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 426–450 of 1609 papers

Title	Date	Tasks	Status	Hype
Adversarial Sparse Transformer for Time Series Forecasting	Dec 1, 2020	Multivariate Time Series ForecastingPrediction	CodeCode Available	1
Probabilistic Time Series Forecasting with Shape and Temporal Diversity	Dec 1, 2020	DiversityPoint Processes	CodeCode Available	1
An Accurate and Fully-Automated Ensemble Model for Weekly Time Series Forecasting	Oct 16, 2020	Meta-Learningregression	CodeCode Available	1
VEST: Automatic Feature Engineering for Forecasting	Oct 14, 2020	Feature Engineeringfeature selection	CodeCode Available	1
Probabilistic Time Series Forecasting with Structured Shape and Temporal Diversity	Oct 14, 2020	DiversityPoint Processes	CodeCode Available	1
Time series forecasting with Gaussian Processes needs priors	Sep 17, 2020	Gaussian ProcessesTime Series	CodeCode Available	1
Deep Switching Auto-Regressive Factorization:Application to Time Series Forecasting	Sep 10, 2020	Time SeriesTime Series Analysis	CodeCode Available	1
Attention based Multi-Modal New Product Sales Time-series Forecasting	Aug 23, 2020	DecoderNew Product Sales Forecasting	CodeCode Available	1
FC-GAGA: Fully Connected Gated Graph Architecture for Spatio-Temporal Traffic Forecasting	Jul 30, 2020	ManagementTime Series	CodeCode Available	1
Superiority of Simplicity: A Lightweight Model for Network Device Workload Prediction	Jul 7, 2020	CPUTime Series Analysis	CodeCode Available	1
Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting	Jul 6, 2020	Graph GenerationGraph Neural Network	CodeCode Available	1
Time-series forecasting of Bitcoin prices using high-dimensional features: a machine learning approach	Jul 4, 2020	BIG-bench Machine LearningClassification	CodeCode Available	1
Time Series Extrinsic Regression	Jun 23, 2020	regressionTime Series	CodeCode Available	1
Monash University, UEA, UCR Time Series Extrinsic Regression Archive	Jun 19, 2020	BenchmarkingMissing Values	CodeCode Available	1
Low-Rank Autoregressive Tensor Completion for Multivariate Time Series Forecasting	Jun 18, 2020	ImputationMissing Values	CodeCode Available	1
Inductive Graph Neural Networks for Spatiotemporal Kriging	Jun 13, 2020	Graph Neural NetworkTime Series	CodeCode Available	1
Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks	May 24, 2020	Graph LearningGraph Neural Network	CodeCode Available	1
DEFM: Delay E mbedding based Forecast Machine for Time Series Forecasting by Spatiotemporal Information Transformation	May 16, 2020	Time SeriesTime Series Analysis	CodeCode Available	1
AtsPy: Automated Time Series Forecasting in Python	May 14, 2020	SurveyTime Series	CodeCode Available	1
Multivariate Time Series Forecasting with Transfer Entropy Graph	May 3, 2020	Causal InferenceDecision Making	CodeCode Available	1
ForecastNet: A Time-Variant Deep Feed-Forward Neural Network Architecture for Multi-Step-Ahead Time-Series Forecasting	Feb 11, 2020	Deep LearningTime Series	CodeCode Available	1
Meta-learning framework with applications to zero-shot time-series forecasting	Feb 7, 2020	Meta-LearningTime Series	CodeCode Available	1
Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case	Jan 23, 2020	BIG-bench Machine LearningTime Series	CodeCode Available	1
Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models	Sep 19, 2019	Change DetectionDynamic Time Warping	CodeCode Available	1
Building Calibrated Deep Models via Uncertainty Matching with Auxiliary Interval Predictors	Sep 9, 2019	Object LocalizationPrediction	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	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