Time Series Forecasting
Time Series Forecasting is the task of fitting a model to historical, time-stamped data in order to predict future values. Traditional approaches include moving average, exponential smoothing, and ARIMA, though models as various as RNNs, Transformers, or XGBoost can also be applied. The most popular benchmark is the ETTh1 dataset. Models are typically evaluated using the Mean Square Error (MSE) or Root Mean Square Error (RMSE).
( Image credit: ThaiBinh Nguyen )
Papers
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All datasetsETTh1 (336) MultivariateETTh1 (720) MultivariateETTh2 (336) MultivariateETTh2 (720) MultivariateETTh1 (192) MultivariateETTh2 (192) MultivariateETTh2 (96) MultivariateETTh1 (96) MultivariateWeather (192)ETTh1 (720) UnivariateWeather (96)Electricity (96)
Benchmark Results
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | Informer | MSE | 0.88 | — | Unverified |
| 2 | QuerySelector | MSE | 0.85 | — | Unverified |
| 3 | Transformer | MSE | 0.83 | — | Unverified |
| 4 | Aaren | MSE | 0.65 | — | Unverified |
| 5 | RPMixer | MSE | 0.52 | — | Unverified |
| 6 | ATFNet | MSE | 0.51 | — | Unverified |
| 7 | MOIRAILarge | MSE | 0.51 | — | Unverified |
| 8 | Autoformer | MSE | 0.51 | — | Unverified |
| 9 | SCINet | MSE | 0.5 | — | Unverified |
| 10 | S-Mamba | MSE | 0.49 | — | Unverified |
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | QuerySelector | MSE | 1.12 | — | Unverified |
| 2 | Transformer | MSE | 1.11 | — | Unverified |
| 3 | Informer | MSE | 0.94 | — | Unverified |
| 4 | GLinear | MSE | 0.59 | — | Unverified |
| 5 | SCINet | MSE | 0.54 | — | Unverified |
| 6 | MoLE-DLinear | MSE | 0.51 | — | Unverified |
| 7 | PRformer | MSE | 0.49 | — | Unverified |
| 8 | TEFN | MSE | 0.48 | — | Unverified |
| 9 | DLinear | MSE | 0.47 | — | Unverified |
| 10 | FiLM | MSE | 0.47 | — | Unverified |
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | Transformer | MSE | 2.66 | — | Unverified |
| 2 | QuerySelector | MSE | 2.32 | — | Unverified |
| 3 | Informer | MSE | 1.67 | — | Unverified |
| 4 | DLinear | MSE | 0.45 | — | Unverified |
| 5 | TEFN | MSE | 0.42 | — | Unverified |
| 6 | MoLE-DLinear | MSE | 0.42 | — | Unverified |
| 7 | FiLM | MSE | 0.38 | — | Unverified |
| 8 | MoLE-RLinear | MSE | 0.37 | — | Unverified |
| 9 | SCINet | MSE | 0.37 | — | Unverified |
| 10 | PRformer | MSE | 0.36 | — | Unverified |
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | Transformer | MSE | 3.18 | — | Unverified |
| 2 | QuerySelector | MSE | 3.07 | — | Unverified |
| 3 | Informer | MSE | 2.34 | — | Unverified |
| 4 | MoLE-DLinear | MSE | 0.61 | — | Unverified |
| 5 | DLinear | MSE | 0.61 | — | Unverified |
| 6 | SCINet | MSE | 0.48 | — | Unverified |
| 7 | FiLM | MSE | 0.44 | — | Unverified |
| 8 | TEFN | MSE | 0.43 | — | Unverified |
| 9 | TiDE | MSE | 0.42 | — | Unverified |
| 10 | MoLE-RLinear | MSE | 0.41 | — | Unverified |
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | MoLE-DLinear | MSE | 0.45 | — | Unverified |
| 2 | TEFN | MSE | 0.43 | — | Unverified |
| 3 | FiLM | MSE | 0.41 | — | Unverified |
| 4 | PatchTST/64 | MSE | 0.41 | — | Unverified |
| 5 | TiDE | MSE | 0.41 | — | Unverified |
| 6 | NLinear | MSE | 0.41 | — | Unverified |
| 7 | DiPE-Linear | MSE | 0.41 | — | Unverified |
| 8 | DLinear | MSE | 0.41 | — | Unverified |
| 9 | RLinear | MSE | 0.4 | — | Unverified |
| 10 | MoLE-RLinear | MSE | 0.4 | — | Unverified |
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | DLinear | MSE | 0.38 | — | Unverified |
| 2 | TEFN | MSE | 0.38 | — | Unverified |
| 3 | MoLE-DLinear | MSE | 0.36 | — | Unverified |
| 4 | FiLM | MSE | 0.36 | — | Unverified |
| 5 | NLinear | MSE | 0.34 | — | Unverified |
| 6 | PatchTST/64 | MSE | 0.34 | — | Unverified |
| 7 | MoLE-RLinear | MSE | 0.34 | — | Unverified |
| 8 | TiDE | MSE | 0.33 | — | Unverified |
| 9 | PRformer | MSE | 0.33 | — | Unverified |
| 10 | LTBoost (drop_last=false) | MSE | 0.33 | — | Unverified |
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | DLinear | MSE | 0.29 | — | Unverified |
| 2 | TEFN | MSE | 0.29 | — | Unverified |
| 3 | MoLE-DLinear | MSE | 0.29 | — | Unverified |
| 4 | FiLM | MSE | 0.28 | — | Unverified |
| 5 | NLinear | MSE | 0.28 | — | Unverified |
| 6 | TSMixer | MSE | 0.28 | — | Unverified |
| 7 | DiPE-Linear | MSE | 0.28 | — | Unverified |
| 8 | PatchTST/64 | MSE | 0.27 | — | Unverified |
| 9 | MoLE-RLinear | MSE | 0.27 | — | Unverified |
| 10 | TiDE | MSE | 0.27 | — | Unverified |
| # | Model | Metric | Claimed | Verified | Status |
|---|---|---|---|---|---|
| 1 | TEFN | MSE | 0.38 | — | Unverified |
| 2 | MoLE-DLinear | MSE | 0.38 | — | Unverified |
| 3 | TiDE | MSE | 0.38 | — | Unverified |
| 4 | MoLE-RLinear | MSE | 0.38 | — | Unverified |
| 5 | FiLM | MSE | 0.37 | — | Unverified |
| 6 | PatchTST/64 | MSE | 0.37 | — | Unverified |
| 7 | DiPE-Linear | MSE | 0.37 | — | Unverified |
| 8 | TSMixer | MSE | 0.37 | — | Unverified |
| 9 | RLinear | MSE | 0.37 | — | Unverified |
| 10 | TTM | MSE | 0.36 | — | Unverified |