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	Score
Embedded feature selection in LSTM networks with multi-objective evolutionary ensemble learning for time series forecasting	Dec 29, 2023	AttributeEnsemble Learning	CodeCode Available	1	5
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks	May 24, 2020	Graph LearningGraph Neural Network	CodeCode Available	1	5
Conformal Time-series Forecasting	Dec 1, 2021	Conformal PredictionDecision Making	CodeCode Available	1	5
Mamba4Cast: Efficient Zero-Shot Time Series Forecasting with State Space Models	Oct 12, 2024	AutoMLMamba	CodeCode Available	1	5
An Accurate and Fully-Automated Ensemble Model for Weekly Time Series Forecasting	Oct 16, 2020	Meta-Learningregression	CodeCode Available	1	5
CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting	Jun 4, 2024	Dataset CondensationTime Series	CodeCode Available	1	5
A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling	Dec 16, 2021	Multivariate Time Series ForecastingPrediction Intervals	CodeCode Available	1	5
Contrastive Neural Processes for Self-Supervised Learning	Oct 24, 2021	Contrastive LearningData Augmentation	CodeCode Available	1	5
CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting	May 20, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1	5
Copula Conformal Prediction for Multi-step Time Series Forecasting	Dec 6, 2022	Conformal PredictionPrediction	CodeCode Available	1	5
Mamba or Transformer for Time Series Forecasting? Mixture of Universals (MoU) Is All You Need	Aug 28, 2024	AllMamba	CodeCode Available	1	5
MFRFNN: Multi-Functional Recurrent Fuzzy Neural Network for Chaotic Time Series Prediction	Aug 1, 2022	PredictionStock Price Prediction	CodeCode Available	1	5
Long-term series forecasting with Query Selector -- efficient model of sparse attention	Jul 19, 2021	Multivariate Time Series ForecastingTime Series	CodeCode Available	1	5
Low-Rank Autoregressive Tensor Completion for Multivariate Time Series Forecasting	Jun 18, 2020	ImputationMissing Values	CodeCode Available	1	5
Long-Range Transformers for Dynamic Spatiotemporal Forecasting	Sep 24, 2021	Multivariate Time Series ForecastingTime Series	CodeCode Available	1	5
Correlated Time Series Self-Supervised Representation Learning via Spatiotemporal Bootstrapping	Jun 12, 2023	Correlated Time Series ForecastingRepresentation Learning	CodeCode Available	1	5
Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts	Nov 5, 2021	Time SeriesTime Series Analysis	CodeCode Available	1	5
Long term 5G network traffic forecasting via modeling non-stationarity with deep learning	Jun 6, 2023	Time SeriesTime Series Forecasting	CodeCode Available	1	5
LTBoost: Boosted Hybrids of Ensemble Linear and Gradient Algorithms for the Long-term Time Series Forecasting	Oct 21, 2024	Multivariate Time Series ForecastingTime Series	CodeCode Available	1	5
A spatio-temporal LSTM model to forecast across multiple temporal and spatial scales	Aug 26, 2021	Missing ValuesTime Series Analysis	CodeCode Available	1	5
Enhancing Battery Storage Energy Arbitrage with Deep Reinforcement Learning and Time-Series Forecasting	Oct 25, 2024	Deep Reinforcement LearningTime Series	CodeCode Available	1	5
Dynamic Graph Learning-Neural Network for Multivariate Time Series Modeling	Dec 6, 2021	Graph LearningInductive Bias	CodeCode Available	1	5
Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting	Jul 6, 2020	Graph GenerationGraph Neural Network	CodeCode Available	1	5
EarthNet2021: A large-scale dataset and challenge for Earth surface forecasting as a guided video prediction task	Apr 16, 2021	Crop Yield PredictionEarth Surface Forecasting	CodeCode Available	1	5
Exploring the Advantages of Transformers for High-Frequency Trading	Feb 20, 2023	DecoderPosition	CodeCode Available	1	5

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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