series Autoencoders	Jan 21, 2023	Contrastive LearningMultivariate Time Series Forecasting	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	NeuralODE-VAE-Mask	MSE	0.83	—	Unverified
3	Sequential VAE	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