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 851900 of 1609 papers

TitleStatusHype
A Survey of Explainable Artificial Intelligence (XAI) in Financial Time Series Forecasting0
Deep State Space Recurrent Neural Networks for Time Series Forecasting0
HyperbolicLR: Epoch insensitive learning rate schedulerCode0
FMamba: Mamba based on Fast-attention for Multivariate Time-series Forecasting0
Physical Data Embedding for Memory Efficient AI0
Domain Adaptation for Industrial Time-series Forecasting via Counterfactual Inference0
Long Input Sequence Network for Long Time Series Forecasting0
Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift0
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection0
Not All Frequencies Are Created Equal:Towards a Dynamic Fusion of Frequencies in Time-Series ForecastingCode0
Tiled Bit Networks: Sub-Bit Neural Network Compression Through Reuse of Learnable Binary Vectors0
Multistep Brent Oil Price Forecasting with a Multi-Aspect Meta-heuristic Optimization and Ensemble Deep Learning Model0
Enhancing Multi-Step Brent Oil Price Forecasting with Ensemble Multi-Scenario Bi-GRU Networks0
ISMRNN: An Implicitly Segmented RNN Method with Mamba for Long-Term Time Series Forecasting0
Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting0
Toto: Time Series Optimized Transformer for Observability0
Time Series Dataset for Modeling and Forecasting of N_2O in Wastewater Treatment0
Integer-only Quantized Transformers for Embedded FPGA-based Time-series Forecasting in AIoT0
Multiple-Resolution Tokenization for Time Series Forecasting with an Application to PricingCode0
SiamTST: A Novel Representation Learning Framework for Enhanced Multivariate Time Series Forecasting applied to Telco NetworksCode0
Learning Graph Structures and Uncertainty for Accurate and Calibrated Time-series Forecasting0
Large Scale Hierarchical Industrial Demand Time-Series Forecasting incorporating SparsityCode0
MARLP: Time-series Forecasting Control for Agricultural Managed Aquifer RechargeCode0
A new Takagi–Sugeno–Kang model for time series forecastingCode0
Macroeconomic Forecasting with Large Language Models0
NourishNet: Proactive Severity State Forecasting of Food Commodity Prices for Global Warning Systems0
Conformal time series decomposition with component-wise exchangeabilityCode0
Forecasting with Deep Learning: Beyond Average of Average of Average PerformanceCode0
Meta-learning and Data Augmentation for Stress Testing Forecasting ModelsCode0
Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal InferenceCode0
Recurrent Stochastic Configuration Networks for Temporal Data Analytics0
Understanding Different Design Choices in Training Large Time Series Models0
Robust Time Series Forecasting with Non-Heavy-Tailed Gaussian Loss-Weighted Sampler0
CUQDS: Conformal Uncertainty Quantification under Distribution Shift for Trajectory Prediction0
LLMFactor: Extracting Profitable Factors through Prompts for Explainable Stock Movement Prediction0
WindowMixer: Intra-Window and Inter-Window Modeling for Time Series Forecasting0
Reinforced Decoder: Towards Training Recurrent Neural Networks for Time Series ForecastingCode0
Analysing Multi-Task Regression via Random Matrix Theory with Application to Time Series Forecasting0
Rating Multi-Modal Time-Series Forecasting Models (MM-TSFM) for Robustness Through a Causal Lens0
Marginalization Consistent Probabilistic Forecasting of Irregular Time Series via Mixture of Separable flows0
A Language Model-Guided Framework for Mining Time Series with Distributional Shifts0
Modeling Temporal Dependencies within the Target for Long-Term Time Series Forecasting0
Deep learning for precipitation nowcasting: A survey from the perspective of time series forecasting0
Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach0
UniTST: Effectively Modeling Inter-Series and Intra-Series Dependencies for Multivariate Time Series Forecasting0
FPN-fusion: Enhanced Linear Complexity Time Series Forecasting ModelCode0
Chimera: Effectively Modeling Multivariate Time Series with 2-Dimensional State Space Models0
TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting0
Stochastic Diffusion: A Diffusion Probabilistic Model for Stochastic Time Series ForecastingCode0
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models0
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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