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 651700 of 1609 papers

TitleStatusHype
KEDformer:Knowledge Extraction Seasonal Trend Decomposition for Long-term Sequence Prediction0
KENN: Enhancing Deep Neural Networks by Leveraging Knowledge for Time Series Forecasting0
Deep Learning with Kernel Flow Regularization for Time Series Forecasting0
On model selection for scalable time series forecasting in transport networks0
Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-20220
Deep Learning in Multiple Multistep Time Series Prediction0
Deep Learning for Time Series Forecasting: A Survey0
An Accurate Smartphone Battery Parameter Calibration Using Unscented Kalman Filter0
Deep learning for structural health monitoring: An application to heritage structures0
Deep learning for precipitation nowcasting: A survey from the perspective of time series forecasting0
Joint Neural Architecture and Hyperparameter Search for Correlated Time Series Forecasting0
Deep Learning for Epidemiological Predictions0
Deep Learning for Energy Time-Series Analysis and Forecasting0
AutoCTS: Automated Correlated Time Series Forecasting -- Extended Version0
AutoAI-TS: AutoAI for Time Series Forecasting0
DeepHGNN: Study of Graph Neural Network based Forecasting Methods for Hierarchically Related Multivariate Time Series0
A Multi-scenario Attention-based Generative Model for Personalized Blood Pressure Time Series Forecasting0
A Compact Model for Large-Scale Time Series Forecasting0
Deep Generative Quantile-Copula Models for Probabilistic Forecasting0
A unified machine learning approach to time series forecasting applied to demand at emergency departments0
Deep Double Descent for Time Series Forecasting: Avoiding Undertrained Models0
Deep Coupling Network For Multivariate Time Series Forecasting0
A Multi-scale Representation Learning Framework for Long-Term Time Series Forecasting0
Addressing Challenges in Time Series Forecasting: A Comprehensive Comparison of Machine Learning Techniques0
Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values0
Kernel-U-Net: Multivariate Time Series Forecasting using Custom Kernels0
Hierarchical Information-Guided Spatio-Temporal Mamba for Stock Time Series Forecasting0
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection0
Hierarchical Ensemble-Based Feature Selection for Time Series Forecasting0
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting0
Hidden Markov Model: Tutorial0
Ister: Inverted Seasonal-Trend Decomposition Transformer for Explainable Multivariate Time Series Forecasting0
Attention Mechanism for Multivariate Time Series Recurrent Model Interpretability Applied to the Ironmaking Industry0
Hedging with Sparse Reward Reinforcement Learning0
Deconfounding Time Series Forecasting0
A Multilateral Attention-enhanced Deep Neural Network for Disease Outbreak Forecasting: A Case Study on COVID-190
Grid Frequency Forecasting in University Campuses using Convolutional LSTM0
Is Channel Independent strategy optimal for Time Series Forecasting?0
Is Precise Recovery Necessary? A Task-Oriented Imputation Approach for Time Series Forecasting on Variable Subset0
iTFKAN: Interpretable Time Series Forecasting with Kolmogorov-Arnold Network0
Grey-informed neural network for time-series forecasting0
Decentralized Flood Forecasting Using Deep Neural Networks0
A CNN–LSTM model for gold price time-series forecasting0
Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book0
Exploring the Role of Token in Transformer-based Time Series Forecasting0
Graph-enabled Reinforcement Learning for Time Series Forecasting with Adaptive Intelligence0
Graph Deep Learning for Time Series Forecasting0
Day-ahead time series forecasting: application to capacity planning0
DATSING: Data Augmented Time Series Forecasting with Adversarial Domain Adaptation0
Attention-based Neural Load Forecasting: A Dynamic Feature Selection Approach0
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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