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 351–375 of 1609 papers

Title	Date	Tasks	Status	Hype
MFRFNN: Multi-Functional Recurrent Fuzzy Neural Network for Chaotic Time Series Prediction	Aug 1, 2022	PredictionStock Price Prediction	CodeCode Available	1
A general framework for multi-step ahead adaptive conformal heteroscedastic time series forecasting	Jul 28, 2022	Conformal PredictionDecision Making	CodeCode Available	1
Respecting Time Series Properties Makes Deep Time Series Forecasting Perfect	Jul 22, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series Forecasting	Jun 28, 2022	Graph Neural NetworkMultivariate Time Series Forecasting	CodeCode Available	1
Multi-Variate Time Series Forecasting on Variable Subsets	Jun 25, 2022	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
An Open Source and Reproducible Implementation of LSTM and GRU Networks for Time Series Forecasting	Jun 22, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
When Rigidity Hurts: Soft Consistency Regularization for Probabilistic Hierarchical Time Series Forecasting	Jun 16, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Scaleformer: Iterative Multi-scale Refining Transformers for Time Series Forecasting	Jun 8, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Sparse Graph Learning from Spatiotemporal Time Series	May 26, 2022	Graph LearningInductive Bias	CodeCode Available	1
FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting	May 18, 2022	Deep LearningDimensionality Reduction	CodeCode Available	1
Few-Shot Forecasting of Time-Series with Heterogeneous Channels	Apr 7, 2022	ClassificationTime Series	CodeCode Available	1
Towards Spatio-Temporal Aware Traffic Time Series Forecasting--Full Version	Mar 29, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Forecasting Sparse Movement Speed of Urban Road Networks with Nonstationary Temporal Matrix Factorization	Mar 20, 2022	Missing ValuesMultivariate Time Series Forecasting	CodeCode Available	1
DEPTS: Deep Expansion Learning for Periodic Time Series Forecasting	Mar 15, 2022	SchedulingTime Series	CodeCode Available	1
Wasserstein Adversarial Transformer for Cloud Workload Prediction	Mar 12, 2022	PredictionTime Series	CodeCode Available	1
Robust Probabilistic Time Series Forecasting	Feb 24, 2022	Decision MakingProbabilistic Time Series Forecasting	CodeCode Available	1
Preformer: Predictive Transformer with Multi-Scale Segment-wise Correlations for Long-Term Time Series Forecasting	Feb 23, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Learning Fast and Slow for Online Time Series Forecasting	Feb 23, 2022	Time SeriesTime Series Analysis	CodeCode Available	1
Combating Distribution Shift for Accurate Time Series Forecasting via Hypernetworks	Feb 22, 2022	Domain AdaptationTime Series	CodeCode Available	1
Ensemble Conformalized Quantile Regression for Probabilistic Time Series Forecasting	Feb 17, 2022	Conformal PredictionPrediction Intervals	CodeCode Available	1
Multivariate Time Series Forecasting with Dynamic Graph Neural ODEs	Feb 17, 2022	Multivariate Time Series ForecastingTime Series	CodeCode Available	1
Domain Adversarial Spatial-Temporal Network: A Transferable Framework for Short-term Traffic Forecasting across Cities	Feb 8, 2022	Domain AdaptationGraph Mining	CodeCode Available	1
TACTiS: Transformer-Attentional Copulas for Time Series	Feb 7, 2022	Decision MakingDecoder	CodeCode Available	1
Methodology for forecasting and optimization in IEEE-CIS 3rd Technical Challenge	Feb 2, 2022	Load ForecastingMultivariate Time Series Forecasting	CodeCode Available	1
Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting	Jan 13, 2022	Graph LearningGraph Neural Network	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	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