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 276–300 of 1609 papers

Title	Date	Tasks	Status	Hype
UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting	Oct 15, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Counterfactual Explanations for Time Series Forecasting	Oct 12, 2023	counterfactualTime Series	CodeCode Available	1
Pushing the Limits of Pre-training for Time Series Forecasting in the CloudOps Domain	Oct 8, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting	Oct 8, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
Unified Long-Term Time-Series Forecasting Benchmark	Sep 27, 2023	BenchmarkingTime Series	CodeCode Available	1
MemDA: Forecasting Urban Time Series with Memory-based Drift Adaptation	Sep 25, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
OneNet: Enhancing Time Series Forecasting Models under Concept Drift by Online Ensembling	Sep 22, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
Transformers versus LSTMs for electronic trading	Sep 20, 2023	PredictionTime Series	CodeCode Available	1
WFTNet: Exploiting Global and Local Periodicity in Long-term Time Series Forecasting	Sep 20, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
Irregular Traffic Time Series Forecasting Based on Asynchronous Spatio-Temporal Graph Convolutional Network	Aug 31, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
TFDNet: Time-Frequency Enhanced Decomposed Network for Long-term Time Series Forecasting	Aug 25, 2023	Time SeriesTime Series Forecasting	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
TimeGNN: Temporal Dynamic Graph Learning for Time Series Forecasting	Jul 27, 2023	Graph LearningGraph Neural Network	CodeCode Available	1
TimeTuner: Diagnosing Time Representations for Time-Series Forecasting with Counterfactual Explanations	Jul 19, 2023	counterfactualFeature Engineering	CodeCode Available	1
GBT: Two-stage transformer framework for non-stationary time series forecasting	Jul 17, 2023	Decoderregression	CodeCode Available	1
Benchmarks and Custom Package for Energy Forecasting	Jul 14, 2023	Feature EngineeringLoad Forecasting	CodeCode Available	1
Unlocking the Potential of Deep Learning in Peak-Hour Series Forecasting	Jul 4, 2023	DecoderTime Series	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
Sparsity exploitation via discovering graphical models in multi-variate time-series forecasting	Jun 29, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
PrimeNet: Pre-Training for Irregular Multivariate Time Series	Jun 26, 2023	Contrastive LearningIrregular Time Series	CodeCode Available	1
FDNet: Focal Decomposed Network for Efficient, Robust and Practical Time Series Forecasting	Jun 19, 2023	Inductive BiasTime Series	CodeCode Available	1
Correlated Time Series Self-Supervised Representation Learning via Spatiotemporal Bootstrapping	Jun 12, 2023	Correlated Time Series ForecastingRepresentation Learning	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