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
Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-20220
On model selection for scalable time series forecasting in transport networks0
Deep Learning with Kernel Flow Regularization for Time Series Forecasting0
Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems0
Deep Neural Networks for Approximating Stream Reasoning with C-SPARQL0
VLSTM: Very Long Short-Term Memory Networks for High-Frequency Trading0
Deep Non-Parametric Time Series Forecaster0
Deep Probabilistic Koopman: Long-term time-series forecasting under periodic uncertainties0
Deep Probabilistic Time Series Forecasting using Augmented Recurrent Input for Dynamic Systems0
Deep Rao-Blackwellised Particle Filters for Time Series Forecasting0
Deep State Space Models for Time Series Forecasting0
Deep State Space Recurrent Neural Networks for Time Series Forecasting0
Deep Video Prediction for Time Series Forecasting0
DeLELSTM: Decomposition-based Linear Explainable LSTM to Capture Instantaneous and Long-term Effects in Time Series0
Demand Forecasting of Individual Probability Density Functions with Machine Learning0
Density estimation with LLMs: a geometric investigation of in-context learning trajectories0
Characterizing the memory capacity of transmon qubit reservoirs0
Detecting Elevated Air Pollution Levels by Monitoring Web Search Queries: Deep Learning-Based Time Series Forecasting0
Deterministic Reservoir Computing for Chaotic Time Series Prediction0
Development and Evaluation of Recurrent Neural Network based Models for Hourly Traffic Volume and AADT Prediction0
DGCformer: Deep Graph Clustering Transformer for Multivariate Time Series Forecasting0
Differentiable Neural Architecture Search with Morphism-based Transformable Backbone Architectures0
Differential Convolutional Fuzzy Time Series Forecasting0
DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models0
Diffusion-Based Forecasting for Uncertainty-Aware Model Predictive Control0
Diffusion-based Time Series Forecasting for Sewerage Systems0
Diffusion Models for Time Series Applications: A Survey0
Discrete MDL Predicts in Total Variation0
DisenTS: Disentangled Channel Evolving Pattern Modeling for Multivariate Time Series Forecasting0
DLFormer: Enhancing Explainability in Multivariate Time Series Forecasting using Distributed Lag Embedding0
DMIDAS: Deep Mixed Data Sampling Regression for Long Multi-Horizon Time Series Forecasting0
Does Scaling Law Apply in Time Series Forecasting?0
Domain Adaptation for Industrial Time-series Forecasting via Counterfactual Inference0
Double-Path Adaptive-correlation Spatial-Temporal Inverted Transformer for Stock Time Series Forecasting0
DRAformer: Differentially Reconstructed Attention Transformer for Time-Series Forecasting0
Drift-Adjusted And Arbitrated Ensemble Framework For Time Series Forecasting0
DTMamba : Dual Twin Mamba for Time Series Forecasting0
Dual-Forecaster: A Multimodal Time Series Model Integrating Descriptive and Predictive Texts0
Dual reparametrized Variational Generative Model for Time-Series Forecasting0
Dual-Splitting Conformal Prediction for Multi-Step Time Series Forecasting0
DVS: Deep Visibility Series and its Application in Construction Cost Index Forecasting0
Hidden Markov Neural Networks0
Dynamic Clustering in Federated Learning0
Stochastically forced ensemble dynamic mode decomposition for forecasting and analysis of near-periodic systems0
Dynamic Relation Discovery and Utilization in Multi-Entity Time Series Forecasting0
EAMDrift: An interpretable self retrain model for time series0
EasyTime: Time Series Forecasting Made Easy0
Echo State Networks trained by Tikhonov least squares are L2(μ) approximators of ergodic dynamical systems0
Edge-Varying Fourier Graph Networks for Multivariate Time Series Forecasting0
EffiCANet: Efficient Time Series Forecasting with Convolutional Attention0
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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
4DLinearMSE0.61Unverified
5MoLE-DLinearMSE0.61Unverified
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
8TiDEMSE0.33Unverified
9LTBoost (drop_last=false)MSE0.33Unverified
10PRformerMSE0.33Unverified
#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
3TiDEMSE0.38Unverified
4MoLE-RLinearMSE0.38Unverified
5FiLMMSE0.37Unverified
6PatchTST/64MSE0.37Unverified
7DiPE-LinearMSE0.37Unverified
8TSMixerMSE0.37Unverified
9RLinearMSE0.37Unverified
10TTMMSE0.36Unverified
#ModelMetricClaimedVerifiedStatus
1TEFNMSE0.23Unverified
2DLinearMSE0.22Unverified