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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Showing 301–325 of 1609 papers

Title	Date	Tasks	Status	Hype
Predictive Modeling of Menstrual Cycle Length: A Time Series Forecasting Approach	Jun 11, 2023	regressionTime Series	CodeCode Available	1
Long term 5G network traffic forecasting via modeling non-stationarity with deep learning	Jun 6, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
Improving day-ahead Solar Irradiance Time Series Forecasting by Leveraging Spatio-Temporal Context	Jun 1, 2023	Solar Irradiance ForecastingTime Series	CodeCode Available	1
Learning Gaussian Mixture Representations for Tensor Time Series Forecasting	Jun 1, 2023	Representation LearningTime Series	CodeCode Available	1
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic Forecasting	May 30, 2023	Spatio-Temporal ForecastingTime Series Forecasting	CodeCode Available	1
Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series Forecasting	May 30, 2023	DecoderTime Series	CodeCode Available	1
Graph-based Time Series Clustering for End-to-End Hierarchical Forecasting	May 30, 2023	ClusteringTime Series	CodeCode Available	1
A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting	May 24, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting	May 22, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting	May 20, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
Revisiting Long-term Time Series Forecasting: An Investigation on Linear Mapping	May 18, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
Sequential Latent Variable Models for Few-Shot High-Dimensional Time-Series Forecasting	May 5, 2023	Meta-LearningTime Series	CodeCode Available	1
The Capacity and Robustness Trade-off: Revisiting the Channel Independent Strategy for Multivariate Time Series Forecasting	Apr 11, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Handling Concept Drift in Global Time Series Forecasting	Apr 4, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
Simple Contrastive Representation Learning for Time Series Forecasting	Mar 31, 2023	Contrastive LearningRepresentation Learning	CodeCode Available	1
Multi-modal learning for geospatial vegetation forecasting	Mar 28, 2023	HumanitarianTime Series	CodeCode Available	1
Towards Diverse and Coherent Augmentation for Time-Series Forecasting	Mar 24, 2023	Data AugmentationDiversity	CodeCode Available	1
Discovering Predictable Latent Factors for Time Series Forecasting	Mar 18, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1
TSMixer: An All-MLP Architecture for Time Series Forecasting	Mar 10, 2023	AllDeep Learning	CodeCode Available	1
LightCTS: A Lightweight Framework for Correlated Time Series Forecasting	Feb 23, 2023	Computational EfficiencyCorrelated Time Series Forecasting	CodeCode Available	1
Dish-TS: A General Paradigm for Alleviating Distribution Shift in Time Series Forecasting	Feb 22, 2023	Time SeriesTime Series Analysis	CodeCode Available	1
Weather2K: A Multivariate Spatio-Temporal Benchmark Dataset for Meteorological Forecasting Based on Real-Time Observation Data from Ground Weather Stations	Feb 21, 2023	Spatio-Temporal ForecastingTime Series Analysis	CodeCode Available	1
Exploring the Advantages of Transformers for High-Frequency Trading	Feb 20, 2023	DecoderPosition	CodeCode Available	1
FrAug: Frequency Domain Augmentation for Time Series Forecasting	Feb 18, 2023	Anomaly DetectionData Augmentation	CodeCode Available	1
Forecasting with Deep Learning	Feb 17, 2023	Deep LearningTime Series	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	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

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