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
Adaptive parameters identification for nonlinear dynamics using deep permutation invariant networks	Jan 20, 2025	Time SeriesTime Series Forecasting	—Unverified	0
The Relevance of AWS Chronos: An Evaluation of Standard Methods for Time Series Forecasting with Limited Tuning	Jan 17, 2025	PredictionTime Series	—Unverified	0
Towards Lightweight Time Series Forecasting: a Patch-wise Transformer with Weak Data Enriching	Jan 14, 2025	GPUTime Series	—Unverified	0
Time series forecasting for multidimensional telemetry data using GAN and BiLSTM in a Digital Twin	Jan 14, 2025	Time SeriesTime Series Forecasting	—Unverified	0
STTS-EAD: Improving Spatio-Temporal Learning Based Time Series Prediction via	Jan 14, 2025	Anomaly DetectionMultivariate Time Series Forecasting	—Unverified	0
Unveiling the Potential of Text in High-Dimensional Time Series Forecasting	Jan 13, 2025	Time SeriesTime Series Forecasting	CodeCode Available	0
SPAM: Spike-Aware Adam with Momentum Reset for Stable LLM Training	Jan 12, 2025	Time Series Forecasting	CodeCode Available	1
Using Pre-trained LLMs for Multivariate Time Series Forecasting	Jan 10, 2025	DecoderMultivariate Time Series Forecasting	—Unverified	0
AdaPRL: Adaptive Pairwise Regression Learning with Uncertainty Estimation for Universal Regression Tasks	Jan 10, 2025	Age EstimationMulti-Task Learning	—Unverified	0
Navigating Tomorrow: Reliably Assessing Large Language Models Performance on Future Event Prediction	Jan 10, 2025	Articlescounterfactual	—Unverified	0
Battling the Non-stationarity in Time Series Forecasting via Test-time Adaptation	Jan 9, 2025	Test-time AdaptationTime Series	CodeCode Available	1
DCIts -- Deep Convolutional Interpreter for time series	Jan 8, 2025	Multivariate Time Series ForecastingTime Series	CodeCode Available	0
Sensorformer: Cross-patch attention with global-patch compression is effective for high-dimensional multivariate time series forecasting	Jan 6, 2025	AttributeMultivariate Time Series Forecasting	CodeCode Available	0
Sequence Complementor: Complementing Transformers For Time Series Forecasting with Learnable Sequences	Jan 6, 2025	Time SeriesTime Series Forecasting	—Unverified	0
The Tabular Foundation Model TabPFN Outperforms Specialized Time Series Forecasting Models Based on Simple Features	Jan 6, 2025	Feature EngineeringTime Series	CodeCode Available	3
Time Series Language Model for Descriptive Caption Generation	Jan 3, 2025	Caption GenerationDenoising	—Unverified	0
A Unified Hyperparameter Optimization Pipeline for Transformer-Based Time Series Forecasting Models	Jan 2, 2025	Hyperparameter OptimizationMamba	CodeCode Available	0
Bridging Simplicity and Sophistication using GLinear: A Novel Architecture for Enhanced Time Series Prediction	Jan 2, 2025	GLinearTime Series	CodeCode Available	0
AverageTime: Enhance Long-Term Time Series Forecasting with Simple Averaging	Dec 30, 2024	Time SeriesTime Series Analysis	CodeCode Available	0
TimeRAF: Retrieval-Augmented Foundation model for Zero-shot Time Series Forecasting	Dec 30, 2024	RAGRetrieval	—Unverified	0
Surrogate Modeling for Explainable Predictive Time Series Corrections	Dec 27, 2024	Time SeriesTime Series Forecasting	—Unverified	0
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting	Dec 27, 2024	Algorithmic TradingDecision Making	—Unverified	0
Learning to Forget: Bayesian Time Series Forecasting using Recurrent Sparse Spectrum Signature Gaussian Processes	Dec 27, 2024	Gaussian ProcessesGPU	—Unverified	0
Time Series Foundational Models: Their Role in Anomaly Detection and Prediction	Dec 26, 2024	Anomaly DetectionPrediction	CodeCode Available	0
Ister: Inverted Seasonal-Trend Decomposition Transformer for Explainable Multivariate Time Series Forecasting	Dec 25, 2024	Computational EfficiencyMultivariate Time Series Forecasting	—Unverified	0

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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	DLinear	MSE	0.61	—	Unverified
5	MoLE-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	LTBoost (drop_last=false)	MSE	0.33	—	Unverified
10	PRformer	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

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