SOTAVerified

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

Showing 551600 of 1609 papers

TitleStatusHype
Performative Time-Series ForecastingCode0
PHILNet: A Novel Efficient Approach for Time Series Forecasting using Deep LearningCode0
Global Neural Networks and The Data Scaling Effect in Financial Time Series ForecastingCode0
DeepTSF: Codeless machine learning operations for time series forecastingCode0
Performance evaluation of deep neural networks for forecasting time-series with multiple structural breaks and high volatilityCode0
PMM-Net: Single-stage Multi-agent Trajectory Prediction with Patching-based Embedding and Explicit Modal ModulationCode0
Temporal Attention augmented Bilinear Network for Financial Time-Series Data AnalysisCode0
Autoregressive Convolutional Recurrent Neural Network for Univariate and Multivariate Time Series PredictionCode0
Optimal starting point for time series forecastingCode0
Optimal activity and battery scheduling algorithm using load and solar generation forecastCode0
Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market dataCode0
On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman FiltersCode0
On projection methods for functional time series forecastingCode0
Not All Frequencies Are Created Equal:Towards a Dynamic Fusion of Frequencies in Time-Series ForecastingCode0
Deep Optimal Timing Strategies for Time SeriesCode0
Non-collective Calibrating Strategy for Time Series ForecastingCode0
Classification with 2-D Convolutional Neural Networks for breast cancer diagnosisCode0
Deep Multi-View Spatial-Temporal Network for Taxi Demand PredictionCode0
Deep Markov Spatio-Temporal FactorizationCode0
An adaptive standardisation methodology for Day-Ahead electricity price forecastingCode0
Deep Learning for Time Series Forecasting: The Electric Load CaseCode0
AutoFITS: Automatic Feature Engineering for Irregular Time SeriesCode0
Multivariate de Bruijn Graphs: A Symbolic Graph Framework for Time Series ForecastingCode0
Deep Imbalanced Time-series Forecasting via Local Discrepancy DensityCode0
Multiple model estimation under perspective of random-fuzzy dual interpretation of unknown uncertaintyCode0
A Unified Hyperparameter Optimization Pipeline for Transformer-Based Time Series Forecasting ModelsCode0
Multimodal Physical Activity Forecasting in Free-Living Clinical Settings: Hunting Opportunities for Just-in-Time InterventionsCode0
Multiple-Resolution Tokenization for Time Series Forecasting with an Application to PricingCode0
Pay Attention to Evolution: Time Series Forecasting with Deep Graph-Evolution LearningCode0
Augmented Invertible Koopman Autoencoder for long-term time series forecastingCode0
Attention-Enhanced Reservoir ComputingCode0
Decomposing the Time Series Forecasting Pipeline: A Modular Approach for Time Series Representation, Information Extraction, and ProjectionCode0
MOrdReD: Memory-based Ordinal Regression Deep Neural Networks for Time Series ForecastingCode0
DRFormer: Multi-Scale Transformer Utilizing Diverse Receptive Fields for Long Time-Series ForecastingCode0
DCIts -- Deep Convolutional Interpreter for time seriesCode0
Model selection in reconciling hierarchical time seriesCode0
AMLNet: Adversarial Mutual Learning Neural Network for Non-AutoRegressive Multi-Horizon Time Series ForecastingCode0
FocusLearn: Fully-Interpretable, High-Performance Modular Neural Networks for Time SeriesCode0
