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

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 251–275 of 1609 papers

Title	Date	Tasks	Status	Hype
Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective	Feb 18, 2024	Time SeriesTime Series Forecasting	CodeCode Available	1
Time Series Forecasting with LLMs: Understanding and Enhancing Model Capabilities	Feb 16, 2024	Time SeriesTime Series Forecasting	CodeCode Available	1
Bellman Conformal Inference: Calibrating Prediction Intervals For Time Series	Feb 7, 2024	Prediction IntervalsTime Series	CodeCode Available	1
RobustTSF: Towards Theory and Design of Robust Time Series Forecasting with Anomalies	Feb 3, 2024	Time SeriesTime Series Forecasting	CodeCode Available	1
Root Cause Analysis In Microservice Using Neural Granger Causal Discovery	Feb 2, 2024	Causal DiscoveryContrastive Learning	CodeCode Available	1
Multivariate Probabilistic Time Series Forecasting with Correlated Errors	Feb 1, 2024	Computational EfficiencyProbabilistic Time Series Forecasting	CodeCode Available	1
A Cross-View Hierarchical Graph Learning Hypernetwork for Skill Demand-Supply Joint Prediction	Jan 31, 2024	DecoderGraph Learning	CodeCode Available	1
MSHyper: Multi-Scale Hypergraph Transformer for Long-Range Time Series Forecasting	Jan 17, 2024	Time SeriesTime Series Forecasting	CodeCode Available	1
MG-TSD: Multi-Granularity Time Series Diffusion Models with Guided Learning Process Download PDF	Jan 15, 2024	Probabilistic Time Series ForecastingTime Series	CodeCode Available	1
U-Mixer: An Unet-Mixer Architecture with Stationarity Correction for Time Series Forecasting	Jan 4, 2024	Time SeriesTime Series Forecasting	CodeCode Available	1
Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecasting	Dec 29, 2023	AttributeEnsemble Learning	CodeCode Available	1
FCDNet: Frequency-Guided Complementary Dependency Modeling for Multivariate Time-Series Forecasting	Dec 27, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Learning to Embed Time Series Patches Independently	Dec 27, 2023	Contrastive LearningRepresentation Learning	CodeCode Available	1
Learning from Polar Representation: An Extreme-Adaptive Model for Long-Term Time Series Forecasting	Dec 14, 2023	ManagementRepresentation Learning	CodeCode Available	1
auto-sktime: Automated Time Series Forecasting	Dec 13, 2023	AutoMLBayesian Optimization	CodeCode Available	1
Mixture-of-Linear-Experts for Long-term Time Series Forecasting	Dec 11, 2023	Mixture-of-ExpertsTime Series	CodeCode Available	1
Take an Irregular Route: Enhance the Decoder of Time-Series Forecasting Transformer	Dec 10, 2023	DecoderTime Series	CodeCode Available	1
TimeDRL: Disentangled Representation Learning for Multivariate Time-Series	Dec 7, 2023	Inductive BiasRepresentation Learning	CodeCode Available	1
Rethinking Urban Mobility Prediction: A Super-Multivariate Time Series Forecasting Approach	Dec 4, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Understanding the Role of Textual Prompts in LLM for Time Series Forecasting: an Adapter View	Nov 24, 2023	Anomaly DetectionFew-Shot Learning	CodeCode Available	1
Multi-resolution Time-Series Transformer for Long-term Forecasting	Nov 7, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
ForecastPFN: Synthetically-Trained Zero-Shot Forecasting	Nov 3, 2023	Bayesian InferenceTime Series	CodeCode Available	1
BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis	Oct 31, 2023	Contrastive LearningSelf-Supervised Learning	CodeCode Available	1
Calibration of Time-Series Forecasting: Detecting and Adapting Context-Driven Distribution Shift	Oct 23, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series Forecasting	Oct 17, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1

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All datasets ETTh1 (336) Multivariate ETTh1 (720) Multivariate ETTh2 (336) Multivariate ETTh2 (720) Multivariate ETTh1 (192) Multivariate ETTh2 (192) Multivariate ETTh2 (96) Multivariate ETTh1 (96) Multivariate Weather (192)ETTh1 (720) Univariate Weather (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	MOIRAILarge	MSE	0.51	—	Unverified
7	ATFNet	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	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
9	PRformer	MSE	0.33	—	Unverified
10	TiDE	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	MoLE-RLinear	MSE	0.38	—	Unverified
4	TiDE	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

#	Model	Metric	Claimed	Verified	Status
1	TEFN	MSE	0.23	—	Unverified
2	DLinear	MSE	0.22	—	Unverified