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 301–325 of 1609 papers

Title	Date	Tasks	Status	Hype
LMS-AutoTSF: Learnable Multi-Scale Decomposition and Integrated Autocorrelation for Time Series Forecasting	Dec 9, 2024	Time SeriesTime Series Forecasting	CodeCode Available	0
Curse of Attention: A Kernel-Based Perspective for Why Transformers Fail to Generalize on Time Series Forecasting and Beyond	Dec 8, 2024	AttributeTime Series	—Unverified	0
KEDformer:Knowledge Extraction Seasonal Trend Decomposition for Long-term Sequence Prediction	Dec 6, 2024	Time SeriesTime Series Forecasting	—Unverified	0
Rethinking Time Series Forecasting with LLMs via Nearest Neighbor Contrastive Learning	Dec 6, 2024	Contrastive LearningTime Series	—Unverified	0
Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization	Dec 6, 2024	Time SeriesTime Series Forecasting	—Unverified	0
WinTSR: A Windowed Temporal Saliency Rescaling Method for Interpreting Time Series Deep Learning Models	Dec 5, 2024	Feature ImportanceTime Series	CodeCode Available	1
Higher Order Transformers: Efficient Attention Mechanism for Tensor Structured Data	Dec 4, 2024	Computational Efficiencyimage-classification	—Unverified	0
LLMForecaster: Improving Seasonal Event Forecasts with Unstructured Textual Data	Dec 3, 2024	Demand ForecastingTime Series	—Unverified	0
FSMLP: Modelling Channel Dependencies With Simplex Theory Based Multi-Layer Perceptions In Frequency Domain	Dec 2, 2024	Time SeriesTime Series Forecasting	CodeCode Available	0
How Much Can Time-related Features Enhance Time Series Forecasting?	Dec 2, 2024	Computational EfficiencyTime Series	CodeCode Available	1
DSSRNN: Decomposition-Enhanced State-Space Recurrent Neural Network for Time-Series Analysis	Dec 1, 2024	Computational EfficiencyPhysics-informed machine learning	CodeCode Available	0
Signal Processing over Time-Varying Graphs: A Systematic Review	Nov 30, 2024	Graph LearningTime Series Forecasting	—Unverified	0
Fine-Tuning Pre-trained Large Time Series Models for Prediction of Wind Turbine SCADA Data	Nov 30, 2024	PredictionTime Series	—Unverified	0
An Adversarial Learning Approach to Irregular Time-Series Forecasting	Nov 28, 2024	Irregular Time SeriesTime Series	—Unverified	0
MTS-UNMixers: Multivariate Time Series Forecasting via Channel-Time Dual Unmixing	Nov 26, 2024	MambaMultivariate Time Series Forecasting	CodeCode Available	0
Disentangled Interpretable Representation for Efficient Long-term Time Series Forecasting	Nov 26, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
MFF-FTNet: Multi-scale Feature Fusion across Frequency and Temporal Domains for Time Series Forecasting	Nov 26, 2024	Contrastive LearningTime Series	—Unverified	0
Time-Series Forecasting in Smart Manufacturing Systems: An Experimental Evaluation of the State-of-the-art Algorithms	Nov 26, 2024	Time SeriesTime Series Forecasting	—Unverified	0
Enhancing Project Performance Forecasting using Machine Learning Techniques	Nov 26, 2024	Time Series Forecasting	—Unverified	0
Conformalised Conditional Normalising Flows for Joint Prediction Regions in time series	Nov 26, 2024	Conformal PredictionNormalising Flows	—Unverified	0
LeMoLE: LLM-Enhanced Mixture of Linear Experts for Time Series Forecasting	Nov 24, 2024	Computational EfficiencyNatural Language Understanding	—Unverified	0
Tackling Data Heterogeneity in Federated Time Series Forecasting	Nov 24, 2024	Federated LearningPrivacy Preserving	—Unverified	0
Beyond Data Scarcity: A Frequency-Driven Framework for Zero-Shot Forecasting	Nov 24, 2024	Few-Shot LearningSynthetic Data Generation	—Unverified	0
From RNNs to Foundation Models: An Empirical Study on Commercial Building Energy Consumption	Nov 21, 2024	DiversityTime Series	—Unverified	0
Forecasting Application Counts in Talent Acquisition Platforms: Harnessing Multimodal Signals using LMs	Nov 19, 2024	Job classificationTime Series	—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	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