Modeling the Dynamics of Growth in Master-Planned CommunitiesCode0
A Memory-Network Based Solution for Multivariate Time-Series ForecastingCode0
Attention-Based Ensemble Pooling for Time Series ForecastingCode0
Model Compression for Dynamic Forecast CombinationCode0
Model Selection for Time Series Forecasting: Empirical Analysis of Different EstimatorsCode0
Minimal Time Series TransformerCode0
Meta-learning and Data Augmentation for Stress Testing Forecasting ModelsCode0
MFRS: A Multi-Frequency Reference Series Approach to Scalable and Accurate Time-Series ForecastingCode0
MARLP: Time-series Forecasting Control for Agricultural Managed Aquifer RechargeCode0
A Temporal Linear Network for Time Series ForecastingCode0
A machine learning framework for computationally expensive transient modelsCode0
CRAFT: Time Series Forecasting with Cross-Future Behavior AwarenessCode0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1InformerMSE0.88Unverified
2QuerySelectorMSE0.85Unverified
3TransformerMSE0.83Unverified
4AarenMSE0.65Unverified
5RPMixerMSE0.52Unverified
6MOIRAILargeMSE0.51Unverified
7ATFNetMSE0.51Unverified
8AutoformerMSE0.51Unverified
9SCINetMSE0.5Unverified
10S-MambaMSE0.49Unverified
#ModelMetricClaimedVerifiedStatus
1QuerySelectorMSE1.12Unverified
2TransformerMSE1.11Unverified
3InformerMSE0.94Unverified
4GLinearMSE0.59Unverified
5SCINetMSE0.54Unverified
6MoLE-DLinearMSE0.51Unverified
7PRformerMSE0.49Unverified
8TEFNMSE0.48Unverified
9DLinearMSE0.47Unverified
10FiLMMSE0.47Unverified
#ModelMetricClaimedVerifiedStatus
1TransformerMSE2.66Unverified
2QuerySelectorMSE2.32Unverified
3InformerMSE1.67Unverified
4DLinearMSE0.45Unverified
5TEFNMSE0.42Unverified
6MoLE-DLinearMSE0.42Unverified
7FiLMMSE0.38Unverified
8MoLE-RLinearMSE0.37Unverified
9SCINetMSE0.37Unverified
10PRformerMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TransformerMSE3.18Unverified
2QuerySelectorMSE3.07Unverified
3InformerMSE2.34Unverified
4MoLE-DLinearMSE0.61Unverified
5DLinearMSE0.61Unverified
6SCINetMSE0.48Unverified
7FiLMMSE0.44Unverified
8TEFNMSE0.43Unverified
9TiDEMSE0.42Unverified
10MoLE-RLinearMSE0.41Unverified
#ModelMetricClaimedVerifiedStatus
1MoLE-DLinearMSE0.45Unverified
2TEFNMSE0.43Unverified
3FiLMMSE0.41Unverified
4PatchTST/64MSE0.41Unverified
5TiDEMSE0.41Unverified
6NLinearMSE0.41Unverified
7DiPE-LinearMSE0.41Unverified
8DLinearMSE0.41Unverified
9RLinearMSE0.4Unverified
10MoLE-RLinearMSE0.4Unverified
#ModelMetricClaimedVerifiedStatus
1DLinearMSE0.38Unverified
2TEFNMSE0.38Unverified
3MoLE-DLinearMSE0.36Unverified
4FiLMMSE0.36Unverified
5NLinearMSE0.34Unverified
6PatchTST/64MSE0.34Unverified
7MoLE-RLinearMSE0.34Unverified
8LTBoost (drop_last=false)MSE0.33Unverified
9PRformerMSE0.33Unverified
10TiDEMSE0.33Unverified
#ModelMetricClaimedVerifiedStatus
1DLinearMSE0.29Unverified
2TEFNMSE0.29Unverified
3MoLE-DLinearMSE0.29Unverified
4FiLMMSE0.28Unverified
5NLinearMSE0.28Unverified
6TSMixerMSE0.28Unverified
7DiPE-LinearMSE0.28Unverified
8PatchTST/64MSE0.27Unverified
9MoLE-RLinearMSE0.27Unverified
10TiDEMSE0.27Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.38Unverified
2MoLE-DLinearMSE0.38Unverified
3MoLE-RLinearMSE0.38Unverified
4TiDEMSE0.38Unverified
5FiLMMSE0.37Unverified
6PatchTST/64MSE0.37Unverified
7DiPE-LinearMSE0.37Unverified
8TSMixerMSE0.37Unverified
9RLinearMSE0.37Unverified
10TTMMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.23Unverified
2DLinearMSE0.22Unverified